Quadratic Or Cubic 1d Interpolate Without Large Interpolator-building Overhead?

I'd like to quad or cube interpolate a long series of floats (or vectors) in 1d, where long could be 1E+05 or 1E+06 (or more). For some reason SciPi's handy interp1d()'s time overh

Solution 1:

For some reason SciPi's handy interp1d()'s time overhead to prepare the interpolators scales as almost n^3 for both quadratic and cubic splines.

According to this answer:

Short answer: update your scipy installation.

Longer answer: pre-0.19, interp1d was based on splmake which is using linear algebra with full matrices. In scipy 0.19, it was refactored to use banded linear algebra. As a result, (below is with scipy 0.19.1)

So the answer to your question:

Quadratic or cubic 1d interpolate without large interpolator-building overhead?

is still use scipy.interp1d just not the old version of scipy that you were (in this case I was) using. Be sure to use scipy 0.19 or newer. Fyi version 1.0 has been released and so you (I) should update accordingly.