very fast spline interp function for heavy oversampling?

["R.G. Stockwell" <stockwell(at)co-ra.comremove>]

Greetings,

I have a situation where I take a time series, and need to interpolate the
function to many more samples.
i.e. original time index  = [1,2,3,4....10]
and I need samples at new time index =
[1.000,1.001,1.002.......9.999,10.000].

The canned IDL routine spline() works great, but is slow. Unfortunately, I
don't have time to rewrite the interpolation to something more efficient.

I don't want to use any linear scheme to interpolate, since I want a smooth
function (i.e. smooth "derivatives") around the data points.  I would guess
that
it would be easy to efficiently calculate this interp with spline, perhaps
some vectorization could be put into the function.  Or perhaps an
 "upsample" function would work, but modifications would be needed as the
time series is not evenly sampled.


Are there any user routines out there that can do this interpolation
efficiently?

Cheers,
bob