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LSFitLinear: cubic interpolation
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Author:  citydavid [ Mon May 31, 2010 10:26 pm ]
Post subject:  LSFitLinear: cubic interpolation

I'm a newbie with ALGLIB
I'm using a0*x^3+a1*x^2+a2*x+a3 to interpolate data values with LSFitLinear:
x y
46 68
70 120
94 138
95 145
102 165
120 205
I notice wrong result and I have solved the problem scaling input by dividing by 100. What I do wrong?

Regards,

David

Author:  Sergey.Bochkanov [ Thu Jun 03, 2010 7:22 pm ]
Post subject:  Re: LSFitLinear: cubic interpolation

Looks like your problem has very bad condition number. Scaling makes it less apparent but doesn't solve.

I think that right solution is to use Chebyshev polynomials for fitting, than convert to power basis. I'll include this code in the next release of ALGLIB.

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