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Re: Searching for fast linear interpolation routine [message #8695 is a reply to message #8553]

Sun, 06 April 1997 00:00

Christian Soeller
Messages: 46
Registered: August 1996

Member

Christian Marquardt <marq@strat01.met.fu-berlin.de> writes:

>
> I find that using INTERPOL to do 1-d interpolations on large irregular
> grids can be extremely time consuming. The problem with INTERPOL is
> that it uses a linear search to find where a given field point fits
> into the irregular grid. Below you'll find my solution to the
> problem. The procedure FINDEX uses a binary search to obtain a
> "floating point index" which can be used with INTERPOLATE. I have
> found that the FINDEX + INTERPOLATE method can be up to 70 times
> faster than using INTERPOL. I am donating this procedure to the IDL
> community in hopes of saving untold millions of machine cycles that
> would otherwise have been wasted in futile linear searches. But
> seriously, give it a try and let me know if it breaks.

If the indices you are calculating interpolates at are often close to each
other you can even speed up the binary search some further by using the last
calculated index as a starting guess for the next, see "How to search an
ordered table" in "Numerical Recipes" (now available as an online web
document), especially the hunt routine. I have implemented that method
in a 'call external' like way in another data language (PDL = Perl
Data Language == free(!)) and get for the equivalent of the published
'test6' example an execution time of 0.016s compared to 2.09s to the
IDL interpolate example. So more than a factor of 100. If you go for
the ultimate speed than a 'call external' (or if you prefer
'linkimage') implementation using hunt to find the indices should be
the way to go.

Christian

------------------------------------------------------------ --------
Christian Soeller mailto: csoelle@sghms.ac.uk
St. Georges Hospital Medical School Dept. of Pharmacology
Cranmer Terrace London SW17 0RE

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[Message index]

		Searching for fast linear interpolation routine By: Roger J. Dejus on Fri, 04 April 1997 00:00
		Re: Searching for fast linear interpolation routine By: David Crain on Mon, 07 April 1997 00:00
		Re: Searching for fast linear interpolation routine By: Roger J. Dejus on Mon, 07 April 1997 00:00
		Re: Searching for fast linear interpolation routine By: Christian Soeller on Sun, 06 April 1997 00:00
		Re: Searching for fast linear interpolation routine By: Christian Marquardt on Sat, 05 April 1997 00:00
		Re: Searching for fast linear interpolation routine By: Liam Gumley on Sat, 05 April 1997 00:00
		Re: Searching for fast linear interpolation routine By: paul on Wed, 16 April 1997 00:00

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