Weighted Least Squares (WLS)
From Medusa: Coordinate Free Mehless Method implementation
One of the most important building blocks of the meshless methods is the Moving Least Squares approximation, which is implemented in the EngineMLS class.
In general, approximation function can be written as \[\hat u({\bf{p}}) = \sum\limits_i^m {{\alpha _i}{b_i}({\bf{p}})} = {{\bf{b}}^{\rm{T}}}{\bf{\alpha }}\]