Spline Interpolation Class XVII.

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Presentation transcript:

Spline Interpolation Class XVII

General definitions Spline function is a real function that consists of polynomial pieces joined together with some smoothness conditions. I.e. spline is a piecewise polynomial function. The highest order of the polynomials of the spline function is the order of the spline. Spline of degree one (first degree spline): pieces are linear polynomials joined together to achieve continuity. Each first degree polynomial is described by two parameters, 𝑎 𝑖 𝑎𝑛𝑑 𝑏 𝑖 . If you have n+1 data points (knots) you need n functions described by 2n parameters

Second degree (quadratic) spline In addition to continuity of polynomials 𝑆 𝑖 we have a condition of continuity for the 1-st derivative: 𝑆 𝑖 (1) ( 𝑡 𝑖+1 )= 𝑆 𝑖+1 (1) ( 𝑡 𝑖+1 ) Quadratic spline is a continuously differentiable piecewise quadratic function 𝑎 𝑖 𝑥 2 + 𝑏 𝑖 𝑥+ 𝑐 𝑖 described by 3n coefficients.

Cubic spline 𝑆 𝑖 are polynomials of degree at most 3 Condition of continuity for the first and the second derivatives: 𝑆 𝑖 (1) ( 𝑡 𝑖+1 )= 𝑆 𝑖+1 (1) ( 𝑡 𝑖+1 ) 𝑆 𝑖 (2) ( 𝑡 𝑖+1 )= 𝑆 𝑖+1 (2) ( 𝑡 𝑖+1 ) 𝑆 𝑖 𝑥 =𝑎 𝑖 𝑥 3 +𝑏 𝑖 𝑥 2 + 𝑐 𝑖 𝑥+ 𝑑 𝑖