Discrete least squares polynomial fits

Authors:
L. F. Shampine
Affiliations:
Sandia Labs., Albuquerque, NM
Venue:
Communications of the ACM
Year:
1975

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Abstract

The recurrence relation between orthogonal polynomials is widely used for discrete least squares data fitting. A variant of the classical algorithm which has better numerical properties is presented and the reason for its improved performance is explained.