Data Fitting functions in Intel® MKL provide spline-based interpolation capabilities that can be used for spline construction (Linear, Cubic Quadratic etc.), to approximate functions, function derivatives or integrals, and perform cell search operations.
The chart below shows the performance advantages of Intel® MKL Data Fitting functions over corresponding functions in GNU Scientific Library* (GSL*) for spline interpolation operations.
This article contains training material (in PDF format) that introduces Intel® MKL Data Fitting component. The material includes information about usage model, performance, and code examples. Refer to the "Article Attachments" section below for a link to download the material.