Fast compact algorithms and software for spline smoothing
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Bibliographic Information
Fast compact algorithms and software for spline smoothing
(SpringerBriefs in computer science)
Springer, c2013
- : [pbk.]
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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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