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diff --git a/src/main/java/org/apache/commons/math/analysis/interpolation/BicubicSplineInterpolator.java b/src/main/java/org/apache/commons/math/analysis/interpolation/BicubicSplineInterpolator.java
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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.analysis.interpolation;
+
+import org.apache.commons.math.DimensionMismatchException;
+import org.apache.commons.math.MathException;
+import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.analysis.polynomials.PolynomialSplineFunction;
+import org.apache.commons.math.exception.NoDataException;
+import org.apache.commons.math.util.MathUtils;
+
+/**
+ * Generates a bicubic interpolating function.
+ *
+ * @version $Revision: 980944 $ $Date: 2010-07-30 22:31:11 +0200 (ven. 30 juil. 2010) $
+ * @since 2.2
+ */
+public class BicubicSplineInterpolator
+    implements BivariateRealGridInterpolator {
+    /**
+     * {@inheritDoc}
+     */
+    public BicubicSplineInterpolatingFunction interpolate(final double[] xval,
+                                                          final double[] yval,
+                                                          final double[][] fval)
+        throws MathException, IllegalArgumentException {
+        if (xval.length == 0 || yval.length == 0 || fval.length == 0) {
+            throw new NoDataException();
+        }
+        if (xval.length != fval.length) {
+            throw new DimensionMismatchException(xval.length, fval.length);
+        }
+
+        MathUtils.checkOrder(xval);
+        MathUtils.checkOrder(yval);
+
+        final int xLen = xval.length;
+        final int yLen = yval.length;
+
+        // Samples (first index is y-coordinate, i.e. subarray variable is x)
+        // 0 <= i < xval.length
+        // 0 <= j < yval.length
+        // fX[j][i] = f(xval[i], yval[j])
+        final double[][] fX = new double[yLen][xLen];
+        for (int i = 0; i < xLen; i++) {
+            if (fval[i].length != yLen) {
+                throw new DimensionMismatchException(fval[i].length, yLen);
+            }
+
+            for (int j = 0; j < yLen; j++) {
+                fX[j][i] = fval[i][j];
+            }
+        }
+
+        final SplineInterpolator spInterpolator = new SplineInterpolator();
+
+        // For each line y[j] (0 <= j < yLen), construct a 1D spline with
+        // respect to variable x
+        final PolynomialSplineFunction[] ySplineX = new PolynomialSplineFunction[yLen];
+        for (int j = 0; j < yLen; j++) {
+            ySplineX[j] = spInterpolator.interpolate(xval, fX[j]);
+        }
+
+        // For each line x[i] (0 <= i < xLen), construct a 1D spline with
+        // respect to variable y generated by array fY_1[i]
+        final PolynomialSplineFunction[] xSplineY = new PolynomialSplineFunction[xLen];
+        for (int i = 0; i < xLen; i++) {
+            xSplineY[i] = spInterpolator.interpolate(yval, fval[i]);
+        }
+
+        // Partial derivatives with respect to x at the grid knots
+        final double[][] dFdX = new double[xLen][yLen];
+        for (int j = 0; j < yLen; j++) {
+            final UnivariateRealFunction f = ySplineX[j].derivative();
+            for (int i = 0; i < xLen; i++) {
+                dFdX[i][j] = f.value(xval[i]);
+            }
+        }
+
+        // Partial derivatives with respect to y at the grid knots
+        final double[][] dFdY = new double[xLen][yLen];
+        for (int i = 0; i < xLen; i++) {
+            final UnivariateRealFunction f = xSplineY[i].derivative();
+            for (int j = 0; j < yLen; j++) {
+                dFdY[i][j] = f.value(yval[j]);
+            }
+        }
+
+        // Cross partial derivatives
+        final double[][] d2FdXdY = new double[xLen][yLen];
+        for (int i = 0; i < xLen ; i++) {
+            final int nI = nextIndex(i, xLen);
+            final int pI = previousIndex(i);
+            for (int j = 0; j < yLen; j++) {
+                final int nJ = nextIndex(j, yLen);
+                final int pJ = previousIndex(j);
+                d2FdXdY[i][j] = (fval[nI][nJ] - fval[nI][pJ] -
+                                 fval[pI][nJ] + fval[pI][pJ]) /
+                    ((xval[nI] - xval[pI]) * (yval[nJ] - yval[pJ]));
+            }
+        }
+
+        // Create the interpolating splines
+        return new BicubicSplineInterpolatingFunction(xval, yval, fval,
+                                                      dFdX, dFdY, d2FdXdY);
+    }
+
+    /**
+     * Compute the next index of an array, clipping if necessary.
+     * It is assumed (but not checked) that {@code i} is larger than or equal to 0}.
+     *
+     * @param i Index
+     * @param max Upper limit of the array
+     * @return the next index
+     */
+    private int nextIndex(int i, int max) {
+        final int index = i + 1;
+        return index < max ? index : index - 1;
+    }
+    /**
+     * Compute the previous index of an array, clipping if necessary.
+     * It is assumed (but not checked) that {@code i} is smaller than the size of the array.
+     *
+     * @param i Index
+     * @return the previous index
+     */
+    private int previousIndex(int i) {
+        final int index = i - 1;
+        return index >= 0 ? index : 0;
+    }
+}