Interpolate 2D Scattered uses triangulation which is fairly CPU intensive.
The most difficult part, (and the part that most of the CPU time is spent on) is defining the triangles. Once the triangles are specified, the interpolation is fairly quick (and could possibly be done on an FPGA). This is the same idea as using the scatteredInterpolant class in Matlab (see : http://www.mathworks.com/help/matlab/math/interpolating-scattered-data.html#bsow6g6-1 )
The Interpolate 2D Scattered function needs to be broken up into two pieces just like Spline Interpolant, Spline Interpolate are.
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