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

DOI10.1016/S0167-7152(99)00073-5zbMATH Open0954.65022OpenAlexW2038154950MaRDI QIDQ1808686FDOQ1808686

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• A practical guide to splines
• Smoothing by spline functions.
• Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
• A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
• A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
• From Stein's unbiased risk estimates to the method of generalized cross- validation
• Smoothing noisy data with spline functions
• Optimal Smoothing of Noisy Data Using Spline Functions
• Sur le choix du paramètre d'ajustement dans le lissage par fonctions spline

Cited In (1)

• On the inverse of a general pentadiagonal matrix

Uses Software

• LINPACK

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