✦ LIBER ✦

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

✍ Scribed by Jyh-Jen Horng Shiau

Book ID: 104303159
Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 96 KB
Volume: 45
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(99)00073-5

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✦ Synopsis

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.