A fast compact algorithm for cubic spline smoothing

An efficient algorithm is presented for computing discrete or continuous cubic smoothing splines with uniformly spaced and uniformly weighted measurements. The algorithm computes both the spline values and the generalized cross-validation score. Execution time and memory use are reduced by carefully exploiting the problem's rich structure, The frequency domain properties of the steady-state cubic spline smoother are also examined. (C) 2008 Elsevier B.V. All rights reserved.