Fast linear matrix interpolation for time data NOT equally spaced

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Spigge 2013-8-15

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https://ww2.mathworks.cn/matlabcentral/answers/84795-fast-linear-matrix-interpolation-for-time-data-not-equally-spaced

I desperately need a fast linear matrix interpolation function for NOT equally spaced time data. Matlab's interp1 is slow and your contribution ScaleTime, albeit very fast, only accepts equally spaced time data (right?). Any suggestions?

Thanks,

Fredrik

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Answer 1

Jan 2013-8-15

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https://ww2.mathworks.cn/matlabcentral/answers/84795-fast-linear-matrix-interpolation-for-time-data-not-equally-spaced#answer_94385

编辑：Jan 2013-8-15

在 MATLAB Online 中打开

I assume, you mean FEX: ScaleTime. The new version is still in the pipeline. But this works efficiently for not equally spaced data as long as X is sorted:

function Yi = myLinearInterp(X, Y, Xi)  
% X and Xi are column vectors, Y a matrix with data along the columns
[dummy, Bin] = histc(Xi, X);  %#ok<ASGLU>
H            = diff(X);       % Original step size
% Extra treatment if last element is on the boundary:
sizeY = size(Y);
if Bin(length(Bin)) >= sizeY(1)
   Bin(length(Bin)) = sizeY(1) - 1;
end
Xj = Bin + (Xi - X(Bin)) ./ H(Bin);
Yi = ScaleTime(Y, Xj);

A full M-version can be found here.

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Spigge 2013-8-16

It works great, 5 x faster than interp1 using my matrix data. This means I can do the calculations I need without reducing the framerate in my application. Many thanks!

Fredrik

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