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(2)

where , , …,                     are cubic polynomials. For convenience, we will write these in the form

                                                                                                                       (3)

The , , , and constitute a total of  coefficients that we must determine to specify completely. If we

choose these coefficients so that interpolates the n specified points in the plane and , , and            are continuous,

then the resulting interpolating curve is called a cubic spline.

Derivation of the Formula of a Cubic Spline

From Equations 2 and 3, we have

                                                                                                                                                          (4)
so

                                                                                                                       (5)

and

                                                                                                                       (6)

We will now use these equations and the four properties of cubic splines stated below to express the unknown coefficients , ,
  , , , 2, …, , in terms of the known coordinates , , …, .

1. interpolates the points       , , 2, …, n. Because interpolates the points                             , , 2, …, n, we have

                                                                                                                       (7)

     From the first  of these equations and 4, we obtain

                                                                                                                       (8)

     From the last equation in 7, the last equation in 4, and the fact that                               , we obtain

                                                                                                                       (9)
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