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

標題:	A new algorithm for 5-band Toeplitz matrix inversion with application to GCV smoothing spline computation
作者:	Shiau, JJH 統計學研究所 Institute of Statistics
關鍵字:	band matrix;Toeplitz matrix;efficient algorithms;smoothing splines;generalized cross validation;divided difference
公開日期:	15-十二月-1999
摘要:	A new algorithm is developed for computing any entry of the inverse of a 5-band Toeplitz matrix. After a linear-time overhead, each entry can be computed in constant time. As an application of this algorithm, we present a way to compute the generalized cross validated smoothing spline in linear time for the equally spaced data case. (C) 1999 Elsevier Science B.V. All rights reserved.
URI:	http://hdl.handle.net/11536/30902
ISSN:	0167-7152
期刊:	STATISTICS & PROBABILITY LETTERS
Volume:	45
Issue:	4
起始頁:	317
結束頁:	324
顯示於類別：	期刊論文

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