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XonGrid Interpolation Add-in      http://xongrid.sourceforge.net/
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XonGrid is a free Excel library of functions to perform 1D, 2D, 3D, 4D and
arbitrary dimension (ND) interpolations from scattered data.

32 bits version: XonGrid.xll

64 bits version: XonGrid-w64.xll

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Install the Add-in
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Extract the archive then open the add-in loader called INSTALL-XLL.xls and
click on the Install xll button. XonGrid is a user add-in, no administrative
privilege are required to install it.

* Macros must be activated to use the add-in loader. If you are not able to
  activate macros, follow instructions from the link below to load the XonGrid
  add-in in Excel.

  http://office.microsoft.com/en-us/excel-help/load-or-unload-add-in-programs-HP010096834.aspx

  Since Windows Vista and Excel 2007, the default add-in folder is
  %APPDATA%\Microsoft\AddIns. The following command will open this folder:

  explorer.exe %APPDATA%\Microsoft\AddIns

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Use the Add-in
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To use an interpolation function, click on the fx button on the formula bar,
select the XonGrid 4 interpolation category, select a function then enter your
data. Examples of usage are included with the XonGrid archive.

For more details, visit http://xongrid.sourceforge.net/

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Build from Source
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Requirements:

 - 64 bits build: MinGW-w64 http://mingw-w64.sourceforge.net/
   with gcc, g++ and gfortran (or libgfortran)

 - 32 bits build: MinGW http://www.mingw.org/
   with gcc, g++ and gfortran (or libgfortran)

I recommend:

 - To use the tdm on-demand installer for MinGW-w64 http://tdm-gcc.tdragon.net/

 - To install MinGW and/or MinGW-w64 in paths without spaces
   (i.e. not in C:\Program Files)

 - Following compilers versions:
     mingw32-gcc.exe 4.6.2 (GCC)
     mingw32-g++.exe 4.6.2 (GCC)
     x86_64-w64-mingw32-gcc.exe 4.8.1 (tdm64-2)
     x86_64-w64-mingw32-g++.exe 4.8.1 (tdm64-2)

It is possible to install both MinGW and MinGW-w64
e.g. in C:\mingw32 and C:\mingw64 respectively. If so:

 - It is useless to install mingw32-make with MinGW-w64
   (it is included with MinGW 32 bits)

 - Because both C:\mingw32\bin and C:\mingw64\bin are defined
   in %PATH%, use non ambiguous compilers names like mingw32-gcc.exe
   and x86_64-w64-mingw32-gcc.exe

Finally use:

 - Make-win32.bat batch files to build the 32 bits xll
 - Make-win64.bat batch files to build the 64 bits xll

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Acknowledgements
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XonGrid includes the following components:

        xlw       http://xlw.sourceforge.net
        BLAS      http://www.netlib.org/blas/
        LAPACK    http://www.netlib.org/lapack/
        LAPACKE   http://www.netlib.org/lapack/lapacke.html
        nn        http://code.google.com/p/nn-c/
        Triangle  http://www.cs.cmu.edu/~quake/triangle.html
        csa       http://code.google.com/p/csa-c/