This package is used in level-set applications to interpolate/extrapolate fields which are known for some grid points and not known for others. Specifically, the fields are only known on one side of an interface. The interface is defined implicitly by a distance function (or any function that is non-negative for known points and negative for known points).
The interpolation/extrapolation function is numerical::grid_interp_extrap(). In N-D it uses as point stencil around the interpolation point. The interpolation/extrapolation is done one dimension at a time.
Use the grid interpolation/extrapolation package by including the file grid_interp_extrap.h.