I am trying to interpolate a function defined over a three-dimensional real space:
Let assume I have points in the space which form my grid for this interpolation, and the multivariate series
is the chosen interpolator. In order to find the coefficients I should form the following sets of equations:
and then solve for the coefficients. However, for this I first need to write the above set of linear equations in the standard form
wherein, A is the matrix of coefficients, is the vector of unknowns, and is the known vector. For this to be done I would require to expand the multivariate power series in the form of a single variable series, that is,
wherein and probably . OF course the expansion needs to be nontrivial and useful.
Is it possible at all? Any suggestion to find the coefficients more practically?
Maybe it appears that the most natural way for solving this problem is comprised of the following steps:
1. first solve for the coefficients of
2. then solve for the coefficients of
3. and finally solve for the coefficients of
which gives the coefficients we were looking for. However, this way, the first two steps will be working with function-type coefficients instead of numerical coefficients and that will prevent efficient usage of the available codes in numerical analysis. Solving for each set of coefficients at each step for different grid points would also inevitably increase the number of equations drastically, so any better suggestion to solve for this problem?