Cubic Spline Fitting

This case study demonstrates the calculation of a piecewise cubic spline that runs through a given set of points. This function is written in C++ and uses the linear algebra package Armadillo in order to order to solve the tri-diagonal form for determining the coefficients of the cubic polynomial segments. (See the Wolfram article Cubic Splines for details concerning the mathematics).

The source code is available for download here:

Cubic Spline Fitting.zip