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On algorithms for generalised smoothing splines

Published online by Cambridge University Press:  17 February 2009

M. R. Osborne  and
Tania Prvan
M. R. Osborne
Affiliation:
Department of Statistics, Research School of Social Sciences, Australian National University, G.P.O. Box 4, Canberra, A.C.T. 2601, Australia.
Tania Prvan
Affiliation:
Department of Pure and Applied Mathematics, Washington State University, Pullman, Washington 99164, U.S.A.
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Abstract

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Recently, considerable interest has been shown in the connection between smoothing splines and a particular class of stochastic processes. Here the connection with an equivalent class of least squares problems is used to develop algorithms, and properties of the solution are examined. We give an estimate of the condition number of the solution process and compare this with an estimate for the condition number of the Reinsch algorithm in its conventional implementation.

Type
Research Article
Information
The ANZIAM Journal , Volume 29 , Issue 3 , January 1988 , pp. 322 - 341
Copyright
Copyright © Australian Mathematical Society 1988

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