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Does anyone know the algorithm that the function SavitzkyGolayMatrix implements? Unusually, the help page does not spell out an explicit formula or the algorithm used. I am interested in the 2D case and would at least like to know the algorithm that calculates

SavitzkyGolayMatrix[{m, m}, {3, 3}, {0, 2}]
SavitzkyGolayMatrix[{m, m}, {3, 3}, {2, 0}]
SavitzkyGolayMatrix[{m, m}, {3, 3}]

for general positive integer m, to implement it in Matlab.

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GeneralUtilities`PrintDefinitions@SavitzkyGolayMatrix

enter image description here

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  • $\begingroup$ Thanks. If only I could figure out what this code is doing (and the corresponding code for iSavitzkyGolayMatrix)... $\endgroup$ – ulvi Feb 27 at 8:01

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