Multivariate interpolation

In numerical analysis, multivariate interpolation or spatial interpolation is interpolation on functions of more than one variable.

The function to be interpolated is known at given points $(x_{i},y_{i},z_{i},...)$ and the interpolation problem consist of yielding values at arbitrary points $(x,y,z,...)$.

Function values on uniform grid

If the function is known is on a uniform grid, there is the methods

• bilinear interpolation/trilinear interpolation
• bicubic interpolation

Function values on arbitrary grid

Other schemes are available on non-uniform grid

• Nearest neighbor interpolation
• Natural neigbor
• Inverse distance weighting
• Kriging