[SciPy-User] orthonormal polynomials (cont.)

[nicky van foreest]

Hi,

Without understanding the details... I recall from numerical recipes
in C that Gram Schmidt is a very risky recipe. I don't know whether
this advice also pertains to fitting polynomials, however,

Nicky

On 14 June 2011 18:58,  <josef.pktd at gmail.com> wrote:
> (I'm continuing the story with orthogonal polynomial density
> estimation, and found a nice new paper
> http://www.informaworld.com/smpp/content~db=all~content=a933669464 )
>
> Last time I managed to get orthonormal polynomials out of scipy with
> weight 1, and it worked well for density estimation.
>
> Now, I would like to construct my own orthonormal polynomials for
> arbitrary weights. (The weights represent a base density around which
> we make the polynomial expansion).
>
> The reference refers to Gram-Schmidt or Emmerson recurrence.
>
> Is there a reasonably easy way to get the polynomial coefficients for
> this with numscipython?
>
> Thanks,
>
> Josef
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