A method and apparatus for interpolating data on a data grid having a plurality of data grid points to provide an interpolated data value at an interpolated point offset from a data grid point by offsets x, y, the method comprising the steps of obtaining a data value and a plurality of derivative values for each of a set of data grid points defining a sub-grid, defining a 4×4 data value matrix from the data values and derivative values, defining a plurality of 4×4 transformation matrices, calculating a 4×4 coefficient matrix from the transformation matrices and the data value matrix, defining a x vector based on the offset x and a y vector based on the offset y, and calculating the interpolated data value from the x vector, y vector and coefficient matrix.