Interpolation

Interpolation is a mathematical method for constructing a function from discrete data points. The interpolation function, or interpolant, should coincide with the given data points and can be evaluated for other intermediate input values within the sampled range. There are many applications of interpolation. A typical use case that provides an intuitive picture is plotting a smooth curve through a given set of data points. Another use case is to approximate complicated functions, which, for example, could be computationally demanding to evaluate. In that case, evaluating the original function only at a limited number of points and using interpolation to approximate the function when evaluating it for intermediary points can be beneficial.