II.—On Fitting Polynomials to Data with Weighted and Correlated Errors

Extract

This paper concludes the study of fitting polynomials by Least Squares, treated in two previous papers. The problem being concerned with the minimum of a positive definite quadratic form, it makes for conciseness to use matrix notation. We shall therefore adopt the following conventions :—

The n values of the variable x, of the data u₀, u₁, …, u_n−1, of certain polynomials q_r(x) entering into the solution, and so on, will be regarded compositely as vectors. They will be imagined as having their components or elements disposed in column array, but when written in full will be written horizontally, to save space, enclosed by curled brackets. Row vectors, when written out in full, will be enclosed by square brackets. In the shorter notation we shall write, for example, u, x for column vectors, u′, x′ for the row vectors obtained by transposition. The vectors occurring in the problem will be the following:—