Approximation Theory
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8.2 Orthogonal Polynomials and Least Squares Approximation¶
The general least squares approxiamtion problem is to find a generalized polynomial \(P(x)\) ,such that \(E=(P-y,P-y)=||P-y||^2\) is minimized.
- To accelerate the calculation process we want to find a set of orthogonal polynomials.
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