Intel MKL Data Fitting supports next types of boundary conditions for cubic splines:
You can set the specifically defined second derivatives at the endpoints as presented below:
MKL_INT bc_type; // boundary conditions type
double bc; // array of boundary conditions
bc_type = DF_BC_2ND_LEFT_DER | DF_BC_2ND_RIGHT_DER;
bc = a;
bc = b;
// Call dfdEditPPSpline1D( task, sorder, stype, bc_type, bc, ic_type, ic, scoeff, scoeffhint );
// Call dfdConstruct1D( task, DF_PP_SPLINE, DF_METHOD_STD );
Full code can be found in “dfdcubicsplineint2der.c” sample.
Feel free to ask more.