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hub / github.com/MarcusRainbow/QuantMath / nr_spline

Function nr_spline

src/math/interpolation.rs:366–410  ·  view source on GitHub ↗

Code adapted from Numerical Recipes in C. Main changes are to make all vectors zero-based; pass in a vector of points rather than two arrays of x and y. Calculates a vector of second derivatives, for each pillar. Normally this is invoked only once for each interpolator.

(
    xy: &[(T, f64)], yp0: f64, ypn: f64, y2: &mut[f64])

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Callers 2

newMethod · 0.85
deserializeMethod · 0.85

Calls 1

interp_diffMethod · 0.45

Tested by

no test coverage detected