Harman Patil (Editor)

Equioscillation theorem

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The equioscillation theorem concerns the approximation of continuous functions using polynomials when the merit function is the maximum difference (uniform norm). Its discovery is attributed to Chebyshev.

Contents

Statement

Let f be a continuous function from [ a , b ] to R . Among all the polynomials of degree n , the polynomial g minimizes the uniform norm of the difference | | f g | | if and only if there are n + 2 points a x 0 < x 1 < < x n + 1 b such that f ( x i ) g ( x i ) = σ ( 1 ) i | | f g | | where σ = ± 1 .

Algorithms

Several minimax approximation algorithms are available, the most common being the Remez algorithm.

References

Equioscillation theorem Wikipedia