Mathematica and SplinesYou need the following package. By the way, this works even if your data is not one to one, that is, if for some x you have more than one u. For this reason, the SplineFit command returns a parametric function and to plot it you must use ParametricPlot instead of Plot. The option Compiled->False is for convenience.
<<NumericalMath`SplineFit`
?SplineFit
The spline curve is a parametric curve; you enter a parameter within the range of the parametrization and the output is the (x,y) pair at that parameter value.