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penalty_matrix

PURPOSE ^

function P = penalty_matrix(nf, dcoeff)

SYNOPSIS ^

function P = penalty_matrix(nf, dcoeff)

DESCRIPTION ^

 function P = penalty_matrix(nf, dcoeff)

 Inputs:
   nf: number of features
   dcoeff: coefficient vector for 0th, 2nd, 3rd derivative and so on

 Output:
   P: a [nf]x[nf] symmetric matrix. It contains a weighted sum of
   different matrices D_i'*D_i. the coefficients of the sum are given by
   dcoeff. D_0 is eye(nf, nf). D_i is the i-th order differential operator
   such that D_i*x = diff(x, i).

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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