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copied!<p>For plot creation, you may want excel interop (why not ?), or <a href="http://en.wikipedia.org/wiki/ILNumerics.Net" rel="nofollow noreferrer">ILNumerics.NET</a>.</p> <p>But I don't understand the other requirements. You want to measure interpolation errors (in the max and L1 norm) from a function you don't know ? This is not a programming question, it is a math question.</p> <p>I suggest you look at interpolation libraries (Math.NET contains one for instance, but many others also do) and see if they provide such things as "error estimation". </p> <p>Otherwise, what you need is a math book which will explain you the assumptions on <code>f</code> that you need to estimate the interpolation error. It depends on what you know about the regularity of <code>f</code> and the interpolation method.</p> <p><strong>Edit, regarding additional information provided:</strong> There are closed form formulas for interpolation errors (<a href="http://en.wikipedia.org/wiki/Polynomial_interpolation#Interpolation_error" rel="nofollow noreferrer">here as a starting point</a>). But any numerical integration routine (which Math.NET <em>does not</em> provide) will get what you want. Have a look at libraries other people pointed out, <a href="http://en.wikipedia.org/wiki/List_of_numerical_libraries#.NET_Framework_Languages_C.23.2C_F.23_and_VB.NET" rel="nofollow noreferrer">this link</a> will get you started.</p> <p>Since you seem to have regular functions (since you do polynomial interpolation), I'd go with simple <a href="http://en.wikipedia.org/wiki/Romberg's_method" rel="nofollow noreferrer">Romberg integration</a>, which is quite simple to implement in case you don't find a library that suits your need (I doubt it). Have a look at Numerical Recipes, 3rd edition for sample code.</p>

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