A new algorithm for 5-band Toeplitz matrix inversion with application to GCV smoothing spline computation

DOI10.1016/S0167-7152(99)00073-5MaRDI QIDQ1808686zbMATH OpenOpenAlexFDO

Authors Jyh-Jen Horng Shiau

Publication date 9 February 2000

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(99)00073-5

zbMATH Keywords

Toeplitz matrixalgorithmdivided differencesinverse matrixgeneralized cross validationsmoothing splines

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10) Direct numerical methods for linear systems and matrix inversion (65F05)

Recommendations

• A fast algorithm for the inversion of general Toeplitz matrices
• An algorithm for the inverse of tri-diagonal and five-diagonal Toeplitz matrices
• Asymptotic Properties of Complete Smoothing Splines and Applications
• Efficient algorithms for robust generalized cross-validation spline smoothing

Cites work

• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
• A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
• A practical guide to splines
• Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
• From Stein's unbiased risk estimates to the method of generalized cross- validation
• Optimal Smoothing of Noisy Data Using Spline Functions
• Smoothing by spline functions.
• Smoothing noisy data with spline functions
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Sur le choix du paramètre d'ajustement dans le lissage par fonctions spline

Cited in

(2)

• On the inverse of a general pentadiagonal matrix
• scientific article; zbMATH DE number 3871307 (Why is no real title available?)

Describes a project that uses

Uses Software

• LINPACK

This page was built for publication: A new algorithm for 5-band Toeplitz matrix inversion with application to GCV smoothing spline computation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1808686)