Linear interpolation with multiple values for each point

Let X be defined as the following:

[a, b, c] where a, b and c are real,

V be defined as the following:

[o, p, q

r, s, t

u, v, w

x, y, z] where all the aforementioned variables are real numbers,

and XQ be defined as d and e, where

a < d < b and b < e < c

I wish to find solution vectors for d and e which are the same length as each column in V, i.e., length(d') = 4 and the elements in d are linearly interpolated values between (o and p), (r and s), (u and v), and (x and y). How should I go about this task? Help greatly appreciated.

** I have already tried looping through with interp1(X(i), V(i), XQ(i)). My full data-sets are millions of elements, therefore, this is infeasable. I also cannot run this with parfor, because this is already running inside a function which gets called in an external parfor loop.**

** I cannot share code**

Thank you so much.

Answer 1

[David Goodmanson]

Hi Justin,

If the problem is what I think it is, with d and e known,

linear interpolation between o and p determined by a<d<b and

linear interpolation between p and q determined by b<e<c

then

M = [(b-d)/(b-a)  0
     (d-a)/(b-a)  (c-e)/(c-b)
               0  (e-b)/(c-b)]
 answer = V*M;

should work, where V can have any number of rows