Empirical values loaded by accidental errors of normal law are given in the
grid points of a rectangular domain. The most probable true values are det
ermined by minimizing the sum of the r(th) divided differences and the diff
erences between the empirical and the smoothed values simultaneously. Choos
ing appropriate weights the quality of smoothing can be controlled. The coe
fficients of the linear algebraic equation system (L.E.S.) to be served can
be arranged in a block band matrix, A new direct method for solving the L.
E.S. is presented needing comparatively small storing capacity and number o
f operations. (C) 1999 Elsevier Science Ltd. All rights reserved.