I’m writing a package that needs to generically interpolate a matrix from a time-series of matrices.

For example, maybe it’s a series of spatial matrices of monthly mean values, that I would like to interpolate to a single matrix of values for a particular day somewhere in the series.

Is there an options in an interpolations package that would handle this kind of thing, giving the options of various splines or linear interpolation?

I also want to run it on a GPU (greedy…), so broadcast operations are good here, including ways I can roll my own. But hopefully without having to define all the spline etc. methods myself.