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Line 34: :<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>

Least-squares function approximation: Difference between revisions