diff --git a/src/Numerics/Interpolation/QuadraticSpline.cs b/src/Numerics/Interpolation/QuadraticSpline.cs
new file mode 100644
index 00000000..948fe518
--- /dev/null
+++ b/src/Numerics/Interpolation/QuadraticSpline.cs
@@ -0,0 +1,166 @@
+//
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2013 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.
+//
+
+using System;
+
+namespace MathNet.Numerics.Interpolation
+{
+ ///
+ /// Quadratic Spline Interpolation.
+ ///
+ /// Supports both differentiation and integration.
+ public class QuadraticSpline : IInterpolation
+ {
+ readonly double[] _x;
+ readonly double[] _c0;
+ readonly double[] _c1;
+ readonly double[] _c2;
+ readonly Lazy _indefiniteIntegral;
+
+ /// sample points (N+1), sorted ascending
+ /// Zero order spline coefficients (N)
+ /// First order spline coefficients (N)
+ /// second order spline coefficients (N)
+ public QuadraticSpline(double[] x, double[] c0, double[] c1, double[] c2)
+ {
+ _x = x;
+ _c0 = c0;
+ _c1 = c1;
+ _c2 = c2;
+ _indefiniteIntegral = new Lazy(ComputeIndefiniteIntegral);
+ }
+
+ ///
+ /// Gets a value indicating whether the algorithm supports differentiation (interpolated derivative).
+ ///
+ public bool SupportsDifferentiation
+ {
+ get { return true; }
+ }
+
+ ///
+ /// Gets a value indicating whether the algorithm supports integration (interpolated quadrature).
+ ///
+ public bool SupportsIntegration
+ {
+ get { return true; }
+ }
+
+ ///
+ /// Interpolate at point t.
+ ///
+ /// Point t to interpolate at.
+ /// Interpolated value x(t).
+ public double Interpolate(double t)
+ {
+ int k = LeftBracketIndex(t);
+ var x = (t - _x[k]);
+ return _c0[k] + x*(_c1[k] + x*_c2[k]);
+ }
+
+ ///
+ /// Differentiate at point t.
+ ///
+ /// Point t to interpolate at.
+ /// Interpolated first derivative at point t.
+ public double Differentiate(double t)
+ {
+ int k = LeftBracketIndex(t);
+ return _c1[k] + (t - _x[k])*2*_c2[k];
+ }
+
+ ///
+ /// Differentiate twice at point t.
+ ///
+ /// Point t to interpolate at.
+ /// Interpolated second derivative at point t.
+ public double Differentiate2(double t)
+ {
+ int k = LeftBracketIndex(t);
+ return 2*_c2[k];
+ }
+
+ ///
+ /// Indefinite integral at point t.
+ ///
+ /// Point t to integrate at.
+ public double Integrate(double t)
+ {
+ int k = LeftBracketIndex(t);
+ var x = (t - _x[k]);
+ return _indefiniteIntegral.Value[k] + x*(_c0[k] + x*(_c1[k]/2 + x*_c2[k]/3));
+ }
+
+ ///
+ /// Definite integral between points a and b.
+ ///
+ /// Left bound of the integration interval [a,b].
+ /// Right bound of the integration interval [a,b].
+ public double Integrate(double a, double b)
+ {
+ return Integrate(b) - Integrate(a);
+ }
+
+ double[] ComputeIndefiniteIntegral()
+ {
+ var integral = new double[_c1.Length];
+ for (int i = 0; i < integral.Length - 1; i++)
+ {
+ double w = _x[i + 1] - _x[i];
+ integral[i + 1] = integral[i] + w*(_c0[i] + w*(_c1[i]/2 + w*_c2[i]/3));
+ }
+ return integral;
+ }
+
+ ///
+ /// Find the index of the greatest sample point smaller than t.
+ ///
+ int LeftBracketIndex(double t)
+ {
+ // Binary search in the [ t[0], ..., t[n-2] ] (t[n-1] is not included)
+ int low = 0;
+ int high = _x.Length - 1;
+ while (low != high - 1)
+ {
+ int middle = (low + high)/2;
+ if (_x[middle] > t)
+ {
+ high = middle;
+ }
+ else
+ {
+ low = middle;
+ }
+ }
+
+ return low;
+ }
+ }
+}
diff --git a/src/Numerics/Numerics.csproj b/src/Numerics/Numerics.csproj
index 37cbe59c..ff8ce74b 100644
--- a/src/Numerics/Numerics.csproj
+++ b/src/Numerics/Numerics.csproj
@@ -90,6 +90,7 @@
+