Carl de Boor

A Practical Guide to Splines

Revised Edition

With 32 figures

Springer

Contents

Preface
Notation

xv

I Polynomial Interpolation
Polynomial interpolation: Lagrange form
Polynomial Interpolation: Divided differences and Newton form
Divided difference table
Example: Osculatory interpolation to the logarithm
Evaluation of the Newton form

2
3
8
9
9

Example: Computing the derivatives of a polynomial in Newton form 11

Other polynomial forms and conditions
12
Problems
15
II Limitations of Polynomial Approximation
Uniform spacing of data can have bad consequences
Chebyshev sites are good
Runge example with Chebyshev sites
Squareroot example
Interpolation at Chebyshev sites is nearly optimal

17
20
22
22
24

The distance from polynomials

Problems

24
27

IX

Contents

III Piecewise Linear Approximation

Broken line interpolation
Broken line interpolation is nearly optimal
Least-squares approximation by broken lines
Good meshes
Problems

31
32
32
35
37

IV Piecewise Cubic Interpolation

Piecewise cubic Hermite interpolation
Runge example continued
Piecewise cubic Bessel interpolation
Akima's interpolation
Cubic spline interpolation

40
41
42
42
43

Boundary conditions
Problems

43
48

V Best Approximation Properties of Complete Cubic Spline

Interpolation and Its Error
Problems

51
56

VI Parabolic Spline Interpolation

Problems

59
64

VII A Representation for Piecewise Polynomial Functions

Piecewise polynomial functions
The subroutine PPVALU
The subroutine INTERV
Problems

69
72
74
77

VIII The Spaces H<k,(,v and the Truncated Power Basis

Example: The smoothing of a histogram by parabolic splines
The space n<k,(,v
The truncated power basis for H<k, and n<k,
Example: The truncated power basis can be bad
Problems

79
82
82
85
86

Contents

xi

IX The Representation of PP Functions by B-Splines

Definition of a B-spline
Two special knot sequences
A recurrence relation for B-splines
Example: A sequence of parabolic B-splines
The spline space $fct

87
89
89
91
93

The polynomials in $k,t

The pp functions in $k,t
B stands for basis
Conversion from one form to the other
Example: Conversion to B-form

94
96
99
101
103

Problems

106
X The Stable Evaluation of B-Splines and Splines

Stable evaluation of B-splines

The subroutine BSPLVB
Example: To plot B-splines
Example: To plot the polynomials that make up a B-spline
Differentiation

109
109
113
114
115

The subroutine BSPLPP

Example: Computing a B-spline once again
The subroutine BVALUE
Example: Computing a B-Spline one more time
Integration

117
120
121
126
127

Problems

128

XI The B-Spline Series, Control Points, and Knot Insertion

Bounding spline values in terms of "nearby" coefficients
Control points and control polygon
Knot insertion
Variation diminution
Schoenberg's variation diminishing spline approximation

131
133
135
138
141

Problems

142

XII Local Spline Approximation and the Distance from Splines

The distance of a continuous function from $k,t
The distance of a smooth function from $fc,t
Example: Schoenberg's variation-diminishing spline approximation
Local schemes that provide best possible approximation order
Good knot placement

145
148
149
152
156

xii

Contents

The subroutine NEWNOT

Example: A failure for NEWNOT
The distance from $k,n
Example: A failure for CUBSPL
Example: Knot placement works when used with a local scheme

159
161
163
165
167

Problems

169
XIII Spline Interpolation

The Schoenberg-Whitney Theorem

Bandedness of the spline collocation matrix
Total positivity of the spline collocation matrix
The subroutine SPLINT
The interplay between knots and data sites

171
173
169
175
180

Even order interpolation at knots

Example: A large ||/|| amplifies noise
Interpolation at knot averages
Example: Cubic spline interpolation at knot averages with good knots
Interpolation at the Chebyshev-Demko sites

182
183
185
186
189

Optimal interpolation
'
Example: "Optimal" interpolation need not be "good"
Osculatory spline interpolation
Problems

193
197
200
204

XIV Smoothing and Least-Squares Approximation

The smoothing spline of Schoenberg and Reinsch
The subroutine SMOOTH and its subroutines
Example: The cubic smoothing spline
Least-squares approximation
Least-squares approximation from $k,t

207
211
214
220
223

The subroutine L2APPR (with BCHFAC/BCHSLV)

L2MAIN and its subroutines
The use of L2APPR
Example: Fewer sign changes in the error than perhaps expected
Example: The noise plateau in the error

224
228
232
232
235

Example: Once more the Titanium Heat data

Least-squares approximation by splines with variable knots
Example: Approximation to the Titanium Heat data from $4,9
Problems

237
239
239
240

Contents

xiii

XV The Numerical Solution of an Ordinary Differential Equation

by Collocation
Mathematical background
The almost block diagonal character of the system of collocation
equations; EQBLOK, PUTIT
The subroutine BSPLVD
COLLOC and its subroutines

243
246
251
253

Example: A second order nonlinear two-point boundary-value

problem with a boundary layer
Problems

258
261

XVI Taut Splines, Periodic Splines, Cardinal Splines and

the Approximation of Curves
Lack of data
"Extraneous" inflection points
Spline in tension
Example: Coping with a large endslope
A taut cubic spline

263
264
264
265
266

Example: Taut cubic spline interpolation to Titanium Heat data

Proper choice of parametrization
Example: Choice of parametrization is important
The approximation of a curve
Nonlinear splines

275
276
277
279
280

Periodic splines
Cardinal splines
Example: Conversion to ppform is cheaper when knots are uniform
Example: Cubic spline interpolation at uniformly spaced sites
Periodic splines on uniform meshes

282
283
284
284
285

Example: Periodic spline interpolation to uniformly spaced data

and harmonic analysis
Problems

287
289

XVII Surface Approximation by Tensor Products

An abstract linear interpolation scheme
Tensor product of two linear spaces of functions
Example: Evaluation of a tensor product spline.
The tensor product of two linear interpolation schemes
The calculation of a tensor product interpolant

291
293
297
297
299

xiv

Contents

Example: Tensor product spline interpolation

The ppform of a tensor product spline
The evaluation of a tensor product spline from its ppform
Conversion from B-form to ppform
Example: Tensor product spline interpolation (continued)

301
305
305
307
309

Limitations of tensor product approximation and alternatives

Problems

310
311

Postscript on Things Not Covered

313

Appendix: Fortran Programs

Fortran programs
List of Fortran programs
Listing of S0LVEBL0K Package

315
315
318

Bibliography

331

Index

341