XonGrid Interpolation Add-in http://xongrid.sourceforge.

net/

XonGrid Interpolation Add-in

XonGrid is a free Excel library of functions to perform 1D, 2D, 3D, 4D and arbitrary dimension (ND)
interpolations from scattered data. [ cette page en français ]

↓↓ DOWNLOAD XonGrid 4 for Excel 32 / 64 bits ↓↓

↓↓ DOWNLOAD XonGrid 4 sources ↓↓

Features
Multivariate interpolation from scattered data
Various interpolation methods: Linear, Akima, Bilinear, Nearest-neighbor, Natural-neighbors and
Kriging
2D Cubic Spline Approximation
Gaussian Process Regression
Scaling of non-homogeneous parameters
Array Formulas to speed up multiples interpolation
Support for missing values and errors
User defined interpolation
Visual Basic Interface

Screenshots!

1D Interpolation Input

Interpolation Example

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2D Example

Install the Add-in

Download and extract the XonGrid archive, open the add-in loader called INSTALL-XLL and click on the
«Install xll» button. XonGrid is a user add-in, no administrative privilege is required to install it.

Macros must be activated to use the add-in loader. If you are not able to activate macros, follow these
instructions to load the add-in in Excel. For the 32 bits version of Excel select XonGrid.xll and for the
64 bits version of Excel select XonGrid-w64.xll.

Use the Add-in

To use an interpolation function, click on the fx button on the formula bar, select the
XonGrid 4 interpolation category, select a function then enter your data.

Examples of usage are included with the XonGrid archive.

Interpolation Functions
Available interpolation functions and options are presented on the table below. The Kriging interpolation
with Method = 1.5 is highly recommended. Click on links for functions definition.

Scaling Natural Nearest

Function Linear Akima Kriging
of Neighbors Neighbor
Name Interpolation Interpolation Interpolation
Parameters Interpolation Interpolation

Interp1d
Not Applicable Method = −2 Not Available
Method = −1
Interp2dTab

Interp2d Method = −3
Method
Not Method = 0
Interp3d = 1 to 1.99
Scaling Not Available
= 0 or 1 Available Not
Interp4d Available

InterpNd See function description for details

Scaling of Parameters (Scaling = 0 or 1)

In an Euclidean space, the distance between two points A and B is given by:

Distance if Scaling = 0

If parameters are non-homogeneous physical variables (e.g. Volts and kg), calculate the distance
without Scaling has no meaning. If Scaling = 1, XonGrid calculate the distance with scaled parameters
and the transform shown below is applied to each parameter.

Initial parameters space (Scaling = 0) → Scaled parameters space (Scaling = 1)

The distance in the scaled space is:

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Distance if Scaling = 1

Interpolation Methods
1D Linear Interpolation (Method = −1)

XonGrid considers a linear variation of the function between known values.

1D Akima Interpolation (Method = −2)

XonGrid use the Akima interpolation method. [ Akima's original article ]

2D Bilinear Interpolation (Method = −1)

XonGrid performs a bilinear interpolation from tabulated data.

2D Natural-neighbors Interpolation (Method = −3)

Xongrid call the nn implementation of natural-neighbor interpolation.

Nearest-neighbor Interpolation (Method = 0)

XonGrid returns the function value of the nearest-neighbor.

Kriging interpolation (1 ≤ Method ≤ 1.99)

XonGrid uses Ordinary Kriging interpolation with the power variogram presented below.

with 1 ≤ β ≤ 1.99 (β = 1.5 is a good choice)

Kriging interpolation on a large data set requires a huge amount of memory. To prevent Excel
instabilities, the number of points is limited to 1024. Use the SubKriging optional parameter to perform
a Kriging interpolation with more than 1024 points:

If SubKriging is positive, SubKriging is the number of nearest points to select

(1+nDim ≤ SubKriging ≤ 1024, SubKriging = 256 is a good choice)
If SubKriging is negative, −SubKriging is the distance for selection of nearest points
(SubKriging < 0)

Subset selection with SubKriging = 6 or SubKriging = −R

If the SubKriging parameter is missing, all points will be used for Kriging interpolation.

