Weighted linear projection of a quadratic monomial
ID: weighted-linear-projection-of-a-quadratic-monomial
In the weighted inner product , the best approximation to in the span of is the displayed polynomial. The normal equations are and . Their solution gives , . The residual is orthogonal to that span, so the Pythagorean theorem proves minimality and uniqueness. Its squared norm is . A weight vanishing at a single endpoint still gives a positive-definite inner product on continuous functions: a nonzero continuous function remains nonzero on an interval where the weight is positive.
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