WENO 1d interpolation

A small header only c++ library that performes Lagrange barrycentric and WENO 1d interpolation.


The library is header only and  requires c++11 compiler only.

This implementation of WENO interpolation uses polynomial or rational functions for r = 2, 3, 4 and 5 and is the approximation is O(2r) accurate.
Details about the implementation and sources are available here.


Shown below are results for WENO intrerpolation with rational functions of r = 5 of an err_fun defined in weno1d/example/utils.cpp, for both  eps= 1e-03 and eps = 1e-04.

Complete working example can be obtained in weno1d/example/weno02.cpp.

 

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