Does ALGLIB RBF support dimension higher than 3 (4D, 5D or higher dimension)?
http://www.alglib.net/interpolation/fastrbf.php states that it supports 2D and 3D. So does the current code in ALGLIB 3.9.
I would like to confirm the answer, and check if ALGLIB RBF is going to support higher dimension interpolation (4D, 5D or higher) in the future release.
Follow up after much further research
No, ALGLIB RBF (as of v3.9) doesn't support high dimensional interpolation (4D, 5D or higher).
I ended up using Scipy RBF which is verified running 4D interpolation. I didn't have the chance to verify 5D or higher dimension.
This Scipy RBF Tutorial is very useful to setup a quick working prototype.