This post is about how to export a Mathematica interpolation function (such as one obtained from NDSolve) to C++, so that it can be accessed by external C++ code. We will first introduce the Hermite interpolation method, explain how to save a Mathematica interpolation function into files, and how to load and use the files with C++ Boost.Math library.

Hermite interpolation

Saving a Mathematica interpolation function

Using C++ Boost.Math library