A splitting algorithm for the wavelet transform of cubic splines on a nonuniform grid

Z. M. Sulaimanov, Boris Shumilov · Computational Mathematics and Mathematical Physics · 2017

For cubic splines with nonuniform nodes, splitting with respect to the even and odd nodes is used to obtain a wavelet expansion algorithm in the form of the solution to a three-diagonal system of linear algebraic equations for the coefficients. Computations by hand are used to investigate the application of this algorithm for numerical differentiation. The results are illustrated by solving a prediction problem.

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