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

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Abstract

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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Correspondence to Z. M. Sulaimanov.

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Original Russian Text © Z.M. Sulaimanov, B.M. Shumilov, 2017, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2017, Vol. 57, No. 10, pp. 1600–1614.

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Sulaimanov, Z.M., Shumilov, B.M. A splitting algorithm for the wavelet transform of cubic splines on a nonuniform grid. Comput. Math. and Math. Phys. 57, 1577–1591 (2017). https://doi.org/10.1134/S0965542517100128

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  • DOI: https://doi.org/10.1134/S0965542517100128

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