An introduction to the Hilbert-Schmidt SVD using iterated Brownian bridge kernels

DOI10.1007/s11075-014-9850-zzbMath1309.65016OpenAlexW2012197334MaRDI QIDQ2256959

Roberto Cavoretto, Gregory E. Fasshauer, Michael J. McCourt

Publication date: 23 February 2015

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-014-9850-z

zbMATH Keywords

algorithmsplinesnumerical examplespositive definite kernelsradial basis functionHilbert-Schmidt singular value decomposition (SVD)iterated Brownian bridge kernelsstable interpolation

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Numerical interpolation (65D05) Spline approximation (41A15)

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Uses Software

• Matlab
• DLMF
• rbf_qr

Cites Work

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