Legendre polynomial fitting

Fitting data using a linear combination of Legendre polynomials

Description

Finds the weighting coefficients of the linear combination of a set of Legendre polynomials up to order N.

Three methods are available (actually just for fun): 'inv' (default) inverts the normal equation matrix directly, while 'chol' and 'qr' find the solution via Cholesky and QR decomposition, respectively. Although arbitrary large order is supported, usually small N suffices. Computation for Pearson's correlation coefficient and RMSE is also available.

(If you've downloaded an earlier version of this code, please replace it with this one.)

• MATLAB release: MATLAB 7.4 (R2007a)

[Dimitri Shvorob]

Again, if you are submitting something that apparently has been available on FEX before you -
http://www.mathworks.co.uk/matlabcentral/fileexchange/loadFile.do?objectId=4710&objectType=file
is one of a dozen submissions I found - it's a good idea to (a) link to earlier submissions, and (b) explain how yours is different/better. Is it?

[Siqing Wu]

Hi, Dimitri Shvorob

I am a little too lazy to compare my file to every existing file before :-) (which, however, doesn't mean I haven't tried to do so). I just assume that most people who spend one minute looking at the description or help of the file would quickly find the answer to the question that if this is the code they want. I left the decision to them (which, some people may prefer while others don't). Anyway, thank you for you advice, and I also appreciate that this time you didn't give me one star :P

Regards,