CSPLINE

=CSPLINE(known_xs, known_ys, [x], [slopes], [c])

Download the Template

In the template file, navigate to the Polynomials worksheet to see the CSPLINE function in action.

CSPLINE is used for cubic spline interpolation. It creates a cubic piecewise polynomial that passes through a given set of control points. The derivative of the entire curve is continuous and the slopes at each control point can be specified. The default output is a piecewise polynomial data structure array that can be used by PPVAL for interpolation. If the x parameter is not blank, then the output will be a vector of interpolated values corresponding to the values in x.

Example control points and resulting cubic piecewise polynomial array

Comparison of CSPLINE with the "Smoothed Line" option in Excel

How it Works

There are many algorithms for different types of cubic splines, so I have provided a detailed explanation of the method used by CSPLINE. It should be noted that this function does not produce a natural cubic spline. Also, the control points must all be unique (no repeated x values) in increasing order. This function does not create loops or circles - only one value of y for each value of x.

Each piece of the Cubic Hermite Spline or "cspline" is a cubic polynomial \(p_i = a_iu^3 + b_iu^2 + c_iu + d_i\) defined by two control points \((x_i,y_i)\) and \((x_{i+1},y_{i+1})\) and the slopes (tangents or first derivatives) at those control points \(m_i\) and \(m_{i+1}\), where \(u_i = (x-x_i)\).

The coefficients for each polynomial can be found by solving a set of 4 linear equations based on the following 4 constraints:

1. The curve passes through the first control point \((x_i,y_i)\), or \(p_i(0)=y_i\)
2. The curve passes through the second control point \((x_{i+1},y_{i+1})\), or \(p_i(x_{i+1}-x_i)=p_i(u_1)=y_{i+1}\)
3. The slope at \((x_i,y_i)\) is \(m_i\), or \(p'_i(0)=m_i\)
4. The slope at \((x_{i+1},y_{i+1})\) is \(m_{i+1}\), or \(p'_i(x_{i+1}-x_i)=p'_i(u_1)=m_{i+1}\)

The matrix form of the system of equations \(\bf{A}\bf{x}=\bf{b}\) looks like this:

$$\begin{bmatrix}0 & 0 & 0 & 1 \\ u_1^3 & u_1^2 & u_1 & 1 \\ 0 & 0 & 1 & 0 \\ 3u_1^2 & 2u_1 & 1 & 0 \end{bmatrix}\begin{bmatrix}a_i \\ b_i \\ c_i \\ d_i \end{bmatrix} = \begin{bmatrix}y_i \\ y_{i+1} \\ m_i \\ m_{i+1} \end{bmatrix}$$

We can find the coefficients using \(\bf{A}^{-1}\bf{b}\). However, something really convenient happens if we also scale the interval \([u_0,u_1]\) to \([0,1]\) by dividing \(u\) by \({\Delta}x=(x_{i+1}-x_i)\) and scaling the slopes by multiplying by \({\Delta}x\). That is, the A matrix becomes a matrix of constants with a simple inverse.

$$\begin{bmatrix}0 & 0 & 0 & 1 \\ 1 & 1 & 1 & 1 \\ 0 & 0 & 1 & 0 \\ 3 & 2 & 1 & 0 \end{bmatrix}\begin{bmatrix}a_i({\Delta}x)^3 \\ b_i({\Delta}x)^2 \\ c_i{\Delta}x \\ d_i \end{bmatrix} = \begin{bmatrix}y_i \\ y_{i+1} \\ m_i{\Delta}x \\ m_{i+1}{\Delta}x \end{bmatrix}$$

$$\bf{A}^{-1} = \begin{bmatrix}2 & -2 & 1 & 1 \\ -3 & 3 & -2 & -1 \\ 0 & 0 & 1 & 0 \\ 1 & 0 & 0 & 0 \end{bmatrix}$$

This leads to the following calculations for the coefficients without requiring the algorithm to perform a matrix inversion:

1. \(a_i = (2y_i-2y_{i+1}+m_i{\Delta}x+m_{i+1}{\Delta}x)/({\Delta}x)^3\)
2. \(b_i = (-3y_i+3y_{i+1}-2m_i{\Delta}x-m_{i+1}{\Delta}x)/({\Delta}x)^2\)
3. \(c_i = m_i\)
4. \(d_i = y_i\)

Specifying the Slopes

The CSPLINE function allows you to specify the slopes \(m_i\) at each control point. There is also an optional \(c\) parameter that scales each of the slopes as \((1-c)m_i\). The default is c=0. Below are some of the types of cubic Hermite splines that can be created with CSPLINE based on the definitions of \(c\) and \(m_i\).

