Does anyone know what algorithm Mathematica's basic
Fit function uses? Is it proprietary?
I'm trying to do some pretty basic, linear, polynomial data fitting (albeit with poly degrees of about 15) in IDL but I'm finding that Mathematica's
Fit function does a better job, and fails less often, than any of IDL's routines. So I was hoping to find out which algorithm
Fit is using and translate it into IDL.
And for the record, if I use
FindFit[..., Method->Automatic] it gives the same results as
Fit. In another thread it was stated that
FindFit defaults to the SVD algorithm if no
Method is specified, so I wonder if this is the algorithm used by
Fit as well (or perhaps just a matrix inversion).