Fast Algorithms for Interpolation with Clamped L-Splines of Order Four

Abstract

Interpolation and smoothing using cubic and generalized splines are fundamental tools in data analysis and statistical modelling. Recently, fast computational algorithms were developed for natural L-splines of order four, which arise as piecewise solutions to the differential operator $$L_{\xi}^2=(\frac{d^2}{dt^2}-\xi^2)^2$$. In this paper, we extend this mathematical framework to the important case of clamped (or complete) boundary conditions, where the first derivatives at the interval endpoints are prescribed. We explicitly construct the governing linear system for the interpolation problem and mathematically prove that the resulting tridiagonal matrix is strictly row diagonally dominant, thereby guaranteeing its invertibility and the numerical stability of the fast algorithm. The proposed method is implemented in MATLAB. Furthermore, the developed clamped L-splines provide a foundation for constructing multivariate clamped polysplines, which serve as a promising alternative to Physics-informed neural networks (PINNs) for solving partial differential equations in mathematical physics.