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.
In[95]:=
<<NumericalMath`SplineFit`
In[96]:=
?SplineFit
SplineFit[points, type] generates a SplineFunction object of
the given type from the points. Supported types are
Cubic, CompositeBezier, and Bezier.
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.