求连续函数最佳平方逼近的步骤：
1.给定[a,b]上的连续函数f(x)，及子空间
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\Phi = span(\phi_{0}(x),\phi_{1}(x),\cdots,\phi_{n}(x))
Φ=span(ϕ0(x),ϕ1(x),⋯,ϕn(x))
2.利用内积
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(\phi_i,\phi_k)=\int_{a}^{b}\phi_{i}(x)\phi_{k}(x)dx
(ϕi,ϕk)=∫abϕi(x)ϕk(x)dx
( f , ϕ k ) = ∫ a b f ( x ) ϕ k ( x ) d x (f,\phi_k)=\int_{a}^{b}f(x)\phi_{k}(x)dx (f,ϕk)=∫abf(x)ϕk(x)dx
给出法方程组：
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\begin{bmatrix} (\phi_{0},\phi_{0}) & (\phi_{1},\phi_{0}) & \cdots & (\phi_{n},\phi_{0}) \\ (\phi_{0},\phi_{1}) & (\phi_{1},\phi_{1}) & \cdots & (\phi_{n},\phi_{1}) \\ \cdots & \cdots & & \cdots \\ (\phi_{0},\phi_{n}) & (\phi_{1},\phi_{n}) & \cdots & (\phi_{n},\phi_{n}) \\ \end{bmatrix} \begin{bmatrix} c_{0} \\ c_{1} \\ \vdots \\ c_{n}\\ \end{bmatrix}= \begin{bmatrix} (f,\phi_{0}) \\ (f,\phi_{1}) \\ \vdots \\ (f,\phi_{n}) \\ \end{bmatrix}
⎣⎢⎢⎡(ϕ0,ϕ0)(ϕ0,ϕ1)⋯(ϕ0,ϕn)(ϕ1,ϕ0)(ϕ1,ϕ1)⋯(ϕ1,ϕn)⋯⋯⋯(ϕn,ϕ0)(ϕn,ϕ1)⋯(ϕn,ϕn)⎦⎥⎥⎤⎣⎢⎢⎢⎡c0c1⋮cn⎦⎥⎥⎥⎤=⎣⎢⎢⎢⎡(f,ϕ0)(f,ϕ1)⋮(f,ϕn)⎦⎥⎥⎥⎤
3.求出法方程组的解
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c_0^*,c_1^*,\cdots,c_n^*
c0∗,c1∗,⋯,cn∗,得到最佳平方逼近
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p_{n}^*(x)=c_{0}^*\phi_0(x)+c_{0}^*\phi_1(x)+\cdots+c_n^*\phi_n(x)
pn∗(x)=c0∗ϕ0(x)+c0∗ϕ1(x)+⋯+cn∗ϕn(x)
4.求出误差
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\delta^2 =\|f\|_2^2 - \sum_{i=0}^n c_i^*(f,\phi_i)
δ2=∥f∥22−i=0∑nci∗(f,ϕi)
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