If Scaling = 1, the distance for selection of nearest points is calculated in the scaled space (see «Scaling
of Parameters» section)

User defined Interpolation (Method = 100)

A user defined interpolation method can be implemented in the source/user-defined.c file of the
source code. The build procedure is detailed in the README file.

Visual Basic Interface

Two XonGrid interpolation functions can be called from Visual Basic:

interp_nd: ND interpolation from raw data

interp_2d_tab: 2D interpolation from tabulated data

The declaration of these functions and three examples of usage are given in the Example-VB file.

Approximation and Regression Functions

These functions do not always honor the data. They provide a smoothed or approximated estimation of
the function. Several parameters are available to control the smoothness of the output.

ND Gaussian Process Regression

Gaussian Process Regression is an other name of Kriging. The present implementation is more
sophisticated than the one used for interpolation. The following functions are available:

GpRegressNd Perform the Gaussian Process Regression

GpStatsNd Return the empirical variogram and associated statistics
GpVariogram Calculate the chosen variogram

For an introduction to Gaussian Process Regression, you can read the following sections of Numerical
Recipes:

3.7.4 Interpolation by Kriging, p. 144

15.9 Gaussian Process Regression, p. 836

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The guest access to Numerical Recipes is limited to few dozen of pages per month.

Examples of usage are given in the Example-gpr file.

2D Cubic Spline Approximation

XonGrid use the csa implementation of the cubic spline approximation technique. Two functions are
available:

CsApprox2d For 2D raw data

CsApprox2dTab For 2D tabulated data

Examples of usage are given in the Example-csa file.

Build from Source

Download the source code, extract the archive and follow instructions in the README file.

Acknowledgements
XonGrid includes the following components:

xlw
BLAS
LAPACK
LAPACKE
nn
Triangle
csa

FAQ
Is it free ?

Yes. XonGrid is a free software. Read the license for details. Nevertheless if you have found XonGrid
really useful, I accept thanks at this address.

Interpolation is slow !

If you are performing multiple interpolation from the same data set, you should try array formulas as
shown on example files. The table below shows calculations speed up for various Kriging (β = 1.5)
interpolation cases.

Number of Number of Calculation time Calculation time

Interpolation Calculation
data interpolated with with
function speed up
points values single cell formula (s) array formula (s)

Interp1d 12 46 0.02 0.006 3

Interp1d 1000 46 23 0.5 46

Interp2d 16 256 0.14 0.025 6

Interp3d 64 256 0.56 0.03 19

Interp4d 192 256 0.9 0.05 18

InterpNd (N=2) 121 121 0.57 0.021 27

Globally, bigger is the data set, better is the array formula calculation speed up.

Multi thread calculation significantly improves performance. To enable multi thread calculation, follow
these instructions. Finally, this excellent article contains everything you need to know to improve Excel
performances.

Which interpolation method should I use ?

The choice of the interpolation methods depends on:

The number of points

The expected smoothness of the interpolation
The performances (i.e. calculation speed)

Usually, while the data contains less than approximately 200 points, performances should not be an
issue whatever is the selected interpolation method. To select an interpolation method, use the figure
below. It shows the relative characteristics of interpolation methods in a smoothness vs calculation
speed chart.

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Interpolation Methods: smoothness vs calculation speed

What is the default add-in folder ?

Since Windows Vista and Excel 2007, it is %APPDATA%\Microsoft\AddIns. The following command
should open this folder:

explorer.exe %APPDATA%\Microsoft\AddIns

How to update the Add-in ?

Open the add-in loader called INSTALL-XLL and click on the «Reinstall or update xll» button.

Or, replace .xll and .chm files in the add-in folder.

How to uninstall the Add-in ?

Open the add-in loader called INSTALL-XLL and click on the «Uninstall xll» button.

Or, delete .xll and .chm files in the add-in folder.

Why the blue help link does not work ?

.xll and .chm files must be stored in the same folder.

Contact - XonGrid project page on sourceforge.net - Cooldt cool-down time calculator

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