A least squares approach to differentiation (Q5901130)

The author considers an approach to differentiation that involves least squares lines of best fit rather than the traditional secant lines and uses elementary techniques to show how this leads to the Lanczos derivative. Some examples and counterexamples are presented to illustrate this concept and to show that the product, quotient and chain rules fail for the Lanczos derivative. Several results giving conditions for which these rules do hold are discussed and proved. An introduction to higher order Lanczos derivatives is included. By viewing this new introduced derivative in view of inner product spaces, it is shown how to extend least squares differentiation to higher order derivatives. It is proven that the nth order least squares derivative is a generalization of the nth order Peano derivative.