How can I find all zeros in a 2d matrix and change those values by interpolating with the closest available values ?

For example, A=

Answer 1

[Image Analyst]

You could use regionfill(), if you have the Image Processing Toolbox, to do it in a single line of code:

outputArray = regionfill(inputArray, inputArray == 0);

Answer 2

[Walter Roberson]

[gr, gc, gv] = find(A);
F = scatteredInterpolant(gr, gc, gv);
[br, bc] = find(~A);
replacements = F(br, bc);
A( sub2ind(size(A), br, bc) ) = replacements;