Copyright © 1993 Published by Elsevier Science Ltd.
Technical section
Preserving positivity using piecewise cubic interpolation
Available online 11 June 2003.
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Abstract
We give a simple algorithm for generating a C1 piecewise cubic Hermite interpolant that preserves positivity. Given two data points with positive values, and arbitrary slopes, a simple test determines whether the associated cubic Hermite interpolant is positive. If not, one or two knots are inserted so that the resulting piecewise cubic interpolant preserves positivity. Applying this in successive intervals gives an algorithm that is local in nature, and unlike other algorithms does not require modification of the slope data. The problem of positivity is extended to cover the more general constraint that the interpolant be greater than some linear function of the independent variable.







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