The computation of points or values between ones that are known or tabulated using the surrounding points or values.
In particular, given a univariate function , interpolation is the process of
using known values
to find values for
at points ,
. In general, this technique
involves the construction of a function called the interpolant
which agrees with
at the points
and which is then used to compute the desired values.
Unsurprisingly, one can talk about interpolation methods for multivariate functions as well, though these tend to be substantially more involved than their
univariate counterparts.