Polynomial degree reduction in the ℒ^2-norm on a symmetric interval for the canonical basis
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In this paper, we develop a direct formula for determining the coefficients in the canonical basis of the best polynomial of degree M that approximates a polynomial of degree N>M on a symmetric interval for the ℒ^2-norm. We also formally prove that using the formula is more computationally efficient than using a classical matrix multiplication approach and we provide an example to illustrate that it is more numerically stable than the classical approach.
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