Cubic Spline Analysis

Abstract

The main focus of my Senior Individualized Project was to examine techniques of mathematical numerical analysis including iteration, interpolation, numerical integration and linear systems in preparation for The Society of Actuaries' Exam 135. The majority of the project involved much independent study and practice of numerical analysis techniques by doing a large number of problems from the textbook Numerical Analysis, by Richard Burden and J. Douglas Faires. In the last month of the project, I chose one topic from the many I had examined in the previous weeks to study in greater detail and to produce the body of the written portion of my Senior Individualized Project. The topic that I chose was cubic spline interpolation, an interesting method of piecewise polynomial approximation.