This repository contains code for approximating multivariate functions using Chebyshev interpolation.
Details on the methodology are discussed in this paper: Schlenkrich, Sebastian, Implementing Multivariate Chebyshev Interpolation (July 7, 2022). Available at SSRN: https://ssrn.com/abstract=4155914 or http://dx.doi.org/10.2139/ssrn.4155914.