Fast compact algorithms and software for spline smoothing

Bibliographic Information

Fast compact algorithms and software for spline smoothing

Howard L. Weinert

(SpringerBriefs in computer science)

Springer, c2013

  • : [pbk.]

Available at  / 2 libraries

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Note

Includes bibliographical references

Description and Table of Contents

Description

Fast Compact Algorithms and Software for Spline Smoothing investigates algorithmic alternatives for computing cubic smoothing splines when the amount of smoothing is determined automatically by minimizing the generalized cross-validation score. These algorithms are based on Cholesky factorization, QR factorization, or the fast Fourier transform. All algorithms are implemented in MATLAB and are compared based on speed, memory use, and accuracy. An overall best algorithm is identified, which allows very large data sets to be processed quickly on a personal computer.

Table of Contents

Introduction.- Cholesky Algorithm.- QR Algorithm.- FFT Algorithm.- Discrete Spline Smoothing.

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