nn is a C code that provides a Natural Neighbours interpolation library and a command line utility nnbathy.
Algorithmically, it was initially loosely based on the Dave Watson's description of nngridr; code-wise it is an independent development. You may see a comparison of performance of a (rather old) version of nn with nngridr in
Quanfu Fan, Alon Efrat, Vladlen Koltun, Shankar Krishnan, and Suresh
Venkatasubramanian. Hardware-assisted Natural Neighbor Interpolation.
In Proc. 7th Workshop on Algorithm Engineering and Experiments (ALENEX), 2005.
nn is coded for robustness (to handle degenerate data) and scalability (to handle millions of data points), subject to using double precision calculations. For the underlying Delaunay triangulation it calls exact arithmetic code from triangle.
Checkout nn by running "svn checkout http://nn-c.googlecode.com/svn/nn"
You may also be interested in cubic spline approximation code csa.