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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

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