Problems interpolating from delaunay2d

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Without more code I cannot figure out what it could be the issue. Here is a full python example I created based on the VTK example and your test case. I hope it helps:

# based on https://kitware.github.io/vtk-examples/site/Cxx/PolyData/InterpolateMeshOnGrid/
import vtk

# Create a random set of 100 points in the xy-plane in (0,10)x(0,10).
# If you had instead started with a set of (x,y,z) points, you must copy
# the zvalues into a FloatArray and set it as the data set's scalars,
# and then set the z-coordinates to zero
randomPoints = vtk.vtkPoints()

zvalues = vtk.vtkFloatArray()
zvalues.SetName("ZValues")

gridSize = 10
maxHeight = 1.0
randomSequence = vtk.vtkMinimalStandardRandomSequence()

randomSequence.SetSeed(8775070)

for i in range(100):
  x = randomSequence.GetRangeValue(0, gridSize)
  randomSequence.Next()
  y = randomSequence.GetRangeValue(0, gridSize)
  randomSequence.Next();
  z = randomSequence.GetRangeValue(0, maxHeight)
  randomSequence.Next();

  randomPoints.InsertNextPoint(x, y, 0)
  zvalues.InsertNextValue(z)

randomPolyData = vtk.vtkPolyData()
randomPolyData.SetPoints(randomPoints);
randomPolyData.GetPointData().SetScalars(zvalues);

# Triangulate the grid points. If you do not have a mesh (points
# only), the output will not be interpolated!
randomDelaunay = vtk.vtkDelaunay2D()
randomDelaunay.SetInputData(randomPolyData);
randomDelaunay.Update();

# location
a = (5,5,0)
b = (4,5,0)

viewpts = vtk.vtkPoints()
viewpts.InsertNextPoint(*a)
viewpts.InsertNextPoint(*b)

data = vtk.vtkPolyData()
data.SetPoints(viewpts)

# interpolate
z_probe = vtk.vtkProbeFilter()
z_probe.SetSourceConnection(randomDelaunay.GetOutputPort())
z_probe.SetInputData(data)
z_probe.Update()

print(z_probe.GetOutput().GetPointData().GetScalars().GetTuple1(0))
print(z_probe.GetOutput().GetPointData().GetScalars().GetTuple1(1))

## or
print(z_probe.GetOutput().GetPointData().GetArray("ZValues").GetTuple1(0))
print(z_probe.GetOutput().GetPointData().GetArray("ZValues").GetTuple1(1))