Fast Compact Algorithms and Software for Spline Smoothing

Nonfiction, Science & Nature, Technology, Electronics, Computers, Application Software, General Computing
Cover of the book Fast Compact Algorithms and Software for Spline Smoothing by Howard L. Weinert, Springer New York
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Author: Howard L. Weinert ISBN: 9781461454960
Publisher: Springer New York Publication: October 12, 2012
Imprint: Springer Language: English
Author: Howard L. Weinert
ISBN: 9781461454960
Publisher: Springer New York
Publication: October 12, 2012
Imprint: Springer
Language: English

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.

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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.

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