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For instance, if en are any orthonormal basis functions of L2[0,1], then a given function in L2[0,1] can be approximated as a finite

linear combination[37]
Baby Rossetti


The coefficients {aj} are selected to make the magnitude of the difference || n||2 as small as possible. Geometrically, the best approximation is the orthogonal projection of onto the subspace consisting of all linear combinations of the {ej}, and can be calculated by[38]