Cubic Spline Interpolation

J. R. Shrestha

Institute of Engineering

January 2018
Linear Interpolation

Good numerical approximation.

But the curve doesn’t look smooth
(discontinuous at the data points).
1 / 10
Polynomial Interpolation

The curve looks smooth.

But very bad numerical approximation between some of the intervals
(Usually end points ⇒ not necessarily always).
2 / 10
Cubic Spline Interpolation

Piece-wise cubic equations with continuous 1st & 2nd derivatives at

the knots (data points).
Smooth-looking graph with very good numerical results.
3 / 10
Given n+ 1 data points (xi , yi ) for i = 0 . . . n
Develop n cubic equations between (xi , yi ) and (xi+1 , yi+1 ) for
i = 0 . . . n−1
Such that the 1st and 2nd derivatives at common points are continuous.


 f0,1 (x) for x0 ≤ x ≤ x1
f1,2 (x) for x1 ≤ x ≤ x2

f (x) =

 ... ... ...
fn−1,n (x) for xn−1 ≤ x ≤ xn


Given by:

(x − xi+1 )3
 
Mi
fi,i+1 (x) = hi (x − xi+1 ) −
6 hi
(x − xi )3
 
Mi+1
− hi (x − xi ) −
6 hi
yi+1 (x − xi ) − yi (x − xi+1 )
+
hi
Where, Mi = yi00 00
Mi+1 = yi+1 hi = xi+1 − xi 4 / 10
To find the second derivatives (for i = 1 to n − 1):
Mi−1 (xi − xi−1 ) + 2Mi (xi+1 − xi−1 ) + Mi+1 (xi+1 − xi )
 
yi+1 − yi yi − yi−1
=6 −
xi+1 − xi xi − xi−1
or,
 
∆yi ∆yi−1
Mi−1 (hi−1 ) + 2Mi (hi−1 + hi ) + Mi+1 (hi ) = 6 −
hi hi−1

If n = 4:
 
∆y1 ∆y0
For i = 1 : M0 (h0 ) + 2M1 (h0 + h1 ) + M2 (h1 ) = 6 −
h1 h0
 
∆y2 ∆y1
For i = 2 : M1 (h1 ) + 2M2 (h1 + h2 ) + M3 (h2 ) = 6 −
h2 h1
 
∆y3 ∆y2
For i = 3 : M2 (h2 ) + 2M3 (h2 + h3 ) + M4 (h3 ) = 6 −
h3 h2
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In matrix form:
 
M0  
∆y1 ∆y0
−
 
h0 2(h0 +h1 ) h1 0 0  M1  h1 h0
∆y2 ∆y1
 
 0 h1 2(h1 +h2 ) h2 0  M2  = 6 −

   h2 h1 
0 0 h2 2(h2 +h3 ) h3  M3 ∆y3 ∆y2

h3 − h2
M4
If x is equally spaced:
 
M0
   ∆y1 −∆y0 
h 2(2h) h 0 0  M1 
h
∆y2 −∆y1
 
 0 h 2(2h) h 0  M2  = 6 
  h
0 0 h 2(2h) h  M3  ∆y3 −∆y2
h
M4
 
 M0
  2 
1 4 1 0
0  M1
 ∆ y0
 6  ∆2 y 1 
or,  0 1 4 1 M2
0  =
 h2
0 0 1 1  M3
4  ∆2 y 2
M4
In Natural Cubic Spline, M0 = Mn = 0
    2 
4 1 0 M1 ∆ y
 1 4 1   M2  = 6  2 0 
∆ y1
h2 6 / 10
Example
Using Cubic Spline Interpolation Technique, compute y(3), y(5), y(7), and
y(9) from the following data:

x 2 4 6 8 10
y 7 6 9 11 8

Solution:
Here, n = 4
h = 2 (Equally spaced interval)
Let M0 , M1 , ..., M4 be the 2nd derivatives at x = x0 , x1 , ..., x4
Thus, we have,
 
  M0  2 
1 4 1 0 0  M 1
 ∆ y0
 0 1 4 1 0   M 2  = 6  ∆ 2 y1 
 
  h2
0 0 1 4 1  M3  ∆ 2 y2
M4
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In Natural Cubic Spline, M0 = Mn = 0
So, the system reduces to:

∆2 y
 2 
x y ∆y
  
4 1 0 M1 ∆ y0
 1 4 1   M2  = 6  ∆2 y1  2 7
h2
0 1 4 M3 ∆2 y2 -1
4 6 4
     3
4 1 0 M1 4 6 9 -1
6
or,  1 4 1   M2  =  −1  2
4
0 1 4 M3 −5 8 11 -5
-3
     10 8
4 1 0 M1 6.0
or,  1 4 1   M2  =  −1.5 
0 1 4 M3 −7.5

On solving, we get, M1 = 1.5804 M2 = −0.3214 M3 = −1.7946

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Thus We now have,
i 0 1 2 3 4
x 2 4 6 8 10
y 7 6 9 11 8
M 0 1.5804 -0.3214 -1.7946 0
To compute y(5), i.e., to compute y at x = 5:
Since x = 5 lies between x1 and x2 , we compute y(5) using:

(x − x2 )3
 
M1
f1,2 (x) = h(x − x2 ) −
6 h
(x − x1 )3
 
M2 y2 (x − x1 ) − y1 (x − x2 )
− h(x − x1 ) − +
6 h h

(5 − 6)3
 
1.5804
∴ f (5) = 2(5 − 6) −
6 2
(5 − 4)3
 
−0.3214 9(5 − 4) − 6(5 − 6)
− 2(5 − 4) − +
6 2 2
= 7.1839 9 / 10
Assignments

1 Continue with the example: find y(3), y(7), and y(9).

2 Using Cubic Spline Interpolation, compute y(12), y(15), y(25), and

y(27) from the following data:
x 10 14 20 26 30
y 32 31 25 30 29
[Note that the values of x are not equally spaced.]

3 Fit the following data to a set of Natural Cublic Splines.

x 5 10 15 20
y 30 35 40 32

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