diff --git a/1.5 Approximations de donnee.ipynb b/1.5 Approximations de donnee.ipynb index 3ab5944..3ac08a1 100644 --- a/1.5 Approximations de donnee.ipynb +++ b/1.5 Approximations de donnee.ipynb @@ -1,213 +1,213 @@ { "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "## 1.5 Approximation au sens des moindres carrés\n", "\n", "Soit $n \\geq 0$ un nombre entier. Etant donnés $m+1$ points \n", "~~distincts~~ $t_0$, $t_1$,$\\dots$ $t_m$ et $m+1$ valeurs $y_0$,\n", "$y_1$,$\\dots$ $y_n$, on cherche un polynôme $p$\n", " de degré $n , tel que\n", "\n", "$$\\sum_{j=0}^m |y_j - p(t_j)|^2 \\qquad \\text{ soit le plus petit possible}.$$\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "On appelle **polynôme aux moindres carrés de degré $n$**\n", "le polynôme $\\hat{p}_n(t)$ de degré $n$ tel que\n", "\\begin{equation}\n", " \\sum_{j=0}^m |y_j - \\hat{p}_n(t_j)|^2 \\leq \\sum_{j=0}^m |y_j - p_n(t_j)|^2\n", " \\qquad \\forall p_n(t) \\in \\mathbb{P}_n\n", "\\end{equation}" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Nous cherchons les coefficients du polinôme $p(t) = a_0 + a_1 t + ... + a_n t^n$ qui satisfait *au mieux* les $n+1$ equations $p(t_k) = y_k, k=0,...,n$, c'est à dire\n", "\n", "$$a_0 + a_1 t_k + ... + a_n t_k^n = y_k, k=0,...,m$$\n", "\n", "Ce système s'écrit sous forme matricielle \n", "\n", "$$\\begin{pmatrix}\n", "1 & t_0 & \\cdots & t_0^n \\\\\n", "\\vdots & & & \\vdots \\\\\n", "1 & t_m & \\cdots & t_m^n\n", "\\end{pmatrix}\n", "\\begin{pmatrix} a_0 \\\\ \\vdots \\\\ a_n \\end{pmatrix}\n", "=\\begin{pmatrix} y_0 \\\\ \\vdots \\\\ y_m \\end{pmatrix}$$\n", "\n", "Puisque $m