Fast algorithms for interpolation and smoothing for a general class of fourth order exponential splines

作者：Du, Jiarui; Zhu, Yuanpeng^*; Han, Xuli

来源：NUMERICAL ALGORITHMS, 2023, 94(4): 1849-1881.

DOI：10.1007/s11075-023-01557-2

• Exponential splines
• Interpolation and smoothing
• Fourth order differential operator

In this work, a general class of interpolation and smoothing natural exponential splines with respect to fourth order differential operators with two real parameters is considered. Some sufficient conditions for the associated matrix R to be a diagonally dominant matrix are given. Based on these, fast algorithms for computing the coefficients of this general class of exponential splines are developed. The obtained splines have C-2 continuity and are the minimum solution of the combination of interpolation and smoothing energy integral. The performances of the resulting splines in financial data from the S & P500 index are given. Numerical experiments show that the resulting splines have more freedom to adjust the shape and control the energy of the curves. Cross-validation and generalized cross-validation for determining an appropriate smoothing parameter are also given.