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MKL - General Polynomial Fitting function?

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The General Polynomial Fitting Function in MKL

Hi,

I’m looking for a general Polynomial Fitting function in MKL, which is similar to Polyfit function from Matlab, OptiVec and Armadillo.  This function uses two set of input data X and Y to determine the coefficients ai of a polynomial:

P= a0 + a1Xi + a2Xi2 ... anXin

Where,

χ2 = sum( 1/σi2 * (Pi - Yi));

Is minimized.

I have searched MKL Data Fitting Library and found that all of routines are Spline-based.  In MKL LAPACK library, I found some routines the Least Squares ones.

I understand that,

  1. as the order of the polynomial increases, Spline-based methods are preferable over polynomial interpolation because its interpolation error increases
  2. when the size of X and Y > the order of the polynomial increases, the Least Squares fit will be used

What I need, however,  is a general Polynomial Fitting function described above.  Is there such function and where can I find it in MKL (or IPP)?


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