Cubic spline

A cubic spline is a twice continuously differentiable piecewise polynomial of degree at most three whose polynomial pieces meet at specified knots.

A natural cubic spline is linear beyond its two outer knots, equivalently its second derivative vanishes at those knots.

For at least two distinct knots $x_1<\cdots <x_n$ and values $v_i$, the unique natural cubic spline matching those values and linear beyond $x_1,x_n$. Its interpolation map is a linear map by uniqueness. Over a larger domain $[a,b]$, the two exterior pieces remain linear. With only one knot, arbitrary slopes of affine functions make uniqueness false.

Let $b_i=N{e}_i$ be the interpolating cardinal basis and set ${\Gamma }_{ij}={\int }_a^b{b}_i^{\prime \prime }{b}_j^{\prime \prime }dx$. Linearity gives $J(N\mathbf{v})={\mathbf{v}}^T\Gamma \mathbf{v}$, and this Gram matrix is a positive semidefinite matrix. Its null space consists precisely of vectors $(\alpha +\beta x_i{)}_i$, by the null-space statement for the second derivative roughness penalty. Thus its rank is $n-2$, including the zero matrix when $n=2$.

For $g=N\mathbf{v}$ and any $\tilde{g}\in C^2[a,b]$ taking the same values at at least two distinct knots, $J(\tilde{g})=J(g)+J(\tilde{g}-g)$. To prove it, set $r=\tilde{g}-g$, integrate $g^{\prime \prime }{r}^{\prime \prime }$ by parts on each polynomial interval and use $g^{(4)}=0$, $r(x_i)=0$, continuous $g^{\prime \prime }$ and linear exterior pieces. Boundary terms cancel. Expanding the square proves the identity. Equality forces $r^{\prime \prime }=0$, so $r$ is an affine function and its two prescribed zeros make it identically zero.

The minimum roughness property of the natural cubic spline interpolant extends to interpolants with an absolutely continuous first derivative and square-integrable second derivative. For $h=f-g$ vanishing at the knots, integration by parts on each cubic interval gives $\int g^{\prime \prime }{h}^{\prime \prime }=0$: the knot boundary terms cancel by continuity, the exterior terms vanish by natural boundary conditions, and the remaining constant-third-derivative term vanishes because $h$ is zero at the interval endpoints. Expanding the square proves minimality. Equality makes $h$ affine; its zeros at two distinct knots force $h=0$, proving uniqueness. Competitors with infinite roughness cannot improve the finite spline penalty.