1D interpolation over vector of observations with linear extrapolation
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I have a function, func, defined over grid. I want to evaluate this function over a vector of n observations, obs, with the ability to linearly extrapolate off grid. The obvious way to do this is to loop over n, but my goal is to avoid this because it has to be done a large amount of times.
What is an efficient alternative to the loop below?
for i=1:n
val(i) = interp1( grid, func, obs(i) ,'linear','extrap');
end
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Stephen23
2022-2-3
The query points do not have to be scalar:
interp1(grid, func, obs ,'linear','extrap')
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