Konstantin Berlin created MATH-1009:
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Summary: PolynomialFitter
Key: MATH-1009
URL: https://issues.apache.org/jira/browse/MATH-1009
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.2, 4.0
Environment: All
Reporter: Konstantin Berlin
org.apache.commons.math3.fitting.PolynomialFitter
should be implemented using linear least-squares method like QR decomposition
solver.
There are several reasons for this
1) Nonlinear methods are much slower
2) Linear methods (QR and SVD) are numerically more stable.
3) By storing the QR decomposition it is possible to recompute the solution for
different input data values.
See
http://mathworld.wolfram.com/LeastSquaresFittingPolynomial.html
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