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Fgnievinski (talk | contribs) m Fgnievinski moved page Least squares (function approximation) to Least-squares function approximation |
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:<math>\|f_n\|^2 = |a_1|^2 + |a_2|^2 + \cdots + |a_n|^2. \, </math>
The coefficients {''a<sub>j</sub>''} making {{nowrap begin}}||''f'' − ''f<sub>''n''</sub>''||<sup>2</sup>{{nowrap end}} as small as possible are found to be:<ref name=Lanczos/>
:<math>a_j = \int_a^b \phi _j^* (x)f (x) \, dx. </math>
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