The source code for numpy.interp calls a compiled_interp function which is apparently the interp function imported from numpy.core.multiarray.
I went looking for this function but I can not find it inside that file.
What am I missing?
>Solution :
The interp Python function of numpy.core.multiarray is exported in multiarraymodule.c. It is mapped to arr_interp which is a C function defined in compiled_base.c. The heart of the computation can be found here.