B-spline weighted least squares fit

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Can someone please point to an easy to read source for Bspline curve fitting with weighted least squares. Basically I want to fit a function, and I have some points which are more important then others. I do not want an interpolation, but rather a smooth fit. Any code or library is also very welcome.

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There is code (plus all the underlying mathematics) in "The NURBS Book" by Piegl and Tiller. Link

Alternatively, theory and code is available here.

Or, try here.