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POInterpolation in vector-valued multi-variate function
 

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  1. POInterpolation in vector-valued multi-variate function
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    <p>In Python, I'm trying to construct a routine that interpolates in vector-valued data in a multi-dimensional (5+) parameter space. i.e. I have a function that takes a number of input variables and returns a number of output variables. At the moment, there is one call for each element of the vector. The data is in a columned file, so I retrieve it with</p> <pre><code>import numpy [x_data,y_data,f1_data,f2_data] = numpy.loadtxt('data',unpack=True) </code></pre> <p>Then, I instantiate individual interpolators using SciPy's functions, like</p> <pre><code>from scipy import interpolate f1 = interpolate.LinearNDInterpolator((x_data,y_data),f1_data) f2 = interpolate.LinearNDInterpolator((x_data,y_data),f2_data) ... </code></pre> <p>Now, when I make the interpolation call, I have to interpolate for each value <code>f1</code>, <code>f2</code>, etc. even though really it should be achievable as one operation. And I'm guessing that making one interpolation should be faster than making 5 or more.</p> <p><em>Is there a way to construct a vector- (or array-) valued interpolator?</em></p> <p>I tried constructing the interpolator with</p> <pre><code>f = interpolate.LinearNDInterpolator((x_data,y_data),(f1_data,f2_data,...)) </code></pre> <p>but it returns the error</p> <blockquote> <p>ValueError: different number of values and points</p> </blockquote> <p>I've also read <a href="https://stackoverflow.com/questions/11129958/vector-valued-function-interpolation-using-numpy-scipy" title="this question">this question and answer</a> but it's about a vector-valued function of a scalar, which can apparently be handled by <code>interp1d</code>.</p>
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