This subroutine determines a univariate polynomial that fits a given discrete
set of data in the sense of minimizing the weighted sum of squares of residuals.
The fitted polynomial can be constrained to match some data points exactly
by appropriate setting of the a priori standard deviations of the data
errors. Auxiliary subroutines, described in Chapter 11.2
, may be
used to evaluate, differentiate, or integrate a polynomial produced by this
fitting procedure.
This software is part of the MATH77/mathc90 collection here.