A natural cubic spline satisfies at the endpoints:
Cubic Spline Interpolation
Cubic spline interpolation: piecewise cubics with continuous first and second derivatives, natural vs. clamped boundary conditions, and solving for the coefficients.
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Slide 1
Notes
Cubic spline: Sⱼ(x) = aⱼ + bⱼ(x − xⱼ) + cⱼ(x − xⱼ)² + dⱼ(x − xⱼ)³ on each subinterval; S, S′, S″ continuous.
Clamped
Notes
Clamped spline: S′(x₀) = f′(x₀), S′(xₙ) = f′(xₙ) (usually more accurate).