Understanding Splines: Solving with Tridiagonal Matrices

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To solve for splines using tridiagonal matrices, one must first understand that splines are piecewise polynomial functions defined over intervals determined by given points. The tridiagonal matrix arises when setting up the system of equations to ensure continuity and smoothness at the spline's knots. The solution to this system provides the coefficients for the spline segments, which can be interpreted as the values of the polynomial at the defined points. The resulting output from the tridiagonal matrix will yield these coefficients, allowing for the construction of the spline function. A general understanding of this process is essential for effectively applying splines in practical scenarios.
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I'm trying to find a spline for a set of points and solve it with a tridiagonal (at least that's what my prof wants). But...

1.)I'm unfamiliar with how splines work
2.)I don't see how a tridiagonal matrix will fit in
3.)what will the "Solution" look like? What will the solution of the tridiagonal kick out?

I have read the wolfram site and wikipedia as well as many other sites on the issue.

I really just need a general explanation of how splines are solved. I.E. not exact equations to find coefficients.

Thanks all!
 
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For the piecewise polynomial function we have
$$
p(u)=\sum_{j=0}^{n-2}\sum_{i=0}^d c_{ij}(u-\tau_j)_+^i
$$
with the intermediate points ##\tau_j## and the function ##(u)_+^i = \begin{cases} 0 & \text{ if } u<0 \\ u^i &\text{ if }u \geq 0 \end{cases}##
I assume that the ##(c_{ij})## are supposed to be triagonal.
 
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