Equioscillation theorem
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.
Statement
Let be a continuous function from to . Among all the polynomials of degree , the polynomial minimizes the uniform norm of the difference if and only if there are points such that where .
Algorithms
Several minimax approximation algorithms are available, the most common being the Remez algorithm.
References
- Notes on how to prove Chebyshev’s equioscillation theorem at the Wayback Machine (archived July 2, 2011)
- The Chebyshev Equioscillation Theorem by Robert Mayans
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