Abstract: A fast and efficient method and system for computation of cubic-spline interpolation for data compression is described. In one aspect, the present invention is a method and system for defining a cubic-spline filter; correlating the filter with the signal to obtain a correlated signal; autocorrelating the filter to obtain autocorrelated filter coefficients; computing a transform of the correlated signal and the autocorrelated filter coefficients; dividing the transform of the correlated signal by the transform of the autocorrelated filter coefficients to obtain a transform of a compressed signal; and computing an inverse transform of the transform of the compressed signal to obtain the compressed signal. The signal, the filter, and the transforms may be one dimensional or two dimensional. Further, the transforms may be a fast Fourier transform (FFT) or a Winograd discrete Fourier transform (WDFT) with an overlap-save scheme.