JuliaMath / JuliaMath/Interpolations.jl

Hermite splines?

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Description

A [recent post on julia-users](https://groups.google.com/forum/#!topic/julia-users/-bbJ_rVSOjs) made a case for [Cubic Hermite splines](http://en.wikipedia.org/wiki/Cubic_Hermite_spline), that seem to have some properties that regular B-splines might not have (although I must admit that I'm not too familiar with the terminology used in the julia-users thread...).

Cubic Hermite splines are quite similar to B-splines, but instead of using several data points to construct an interpolating polynomial, the derivatives at the data points are used instead. It readily generalizes to irregular grids, which is nice, but I can't find any good resources on whether it generalizes nicely also in dimensions.

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