feat(CubicSpline): add dispatch for AbstractMatrix

src/interpolation_caches.jl

@@ -460,6 +460,37 @@ function CubicSpline(u::uType,
     CubicSpline(u, t, I, p, h[1:(n + 1)], z, extrapolate, cache_parameters, linear_lookup)
 end
 
+function CubicSpline(u::uType,
+    t;
+    extrapolate = false, cache_parameters = false,
+    assume_linear_t = 1e-2) where {uType <:
+                                   AbstractMatrix}
+    u, t = munge_data(u, t)
+    n = length(t) - 1
+    h = vcat(0, map(k -> t[k + 1] - t[k], 1:(length(t) - 1)), 0)
+    dl = vcat(h[2:n], zero(eltype(h)))
+    d_tmp = 2 .* (h[1:(n + 1)] .+ h[2:(n + 2)])
+    du = vcat(zero(eltype(h)), h[3:(n + 1)])
+    tA = Tridiagonal(dl, d_tmp, du)
+
+    # zero for element type of d, which we don't know yet
+    ax = axes(u)[1:end-1]
+    typed_zero = zero(6(u[ax..., begin + 2] - u[ax..., begin + 1]) / h[begin + 2] -
+                    6(u[ax..., begin + 1] - u[ax..., begin]) / h[begin + 1])
+
+    h_ = reshape(h, 1, :)
+    d = 6*((u[ax..., 3:n+1]  - u[ax..., 2:n]) ./ h_[:, 3:n+1]) - 6*((u[ax..., 2:n]  - u[ax..., 1:n-1]) ./ h_[:, 2:n])
+    d = cat(typed_zero, d, typed_zero; dims = ndims(d))
+
+    z = (tA \ d')'
+    linear_lookup = seems_linear(assume_linear_t, t)
+    p = CubicSplineParameterCache(u, h, z, cache_parameters)
+    A = CubicSpline(
+        u, t, nothing, p, h[1:(n + 1)], z, extrapolate, cache_parameters, linear_lookup)
+    I = cumulative_integral(A, cache_parameters)
+    CubicSpline(u, t, I, p, h[1:(n + 1)], z, extrapolate, cache_parameters, linear_lookup)
+end
+
 function CubicSpline(
         u::uType, t; extrapolate = false, cache_parameters = false,
         assume_linear_t = 1e-2) where {uType <:
@@ -486,6 +517,8 @@ function CubicSpline(
     CubicSpline(u, t, I, p, h[1:(n + 1)], z, extrapolate, cache_parameters, assume_linear_t)
 end
 
+
+
 """
     BSplineInterpolation(u, t, d, pVecType, knotVecType; extrapolate = false, safetycopy = true)