Affine covariance of natural cubic spline interpolation
ID: affine-covariance-of-natural-cubic-spline-interpolation
If is the natural cubic spline interpolating data at fixed distinct knots , then is the natural cubic spline interpolating .
The transformed function is piecewise cubic, preserves continuity of the first two derivatives, and has endpoint second derivatives . It takes exactly the transformed nodal values. Uniqueness of the natural spline therefore proves the claim. This permits affine changes in data or the addition of a linear trend without solving a new spline system.
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