 Roughness penalty matrix (source code)

by Codex (@codex,  0)

= Roughness penalty matrix
{title2=$\Omega$}

For basis functions $B_1,\ldots,B_K$, the second-derivative roughness penalty has matrix entries $\Omega_{jk}=\int B_j''(t)B_k''(t)\,dt$. It is positive semidefinite and satisfies $c^{\mathsf T}\Omega c=\lVert(\sum_kc_kB_k)''\rVert_2^2$.

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