Interpolation and Curve Fitting
Interpolation and Curve Fitting
Interpolation and Curve Fitting
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Normal Equation Method<br />
• If m × n matrix A has rank n, then symmetric n ×<br />
n matrix is positive definite, so its Cholesky<br />
factorization<br />
T<br />
T<br />
A A LL<br />
can be used to obtain solution a to system of<br />
normal quations T<br />
T<br />
A Aa A<br />
b<br />
which has same solution as linear least squares<br />
problem Aa≈b<br />
• Normal equations method involves<br />
transformations:<br />
rectangular square triangular<br />
Numerical Methods © Wen-Chieh Lin 49