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5.10 Polynomial Approximation From Chebyshev Coefficients

The document discusses converting a polynomial approximation from Chebyshev coefficients to standard polynomial coefficients. It provides two procedures, chebpc and pcshft, that perform this conversion by first obtaining the Chebyshev polynomial coefficients from the input coefficients and then shifting the interval mapping. While this conversion is possible, using the Chebyshev form directly is preferred except for very low-order polynomials due to increased accuracy from cancellation in the Chebyshev polynomials.

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142 views2 pages

5.10 Polynomial Approximation From Chebyshev Coefficients

The document discusses converting a polynomial approximation from Chebyshev coefficients to standard polynomial coefficients. It provides two procedures, chebpc and pcshft, that perform this conversion by first obtaining the Chebyshev polynomial coefficients from the input coefficients and then shifting the interval mapping. While this conversion is possible, using the Chebyshev form directly is preferred except for very low-order polynomials due to increased accuracy from cancellation in the Chebyshev polynomials.

Uploaded by

Vinay Gupta
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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5.

10 Polynomial Approximation from Chebyshev Coefcients

197

5.10 Polynomial Approximation from Chebyshev Coefcients


You may well ask after reading the preceding two sections, Must I store and evaluate my Chebyshev approximation as an array of Chebyshev coefcients for a transformed variable y ? Cant I convert the c k s into actual polynomial coefcients in the original variable x and have an approximation of the following form?
m 1

Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to [email protected] (outside North America).

f (x)
k=0

gk xk

(5.10.1)

Yes, you can do this (and we will give you the algorithm to do it), but we caution you against it: Evaluating equation (5.10.1), where the coefcient g s reect an underlying Chebyshev approximation, usually requires more signicant gures than evaluation of the Chebyshev sum directly (as by chebev). This is because the Chebyshev polynomials themselves exhibit a rather delicate cancellation: The leading coefcient of T n (x), for example, is 2 n1 ; other coefcients of T n (x) are even bigger; yet they all manage to combine into a polynomial that lies between 1. Only when m is no larger than 7 or 8 should you contemplate writing a Chebyshev t as a direct polynomial, and even in those cases you should be willing to tolerate two or so signicant gures less accuracy than the roundoff limit of your machine. You get the g s in equation (5.10.1) from the cs output from chebft (suitably truncated at a modest value of m) by calling in sequence the following two procedures:
#include "nrutil.h" void chebpc(float c[], float d[], int n) Chebyshev polynomial coecients. Given a coecient array c[0..n-1], this routine generates n-1 c T (y) c /2. The method k a coecient array d[0..n-1] such that n-1 0 k=0 dk y = k=0 k k is Clenshaws recurrence (5.8.11), but now applied algebraically rather than arithmetically. { int k,j; float sv,*dd; dd=vector(0,n-1); for (j=0;j<n;j++) d[j]=dd[j]=0.0; d[0]=c[n-1]; for (j=n-2;j>=1;j--) { for (k=n-j;k>=1;k--) { sv=d[k]; d[k]=2.0*d[k-1]-dd[k]; dd[k]=sv; } sv=d[0]; d[0] = -dd[0]+c[j]; dd[0]=sv; } for (j=n-1;j>=1;j--) d[j]=d[j-1]-dd[j]; d[0] = -dd[0]+0.5*c[0]; free_vector(dd,0,n-1); }

198

Chapter 5.

Evaluation of Functions

void pcshft(float a, float b, float d[], int n) Polynomial coecient shift. Given a coecient array d[0..n-1], this routine generates a n-1 g xk , where x and y are related k coecient array g [0..n-1] such that n-1 k=0 dk y = k=0 k by (5.8.10), i.e., the interval 1 < y < 1 is mapped to the interval a < x < b. The array g is returned in d. { int k,j; float fac,cnst; cnst=2.0/(b-a); fac=cnst; for (j=1;j<n;j++) { First we rescale by the factor const... d[j] *= fac; fac *= cnst; } cnst=0.5*(a+b); ...which is then redened as the desired shift. for (j=0;j<=n-2;j++) We accomplish the shift by synthetic division. Synthetic for (k=n-2;k>=j;k--) division is a miracle of high-school algebra. If you d[k] -= cnst*d[k+1]; never learned it, go do so. You wont be sorry. }

Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to [email protected] (outside North America).

CITED REFERENCES AND FURTHER READING: Acton, F.S. 1970, Numerical Methods That Work; 1990, corrected edition (Washington: Mathematical Association of America), pp. 59, 182183 [synthetic division].

5.11 Economization of Power Series


One particular application of Chebyshev methods, the economization of power series, is an occasionally useful technique, with a avor of getting something for nothing. Suppose that you are already computing a function by the use of a convergent power series, for example f (x ) 1 x x2 x3 + + 3! 5! 7! (5.11.1)

(This function is actually sin( x)/ x, but pretend you dont know that.) You might be doing a problem that requires evaluating the series many times in some particular interval, say [0, (2 )2 ]. Everything is ne, except that the series requires a large number of terms before its error (approximated by the rst neglected term, say) is tolerable. In our example, with x = (2 )2 , the rst term smaller than 107 is x13 /(27!). This then approximates the error of the nite series whose last term is x12 /(25!). Notice that because of the large exponent in x13 , the error is much smaller than 107 everywhere in the interval except at the very largest values of x. This is the feature that allows economization: if we are willing to let the error elsewhere in the interval rise to about the same value that the rst neglected term has at the extreme end of the interval, then we can replace the 13-term series by one that is signicantly shorter. Here are the steps for doing so: 1. Change variables from x to y , as in equation (5.8.10), to map the x interval into 1 y 1. 2. Find the coefcients of the Chebyshev sum (like equation 5.8.8) that exactly equals your truncated power series (the one with enough terms for accuracy). 3. Truncate this Chebyshev series to a smaller number of terms, using the coefcient of the rst neglected Chebyshev polynomial as an estimate of the error.

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