Construction of hyperbolic interpolation splines

Abstract

The problem of constructing a hyperbolic interpolation spline can be formulated as a differential multipoint boundary value problem. Its discretization yields a linear system with a five-diagonal matrix, which may be ill-conditioned for unequally spaced data. It is shown that this system can be split into diagonally dominant tridiagonal systems, which are solved without computing hyperbolic functions and admit effective parallelization.