Cubic spline interpolation is a mathematical method commonly used to construct new points within the boundaries of a set of known points. These new points are function values of an interpolation function (referred to as spline), which itself consists of multiple cubic piecewise polynomials. This article explains how the computation works mathematically.
After an introduction, it defines the properties of a cubic spline, then it lists different boundary conditions (including visualizations), and provides a sample calculation. Furthermore, it acts as a reference for the mathematical background of the cubic spline interpolation tool on tools.timodenk.com which is introduced at the end of the article. Continue reading Cubic Spline Interpolation