mat-op-ex

When performing repeated integration or interpolation of large data-sets over fixed grids, it is often advantageous to access the bare-metal matrix operations behind linear functions like interp1, interp2, and trapz. Mat-Op-Ex Toolkit seeks to provide these matrices efficiently, and in a way accessible to the user to build on.

Mat-Op-Ex functions are designed to be analogous to their conventional counterparts, except that they receive no function data and output a matrix instead. To avoid dealing with high-order tensor operations, physical dimensions are always vectorized within these functions, such that the operator matrix is limited to order N=2. Further details are available in the source code files, along with examples and unit tests.

This solution is based heavily on a wonderful bit of code presented by Bruno Luong, and expanded here to be more generally applied.