In the mathematical field of numerical analysis, **interpolation** is a method of constructing new data points within the range of a discrete set of known data points.

In engineering and science, one often has a number of data points, obtained by sampling or experimentation, which represent the values of a function for a limited number of values of the independent variable. It is often required to **interpolate** (i.e. estimate) the value of that function for an intermediate value of the independent variable. This may be achieved by curve fitting or regression analysis.