title: Cubic spline memory error
body: <p>On a computer with 4GB of memory this simple interpolation leads to a memory error:</p>
  
  <p>(based on: <a href="http://docs.scipy.org/doc/scipy/reference/tutorial/interpolate.html" rel="noreferrer">http://docs.scipy.org/doc/scipy/reference/tutorial/interpolate.html</a>)</p>
  
  <pre><code>import numpy as np
  from scipy.interpolate import interp1d
  
  x = np.linspace(0, 10, 80000)
  y = np.cos(-x**2/8.0)
  f2 = interp1d(x, y, kind='cubic')
  </code></pre>
  
  <p>I thought about cutting the data into chunks, but is there a way I can perform this cubic spline interpolation without requiring so much memory?
  Why does it even get in trouble?</p>