Cubic spline construction using the B-spline function.

    Under special circumstances a basis set of splines can be used to form a cubic B-spline function.  This concept makes the construction of a spline very easy, it is just at linear combination:   

        

All we need to do is solve for the   coefficients .  And to make things even more appealing, the linear system to be solved has a tri-diagonal "appearance":   

         = .  

Caution must prevail when solving this underdetermined system of    equations in   unknowns.  Two end conditions must be supplied for constructing the coefficients and .  These end conditions are specially crafted to form either a natural cubic spline or a clamped cubic spline.  

    How can such an elegant construction possible ?  It's simple, you must have a uniform grid of points   on the interval  .  The uniform spacing is and the interpolation nodes to be used are for  .  The equally spaced abscissa's are

          

The corresponding ordinates are    and the data points are  .  They are often times referred to as the knots because this is where we join the piecewise cubics, like pieces of string "knotted" together to form a larger piece of string.  If this is your situation, then the B-spline construction is for you.  

Caveat. If you have unequally spaced points, then this is construction does not apply and construction of the cubic spline require a more cumbersome algorithm because each piecewise cubic will need to be individually crafted in order to meet all the conditions for a cubic spline.  

The basic B-spline function.

    Construction of cubic B-spline interpolation can be accomplished by first considering the following basic function.

The function is a piecewise continuous on the interval , it is zero elsewhere.  In advanced courses this simple concept is glamorized by saying that is a function with "compact support."  That is, it is supported (or non-zero) only on a small set.  

The graph of the function .

Global`B

Verify that   is a cubic spline.

Each part of   is piecewise cubic.
Are the functions  ,    and    continuous for all   ?
Since    is composed of the piecewise functions ,,,,,, all that is necessary is to see if they join up properly at the nodes  .  However, this will take 15 computations to verify.  This is where Mathematica comes in handy.  Follow the link below if you are interested in the proof.  

Proof  B-Splines  B-Splines  

The above proof that    is a cubic spline used the formulas ,,,,,.
It is the analytic way to do things and illustrates "precise mathematical" reasoning.

If you trust graphs, then just look at the graphs of  ,  ,  and   and try to determine if they are continuous.  
However, there might be problems lurking about.  If you seek the mathematical truth you should look at the next cell link.  

A careful look at the derivatives.  B-Splines  B-Splines  

Let's translate the B-spline over to the node and use the uniform step size .  

Now form the linear combination for the spline.

At each of the nodes for   computation will reveal that

If the B-spline is to go through the points   for  , then the following equations must hold true

       for   .  

For the natural cubic spline, we want the second derivatives to be zero at the left endpoint  .  

Therefore we must have   .  

Computation will reveal that

    

To construct the natural cubic spline, we must have

    .

We can solve this equation for the spline coefficient

For the natural cubic spline, we want the second derivatives to be zero at the right endpoint  .   

Therefore we must have   .  

Computation will reveal that

    

To construct the natural cubic spline, we must have

    .

We can solve this equation for the spline coefficient

The above construction shows how to calculate all the coefficients .

Computer Programs  B-Splines  B-Splines  

Method I.  B-spline construction using equations.

Illustration using 7 knots.

The following example uses  n = 6.  There are  n+3 = 9  equations to solve and  n+1 = 7  data points or knots.  First set up the 9 equations to be solved.  

Example 1.  Construct the natural cubic spline for the 7 points    
This requires that the spline has the second derivative endpoint constraints   .  
Solution 1.

Example 2.  The construction in Example 1 used the basic functions which have support that is slightly wider than the interval containing the abscissas.
This can be verified by graphing   on a larger interval.  
Solution 2.

Research Experience for Undergraduates

B-Splines  B-Splines  Internet hyperlinks to web sites and a bibliography of articles.  

Download this Mathematica Notebook B-Splines

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(c) John H. Mathews 2004