对于给定数据点若使用多项式进行拟合,即:
φ(x)=a0+a1x+...+anxn
\varphi(x)=a_0+a_1x+...+a_nx^n
φ(x)=a0+a1x+...+anxn
则最小二乘的法方程组为
[m∑xi⋯∑xin∑xi∑xi2⋯∑xin+1⋮⋮⋱⋮∑xin∑xin+1⋯∑xi2n][a0a1⋮an]=[∑yi∑xiyi⋮∑xinyi]
\left[
\begin{array}{ccc}
m & \sum x_i & \cdots & \sum x_i^n \\
\sum x_i & \sum x_i^2 & \cdots & \sum x_i^{n+1} \\
\vdots & \vdots & \ddots & \vdots \\
\sum x_i^n & \sum x_i^{n+1} & \cdots & \sum x_i^{2n} \\
\end{array}
\right]
\begin{bmatrix}
a_0 \\
a_1 \\
\vdots \\
a_n
\end{bmatrix}
=\begin{bmatrix}
\sum y_i \\
\sum x_iy_i \\
\vdots \\
\sum x_i^ny_i
\end{bmatrix}
m∑xi⋮∑xin∑xi∑xi2⋮∑xin+1⋯⋯⋱⋯∑xin∑xin+1⋮∑xi2na0a1⋮an=∑yi∑xiyi⋮∑xinyi