Question: options interpolate?

I was wondering if there's a simple way to add something like an interpolation loop to a procedure. For example, say I have a function of 2 vars which is expensive to compute, f(x,y). I can use option cache to speed up points which are already computed, but is there an easy way to interpolate between them using ArrayInterpolation? That is, if f varies on scales of order 1, if I have calculated it at 0.1, 0.2, then It can be guessed with a spline at 0.15 accurately enough. What I don't want is to have to calculate on a grid (x,y) first - I'd like to be able to do it on the fly, so to speak.

Thanks in advance!

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