CXFTV2: A Fortran subroutine for the discrete least squares convex approximation

Published: 01-01-1997| Version 1 | DOI: 10.17632/wvgyc6d2tr.1
I.C. Demetriou


Abstract A Fortan subroutine calculates the least squares approximation to n data values containing random errors subject to non-negative second divided differences (convexity). The method employs a dual active set quadratic programming technique that allows several concavities of an iterate to be corrected simultaneously, which is a distinctive feature of this calculation. A B-spline representation of the iterates reduces each active set calculation to an unconstrained minimization with fewer variabl... Title of program: CXFTV2 Catalogue Id: ADFF_v1_0 Nature of problem Convex smoothing to univariate measurements that contain random errors. Versions of this program held in the CPC repository in Mendeley Data ADFF_v1_0; CXFTV2; 10.1016/S0010-4655(96)00158-0 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)