N-dimensional interpolation/extrapolation methods
Project description
interpn
Python bindings to the interpn
Rust library for N-dimensional interpolation and extrapolation.
Docs | Repo | Rust Library (github) | Rust Docs (docs.rs)
Features
Feature → ↓ Interpolant Method |
Regular Grid |
Rectilinear Grid |
Json Serialization |
---|---|---|---|
Linear | ✅ | ✅ | ✅ |
Cubic | ✅ | ✅ | ✅ |
The methods provided here, while more limited in scope than scipy's, are
- significantly faster for higher dimensions (1-3 orders of magnitude under most conditions)
- use almost no RAM (and perform no heap allocations at all)
- produce significantly improved floating-point error (by 1-2 orders of magnitude)
- are json-serializable using Pydantic
- can also be used easily in web and embedded applications via the Rust library
- are permissively licensed
See here for more info about quality-of-fit, throughput, and memory usage.
Installation
pip install interpn
Example: Available Methods
import interpn
import numpy as np
# Build grid
x = np.linspace(0.0, 10.0, 5)
y = np.linspace(20.0, 30.0, 4)
grids = [x, y]
xgrid, ygrid = np.meshgrid(x, y, indexing="ij")
zgrid = (xgrid + 2.0 * ygrid) # Values at grid points
# Grid inputs for true regular grid
dims = [x.size, y.size]
starts = np.array([x[0], y[0]])
steps = np.array([x[1] - x[0], y[1] - y[0]])
# Initialize different interpolators
# Call like `linear_regular.eval([xs, ys])`
linear_regular = interpn.MultilinearRegular.new(dims, starts, steps, zgrid)
cubic_regular = interpn.MulticubicRegular.new(dims, starts, steps, zgrid)
linear_rectilinear = interpn.MultilinearRectilinear.new(grids, zgrid)
cubic_rectilinear = interpn.MulticubicRectilinear.new(grids, zgrid)
Example: Multilinear Interpolation on a Regular Grid
import interpn
import numpy as np
# Build grid
x = np.linspace(0.0, 10.0, 5)
y = np.linspace(20.0, 30.0, 4)
xgrid, ygrid = np.meshgrid(x, y, indexing="ij")
zgrid = (xgrid + 2.0 * ygrid) # Values at grid points
# Grid inputs for true regular grid
dims = [x.size, y.size]
starts = np.array([x[0], y[0]])
steps = np.array([x[1] - x[0], y[1] - y[0]])
# Observation points pointed back at the grid
obs = [xgrid.flatten(), ygrid.flatten()]
# Initialize
interpolator = interpn.MultilinearRegular.new(dims, starts, steps, zgrid.flatten())
# Interpolate
out = interpolator.eval(obs)
# Check result
assert np.allclose(out, zgrid.flatten(), rtol=1e-13)
# Serialize and deserialize
roundtrip_interpolator = interpn.MultilinearRegular.model_validate_json(
interpolator.model_dump_json()
)
out2 = roundtrip_interpolator.eval(obs)
# Check result from roundtrip serialized/deserialized interpolator
assert np.all(out == out2)
License
Licensed under either of
- Apache License, Version 2.0, (LICENSE-APACHE or http://www.apache.org/licenses/LICENSE-2.0)
- MIT license (LICENSE-MIT or http://opensource.org/licenses/MIT)
at your option.
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