Polynomial L2 Approximation

This didactic synthesis compares three solution methods for polynomial approximation and systematically presents their common characteristics and their close interrelations: 1. Classical Gram–Schmidt orthonormalization and Fourier approximation in 2. Linear least-squares solution via QR factorization on an equally spaced grid in 3. Linear least-squares solution via the normal equations method in and on an equally    spaced … Continue reading Polynomial L2 Approximation