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Manuscript Title: CXFTV2: a Fortran subroutine for the discrete least squares convex
approximation. | ||

Authors: I.C. Demetriou | ||

Program title: CXFTV2 | ||

Catalogue identifier: ADFF_v1_0Distribution format: gz | ||

Journal reference: Comput. Phys. Commun. 100(1997)297 | ||

Programming language: Fortran. | ||

Computer: PC Intel Pentium 90MHz. | ||

Operating system: MSDOS 6.1, WINDOWS 95, WINDOWS NT. | ||

Word size: 8 | ||

Keywords: General purpose, Fit, Convexity, Data fitting, Smoothing, Least squares, Quadratic programming, Divided difference, B-splines. | ||

Classification: 4.9. | ||

Nature of problem:Convex smoothing to univariate measurements that contain random errors. | ||

Solution method:The least squares approximation to n data values subject to non-negative second divided differences (convexity) is calculated. The method employs a dual active set quadratic programming technique that allows several concavities of an iterate to be corrected simultaneously. A B-spline representation of the iterates reduces each active set calculation to an unconstrained minimization with fewer variables. Numerical testing on a variety of data sets indicates that the subroutine is particularly efficient, terminating after a small number of active set changes, where each such change requires O(n) operations. | ||

Restrictions:Number n is not limited in the subroutine but is limited to 2000 in the main driver. | ||

Running time:12.3 seconds to smooth n=1000 data points (CPU time in T800 INMOS Transputer operating in Macintosh environment). |

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