Clamped cubic spline ($S(x_i)=y_i,S^{\prime }(x_0)=d_0,S^{\prime }(x_n)=d_n$)

A clamped cubic spline is a cubic spline whose endpoint first derivatives are prescribed. A clamped cubic spline interpolant additionally matches prescribed values at its spline knots. Distinct spline knots, arbitrary nodal values and arbitrary endpoint slopes determine one such interpolant. The minimum roughness property of a clamped cubic spline proves uniqueness. Unlike the natural cubic spline, this construction prescribes endpoint slopes rather than zero endpoint second derivatives.

Let $S$ be a clamped cubic spline interpolant and let $T$ have the same values at all spline knots and the same endpoint slopes. For $T\in C^2[x_0,x_n]$, or more generally $T^{\prime }$ an absolutely continuous function with square-integrable second derivative, the exact displayed identity holds. In particular $S$ uniquely minimizes the second derivative roughness penalty $J$ among these competitors.

To prove the identity, put $E=T-S$. On each knot interval, two applications of integration by parts give $\int S^{\prime \prime }{E}^{\prime \prime }=[S^{\prime \prime }{E}^{\prime }-S^{\prime \prime \prime }E]$, since the cubic piece has zero fourth derivative. Terms containing $E$ vanish at the spline knots; terms containing $E^{\prime }$ cancel at interior spline knots because $S^{\prime \prime }$ and $E^{\prime }$ are continuous. The endpoint terms vanish because $E^{\prime }$ is zero there. Thus $\int S^{\prime \prime }{E}^{\prime \prime }=0$, and expanding $(S^{\prime \prime }+E^{\prime \prime }{)}^2$ proves the identity. Equality makes $E^{\prime \prime }=0$, so $E$ is an affine function; a prescribed endpoint value and slope force $E=0$.

If $T$ also matches the first derivative of $S$ at every spline knot, both $E$ and $E^{\prime }$ vanish at the ends of each knot interval. For a sufficiently differentiable $T$, integration by parts separately on that interval gives the stronger local identity $\int E{T}^{(4)}=\int (E^{\prime \prime }{)}^2\ge 0$.