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Discrete Chebyshev polynomials

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In mathematics, discrete Chebyshev polynomials, or Gram polynomials, are a type of discrete orthogonal polynomials used in approximation theory, introduced by Pafnuty Chebyshev (1864) and rediscovered by Gram (1883).

Definition

The polynomials are defined as follows: Let f be a smooth function defined on the closed interval [−1, 1], whose values are known explicitly only at points xk := −1 + (2k − 1)/m, where k and m are integers and 1 ≤ k ≤ m. The task is to approximate f as a polynomial of degree n < m. Consider a positive semi-definite bilinear form

( g , h ) d := 1 m k = 1 m g ( x k ) h ( x k ) ,

where g and h are continuous on [−1, 1] and let

g d := ( g , g ) d 1 / 2

be a discrete semi-norm. Let φk be a family of polynomials orthogonal to each other

( ϕ k , ϕ i ) d = 0

whenever i is not equal to k. Assume all the polynomials φk have a positive leading coefficient and they are normalized in such a way that

ϕ k d = 1.

The φk are called discrete Chebyshev (or Gram) polynomials.

References

Discrete Chebyshev polynomials Wikipedia


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