Orthogonal Polynomials in three variables
to improve a multivariate least squares regression, I am searching for orthogonal polynomials in three variables up to order 2 or 3. I found the general formulation for multivariate Laguerre or Legendre polynomials, but I don't know how to compute them for the three variable case.
Re: Orthogonal Polynomials in three variables
Which scalar product is used to define "orthogonal"?
You can use any basis and the Gram–Schmidt process to find an orthogonal basis.