Spline interpolation constructs a spline that passes through prescribed data points. Given distinct nodes and values
, a cubic spline interpolant
satisfies
, is a cubic polynomial
on every interval
,
and has continuous first and second derivatives.
Two additional endpoint conditions determine a unique cubic spline. A natural cubic spline uses , while a clamped cubic spline specifies
the two endpoint slopes. Spline interpolation generally avoids the large oscillations
that can occur with a single high-degree interpolating polynomial.