Lecture

Polynomial Approximation: Orthonormal Basis and Projection

Description

This lecture covers the concept of polynomial approximation using orthonormal bases and orthogonal projection. It starts with building an orthonormal basis from a naive basis, then introduces the Gram-Schmidt orthonormalization procedure. The lecture also discusses Legendre polynomials and demonstrates orthogonal projection over a specific interval. Finally, it compares the error of the approximation using orthogonal projection with Taylor's series.

In MOOCs (4)

Instructors (3)

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Official source

https://mediaspace.epfl.ch/media/0_vt1gwtp5

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Ontological neighbourhood

Mathematics

Analysis: Numerical analysis

Algebra: Linear algebra

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