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

Jyh-Jen Horng Shiau

Statistics & Probability Letters, 1999, vol. 45, issue 4, 317-324

Abstract: 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.

Keywords: Band; matrix; Toeplitz; matrix; Efficient; algorithms; Smoothing; splines; Generalized; cross; validation; Divided; difference (search for similar items in EconPapers)
Date: 1999
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