Example of Optimal Interpolation
" T=TB+eB
" HT=To+eo
" <eB>=< eo >=< eBeoT>= 0
" < eB eBT >=C       Hard to know in detail!
" < eo eoT >=R
"
" Solution minimizes the cost function
"   S[T]=(HT-To)TR-1(HT-To)+(T-TB)TC-1(T-TB)
"
"             T=(HTR-1H+C-1) -1(HTR-1To+C-1TB)
"
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