MATLAB: Fast linear matrix interpolation for time data NOT equally spaced

linear interpolationMATLAB

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

Best Answer

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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