Cubic Spline Interpolation

B. D. Mulmi
Institute of Engineering

Feb, 2016

Linear Interpolation

Polynomial Interpolation

Cubic Spline Interpolation

Polynomial Interpolation is not always bad!

Given n+1 data points (xi , yi ) for i = 0 to n, develop n cubic

equations between (xi , yi ) and (xi+1 , yi+1 ) for i = 0 to 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) =
...
...
...

fn1,n (x) for xn1 x xn

Given by:


Mi
(x xi+1 )3
fi,i+1 (x) =
hi (x xi+1 )
6
hi


Mi+1
(x xi )3

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

To find the second derivatives (for i = 1 to n 1):

Mi1 (xi xi1 ) + 2Mi (xi+1 xi1 ) + Mi+1 (xi+1 xi )


yi+1 yi
yi yi1
=6

xi+1 xi xi xi1
or,


yi yi1

Mi1 (hi1 ) + 2Mi (hi1 + hi ) + Mi+1 (hi ) = 6

hi
hi1

If n = 4:
For i = 1 :

For i = 2 :

For i = 3 :

y1 y0
M0 (h0 ) + 2M1 (h0 + h1 ) + M2 (h1 ) = 6

h1
h0
y2 y1
M1 (h1 ) + 2M2 (h1 + h2 ) + M3 (h2 ) = 6

h2
h1
y3 y2
M2 (h2 ) + 2M3 (h2 + h3 ) + M4 (h3 ) = 6

h3
h2

h0
0
0

2(h0 + h1 )
h1
0
0

h1
2(h1 + h2 )
h2
0

0
h2
2(h2 + h3 ) h3

M0
M1
M2
M3
M4

y1 /h1 y0 /h0
[x1 , x2 ] [x0 , x1 ]
= 6 y2 /h2 y1 /h1 = 6 [x2 , x3 ] [x1 , x2 ]
y3 /h3 y2 /h2
[x3 , x4 ] [x2 , x3 ]
If x is equally spaced:
Mi1 + 4Mi + Mi+1 =

6 2
yi1
h2

If n = 4,
6 2
y0
h2
6
M1 + 4M2 + M3 = 2 2 y1
h
6
M2 + 4M3 + M4 = 2 2 y2
h
M0 + 4M1 + M2 =

or,

1 4 1 0 0

0 1 4 1 0

0 0 1 4 1
In Natural Cubic

4
1
0

M0
M1
M2
M3
M4

y0

6
=
2 y1
h2

2 y2

Spline, M0 = Mn = 0

2
1 0
M1
y0
6
4 1 M2 = 2 2 y 1
h
M3
1 4
2 y2

Example
Using Cubic Spline Interpolation Technique, compute y(3), y(5),
and y(7) from the following data:
x
y

2
7

4
6

6
9

8
11

10
8

Solution:
Here, n = 4
and x is in equally-spaced interval i.e., h = 2
Let, M0 , M1 , ..., Mn be the 2nd derivatives at x = x0 , x1 , ..., xn
Thus, we have,

M0

y0
1 4 1 0 0
M
1

0 1 4 1 0 M2 = 6 2 y 1

h2
2 y2
0 0 1 4 1 M3
M4

In Natural Cubic Spline, M0 = Mn = 0

So, the system of equations reduces to:
2

y0
4 1 0
M1
1 4 1 M2 = 6 2 y 1
h2
2 y2
0 1 4
M3
or,

4 1 0
M1
4
6
1 4 1 M2 = 1
4
0 1 4
M3
5

or,

x
2

y
7

2 y

-1
4
3

6.0
4 1 0
M1
1 4 1 M2 = 1.5
M3
7.5
0 1 4

11

-5
-3

10
On solving, we get,
M1 = 1.5804
M2 = 0.3214

-1
2

M3 = 1.7946

i
x
y
M

0
2
7
0

Thus We now have,

1
2
3
4
6
8
6
9
11
1.5804 -0.3214 -1.7946

4
10
8
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
h(x x2 )
f1,2 (x) =
6
h


M2
(x x1 )3
y2 (x x1 ) y1 (x x2 )

h(x x1 )
+
6
h
h


1.5804
(5 6)3
f (5) =
2(5 6)
6
2


0.3214
(5 4)3
9(5 4) 6(5 6)

2(5 4)
+
6
2
2
= 7.1839