title: Multivariate spline interpolation in python/scipy?
body: <p>Is there a library module or other straightforward way to implement multivariate spline interpolation in python?</p>
  
  <p>Specifically, I have a set of scalar data on a regularly-spaced three-dimensional grid which I need to interpolate at a small number of points scattered throughout the domain.  For two dimensions, I have been using <a href="http://docs.scipy.org/doc/scipy/reference/generated/scipy.interpolate.RectBivariateSpline.html" rel="noreferrer">scipy.interpolate.RectBivariateSpline</a>, and I'm essentially looking for an extension of that to three-dimensional data.</p>
  
  <p>The N-dimensional interpolation routines I have found are not quite good enough: I would prefer splines over <a href="http://docs.scipy.org/doc/scipy/reference/generated/scipy.interpolate.LinearNDInterpolator.html#scipy.interpolate.LinearNDInterpolator" rel="noreferrer">LinearNDInterpolator</a> for smoothness, and I have far too many data points (often over one million) for, e.g., a radial basis function to work.</p>
  
  <p>If anyone knows of a python library that can do this, or perhaps one in another language that I could call or port, I'd really appreciate it.</p>