Multivariate interpolation

In numerical analysis, multivariate interpolation is interpolation on functions of more than one variable (multivariate functions); when the variates are spatial coordinates, it is also known as spatial interpolation.

The function to be interpolated is known at given points and the interpolation problem consists of yielding values at arbitrary points .

Multivariate interpolation is particularly important in geostatistics, where it is used to create a digital elevation model from a set of points on the Earth's surface (for example, spot heights in a topographic survey or depths in a hydrographic survey).