Equioscillation theorem explained

In mathematics, 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.[1]

Statement

Let

f

be a continuous function from

[a,b]

to

R

. Among all the polynomials of degree

\len

, the polynomial

g

minimizes the uniform norm of the difference

\|f-g\|infty

if and only if there are

n+2

points

a\lex0<x1<<xn+1\leb

such that

f(xi)-g(xi)=\sigma(-1)i\|f-g\|infty

where

\sigma

is either -1 or +1.[2]

Variants

The equioscillation theorem is also valid when polynomials are replaced by rational functions: among all rational functions whose numerator has degree

\len

and denominator has degree

\lem

, the rational function

g=p/q

, with

p

and

q

being relatively prime polynomials of degree

n-\nu

and

m-\mu

, minimizes the uniform norm of the difference

\|f-g\|infty

if and only if there are

m+n+2-min\{\mu,\nu\}

points

a\lex0<x1<<xn+1\leb

such that

f(xi)-g(xi)=\sigma(-1)i\|f-g\|infty

where

\sigma

is either -1 or +1.

Algorithms

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

External links

Notes and References

  1. Book: Golomb, Michael . Lectures on Theory of Approximation . 1962.
  2. Web site: Notes on how to prove Chebyshev's equioscillation theorem . 2022-04-22 . https://web.archive.org/web/20110702221651/http://www.math.uiowa.edu/~jeichhol/qual%20prep/Notes/cheb-equiosc-thm_2007.pdf . 2 July 2011 . dead.