Natural splines
Expanding the equations we get
Continuity of the 1st derivative:
Continuity of the 2nd derivative:
For all internal points i we have 4 equations; total
of 4(N-1), for N points. We add 2 interpolating conditions on endpoints, and 2 requirements that 2nd derivatives are 0 at endpoints. We get a complete linear system with 4N unknowns