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Problem 2: Gram-Schmidt process One question you may have following the least squares lecture is how to generate a set of orthogonal basis functions. The
Problem 2: Gram-Schmidt process One question you may have following the least squares lecture is how to generate a set of orthogonal basis functions. The Gram-Schmidt process is a powerful tool for doing so using a recursive procedure. The resulting basis is defined by the functions {rumh .. . 1%} where ($55951) = l] forz' a j. when dealing with 'P"[a._l 1:] (Le... the space of all polynomials of degree n. or less on the interval [o. b]], the recursion relation can be written as: le .
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