diff --git a/src/Managed/Interpolation/Algorithms/CubicHermiteSplineInterpolation.cs b/src/Managed/Interpolation/Algorithms/CubicHermiteSplineInterpolation.cs
new file mode 100644
index 00000000..5d5c203c
--- /dev/null
+++ b/src/Managed/Interpolation/Algorithms/CubicHermiteSplineInterpolation.cs
@@ -0,0 +1,192 @@
+//
+// Math.NET Numerics, part of the Math.NET Project
+// http://mathnet.opensourcedotnet.info
+//
+// Copyright (c) 2009 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+//
+
+namespace MathNet.Numerics.Interpolation.Algorithms
+{
+ using System;
+ using System.Collections.Generic;
+
+ ///
+ /// Cubic Hermite Spline Interpolation Algorithm.
+ ///
+ ///
+ /// This algorithm supports both differentiation and integration.
+ ///
+ public class CubicHermiteSplineInterpolation : IInterpolation
+ {
+ ///
+ /// Internal Spline Interpolation
+ ///
+ private readonly SplineInterpolation _spline;
+
+ ///
+ /// Initializes a new instance of the CubicHermiteSplineInterpolation class.
+ ///
+ public CubicHermiteSplineInterpolation()
+ {
+ _spline = new SplineInterpolation();
+ }
+
+ ///
+ /// Initializes a new instance of the CubicHermiteSplineInterpolation class.
+ ///
+ /// Sample Points t, sorted ascending.
+ /// Sample Values x(t)
+ /// Sample Derivatives x'(t)
+ public CubicHermiteSplineInterpolation(
+ IList samplePoints,
+ IList sampleValues,
+ IList sampleDerivatives)
+ {
+ _spline = new SplineInterpolation();
+ Initialize(samplePoints, sampleValues, sampleDerivatives);
+ }
+
+ ///
+ /// Gets a value indicating whether the algorithm supports differentiation (interpolated derivative).
+ ///
+ ///
+ ///
+ bool IInterpolation.SupportsDifferentiation
+ {
+ get { return true; }
+ }
+
+ ///
+ /// Gets a value indicating whether the algorithm supports integration (interpolated quadrature).
+ ///
+ ///
+ bool IInterpolation.SupportsIntegration
+ {
+ get { return true; }
+ }
+
+ ///
+ /// Initialize the interpolation method with the given spline coefficients (sorted by the sample points t).
+ ///
+ /// Sample Points t, sorted ascending.
+ /// Sample Values x(t)
+ /// Sample Derivatives x'(t)
+ public void Initialize(
+ IList samplePoints,
+ IList sampleValues,
+ IList sampleDerivatives)
+ {
+ if (null == samplePoints)
+ {
+ throw new ArgumentNullException("samplePoints");
+ }
+
+ if (null == sampleValues)
+ {
+ throw new ArgumentNullException("sampleValues");
+ }
+
+ if (null == sampleDerivatives)
+ {
+ throw new ArgumentNullException("sampleDerivatives");
+ }
+
+ if (samplePoints.Count < 2)
+ {
+ throw new ArgumentOutOfRangeException("samplePoints");
+ }
+
+ if (samplePoints.Count != sampleValues.Count
+ || samplePoints.Count != sampleDerivatives.Count)
+ {
+ throw new ArgumentException(Properties.Resources.ArgumentVectorsSameLengths);
+ }
+
+ double[] coefficients = new double[4 * (samplePoints.Count - 1)];
+
+ for (int i = 0, j = 0; i < samplePoints.Count - 1; i++, j += 4)
+ {
+ double delta = samplePoints[i + 1] - samplePoints[i];
+ double delta2 = delta * delta;
+ double delta3 = delta * delta2;
+ coefficients[j] = sampleValues[i];
+ coefficients[j + 1] = sampleDerivatives[i];
+ coefficients[j + 2] = ((3 * (sampleValues[i + 1] - sampleValues[i])) - (2 * sampleDerivatives[i] * delta) - (sampleDerivatives[i + 1] * delta)) / delta2;
+ coefficients[j + 3] = ((2 * (sampleValues[i] - sampleValues[i + 1])) + (sampleDerivatives[i] * delta) + (sampleDerivatives[i + 1] * delta)) / delta3;
+ }
+
+ _spline.Initialize(samplePoints, coefficients);
+ }
+
+ ///
+ /// Interpolate at point t.
+ ///
+ /// Point t to interpolate at.
+ /// Interpolated value x(t).
+ public double Interpolate(double t)
+ {
+ return _spline.Interpolate(t);
+ }
+
+ ///
+ /// Differentiate at point t.
+ ///
+ /// Point t to interpolate at.
+ /// Interpolated first derivative at point t.
+ ///
+ ///
+ public double Differentiate(double t)
+ {
+ return _spline.Differentiate(t);
+ }
+
+ ///
+ /// Differentiate at point t.
+ ///
+ /// Point t to interpolate at.
+ /// Interpolated value x(t)
+ /// Interpolated second derivative at point t.
+ /// Interpolated first derivative at point t.
+ ///
+ ///
+ public double Differentiate(
+ double t,
+ out double interpolatedValue,
+ out double secondDerivative)
+ {
+ return _spline.Differentiate(t, out interpolatedValue, out secondDerivative);
+ }
+
+ ///
+ /// Integrate up to point t.
+ ///
+ /// Right bound of the integration interval [a,t].
+ /// Interpolated definite integral over the interval [a,t].
+ ///
+ public double Integrate(double t)
+ {
+ return _spline.Integrate(t);
+ }
+ }
+}
\ No newline at end of file
diff --git a/src/Managed/Managed.csproj b/src/Managed/Managed.csproj
index 66ca14aa..fc479e53 100644
--- a/src/Managed/Managed.csproj
+++ b/src/Managed/Managed.csproj
@@ -56,6 +56,7 @@
+
diff --git a/src/Native/Native.csproj b/src/Native/Native.csproj
index af0990e7..b3f9dba6 100644
--- a/src/Native/Native.csproj
+++ b/src/Native/Native.csproj
@@ -77,6 +77,9 @@
Interpolation\Algorithms\BulirschStoerRationalInterpolation.cs
+
+ Interpolation\Algorithms\CubicHermiteSplineInterpolation.cs
+
Interpolation\Algorithms\FloaterHormannRationalInterpolation.cs