The input for slopes can be one of 4 options

• {m₁,m₂,...m_n}: Specify all slopes
• m: A single value used for all slopes
• blank: Uses a central finite difference for points 2 through n-1, with forward difference for m_start and backward difference for m_end
• {m₁,m_n}: Specify the starting and ending slopes. Uses a central finite difference for the intermediate points

Forward and Backward Finite Difference

The slope at the first control point, \(m_1\), (if not specified) is calculated using a forward finite difference from the first and second points:

$$m_1 = \frac{y_2-y_1}{x_2-x_1}$$

Likewise, the slope at the last control point, \(m_n\), (if not specified) is calculated using a backward finite difference from the second-to-last and last points:

$$m_n = \frac{y_n-y_{n-1}}{x_n-x_{n-1}}$$

Central Finite Difference

The 3-point central finite difference is used to calculate the slopes at points 2 to n-1. This allows the x values to be non-uniformly spaced. It is equal to the average of the forward and backward finite differences.

$$m_i = \frac{1}{2}\left(\frac{y_{i+1}-y_i}{x_{i+1}-x_i} + \frac{y_i-y_{i-1}}{x_i-x_{i-1}}\right)$$

Cardinal and Catmull-Rom Splines

A Cardinal spline makes use of the additional c parameter which may be in the interval [0,1], and the slopes are calculated using the points before and after the current control point. If the control points are evenly spaced and c=0, the slope is identical to the central finite difference.

$$m_i = (1-c)\frac{y_{i+1}-y_{y-1}}{x_{i+1}-x_{i-1}}$$

When c=1, all the tangents are 0.

A Catmull-Rom spline results when c=0 and the points are evenly spaced. This means that for evenly spaced control points, the default options for CSPLINE result in the Catmull-Rom spline. Due to the default definition for the slopes at the first and last points, there may be some differences between this function and implementations in other software.

The Smoothed Line option in Excel

When you choose the Smoothed Line option in Excel (the blue solid line in the above example), if the x values of the control points are evenly spaced, the smoothed line appears to be a Catmull-Rom spline, but in some cases it is not exactly the same. Therefore, I don't think the algorithm used in Excel is exactly a Catmull-Rom spline.

Lambda Formula

This code for using CSPLINE in Excel is provided under the License as part of the LAMBDA Library, but to use just this function, you may copy the following code directly into your spreadsheet.

/**
* Cubic Spline - Creates a cubic piecewise polynomial
* by specifying control points and slopes at each point
*/
CSPLINE = LAMBDA(known_xs,known_ys,[x],[ms],[c],
LET(doc,"https://www.vertex42.com/lambda/cspline.html",
    xs,IF(AND(ROWS(known_xs)=1,COLUMNS(known_xs)>1),TRANSPOSE(known_xs),known_xs),
    ys,IF(AND(ROWS(known_ys)=1,COLUMNS(known_ys)>1),TRANSPOSE(known_ys),known_ys),
    ms,IF(ISBLANK(ms),"",IF(AND(ROWS(ms)=1,COLUMNS(ms)>1),TRANSPOSE(ms),ms)),
    c,IF(ISBLANK(c),0,c),
    n,ROWS(xs),
    slope,(1-c)*IF(OR(ms="",ROWS(ms)<=2),
        IF(AND(NOT(ms=""),ROWS(ms)=1),SEQUENCE(n,1,ms,0),
        MAKEARRAY(n,1,LAMBDA(i,j,
        IF(i=1,IF(ROWS(ms)=2,INDEX(ms,1),(INDEX(ys,i+1)-INDEX(ys,i))/(INDEX(xs,i+1)-INDEX(xs,i))),
        IF(i=n,IF(ROWS(ms)=2,INDEX(ms,2),(INDEX(ys,i)-INDEX(ys,i-1))/(INDEX(xs,i)-INDEX(xs,i-1))),
            1/2*( (INDEX(ys,i+1)-INDEX(ys,i))/(INDEX(xs,i+1)-INDEX(xs,i))
            + (INDEX(ys,i)-INDEX(ys,i-1))/(INDEX(xs,i)-INDEX(xs,i-1)) )
        ))))),ms),
    pp_coeffs,REDUCE(0,SEQUENCE(n-1),LAMBDA(acc,i,
    LET(
        dx,INDEX(xs,i+1)-INDEX(xs,i),
        y_1,INDEX(ys,i),
        y_2,INDEX(ys,i+1),
        m_1,INDEX(slope,i)*dx,
        m_2,INDEX(slope,i+1)*dx,
        coeffs,HSTACK((2*y_1-2*y_2+m_1+m_2)/dx^3,(-3*y_1+3*y_2-2*m_1-m_2)/dx^2,m_1/dx,y_1),
        IF(i=1,coeffs,VSTACK(acc,coeffs))
    ))),
    pp,MAP(HSTACK(xs,pp_coeffs),LAMBDA(cell,IFERROR(cell,""))),
    IF(ISOMITTED(x),pp,
        PPVAL(pp,x)
    )
));

Name: CSPLINE
Description: Cubic Spline function for Excel
Arguments: known_xs, known_ys, x, ms, c
Function:

[In the works]

CSPLINE Examples

Example 1

For comparison to other splines and other software, evaluate the CSPLINE function using the control points (-3,-1), (-2,-1), (-1,-1), (0,0), (1,1), (2,1) and (3,1).

Test: Copy and Paste this LET function into a cell
=LET(
    known_xs, {-3;-2;-1;0;1;2;3},
    known_ys, {-1;-1;-1;0;1;1;1},
    pp_array, CSPLINE(known_xs,known_ys),
    chart_x, LINSPACE(-3,3,61),
    chart_y, PPVAL(pp_array,chart_x),
    HSTACK(chart_x,chart_y)
)

Result: See the image below of the graph of chart_y vs. chart_x

See Also

NSPLINE, SPLINE, PPDER, PPVAL, PPINT