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diff --git a/src/main/java/org/apache/commons/math3/analysis/interpolation/LinearInterpolator.java b/src/main/java/org/apache/commons/math3/analysis/interpolation/LinearInterpolator.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.math3.analysis.interpolation;
+
+import org.apache.commons.math3.analysis.polynomials.PolynomialFunction;
+import org.apache.commons.math3.analysis.polynomials.PolynomialSplineFunction;
+import org.apache.commons.math3.util.MathArrays;
+import org.apache.commons.math3.exception.DimensionMismatchException;
+import org.apache.commons.math3.exception.NumberIsTooSmallException;
+import org.apache.commons.math3.exception.NonMonotonicSequenceException;
+import org.apache.commons.math3.exception.util.LocalizedFormats;
+
+/**
+ * Implements a linear function for interpolation of real univariate functions.
+ *
+ */
+public class LinearInterpolator implements UnivariateInterpolator {
+    /**
+     * Computes a linear interpolating function for the data set.
+     *
+     * @param x the arguments for the interpolation points
+     * @param y the values for the interpolation points
+     * @return a function which interpolates the data set
+     * @throws DimensionMismatchException if {@code x} and {@code y}
+     * have different sizes.
+     * @throws NonMonotonicSequenceException if {@code x} is not sorted in
+     * strict increasing order.
+     * @throws NumberIsTooSmallException if the size of {@code x} is smaller
+     * than 2.
+     */
+    public PolynomialSplineFunction interpolate(double x[], double y[])
+        throws DimensionMismatchException,
+               NumberIsTooSmallException,
+               NonMonotonicSequenceException {
+        if (x.length != y.length) {
+            throw new DimensionMismatchException(x.length, y.length);
+        }
+
+        if (x.length < 2) {
+            throw new NumberIsTooSmallException(LocalizedFormats.NUMBER_OF_POINTS,
+                                                x.length, 2, true);
+        }
+
+        // Number of intervals.  The number of data points is n + 1.
+        int n = x.length - 1;
+
+        MathArrays.checkOrder(x);
+
+        // Slope of the lines between the datapoints.
+        final double m[] = new double[n];
+        for (int i = 0; i < n; i++) {
+            m[i] = (y[i + 1] - y[i]) / (x[i + 1] - x[i]);
+        }
+
+        final PolynomialFunction polynomials[] = new PolynomialFunction[n];
+        final double coefficients[] = new double[2];
+        for (int i = 0; i < n; i++) {
+            coefficients[0] = y[i];
+            coefficients[1] = m[i];
+            polynomials[i] = new PolynomialFunction(coefficients);
+        }
+
+        return new PolynomialSplineFunction(x, polynomials);
+    }
+}