2D Bicubic Splines with scattered data

Question

Is there any library (DLL) or c# code which allows to interpolate 2D scattered data? Algib is pretty good but works with regular grids

Answer 1

Alglib fastrbf has 2 algorithms:

1. "RBF-ML can be used to solve two kinds of problems: interpolation problems and smoothing problems with controllable noise suppression"
2. "RBF-QNN uses automatic radius selection."

(I haven't used either, and Gaussian RBFs tend to be ill-conditioned, but the doc looks reasonable.)

And please add tag "alglib".

Answer 2

ALGLIB now also offers cubic spline interpolation of scattered data. We have made good experiences with the spline2d method using the BlockLLS solver. It is, however, necessary to tune the number of grid points to a not too large value, otherwise the interpolant shows artifacts.