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Approximation

The document discusses approximation theory and minimizing approximation error when approximating functions with polynomials. It introduces minimax polynomials, which are polynomials of degree n that minimize the maximum approximation error over an interval for a given function. The document also discusses Chebyshev polynomials, which have optimal properties for approximation. Chebyshev polynomials provide interpolation points that yield near-minimax approximations and can be used to reduce the degree of an approximating polynomial while maintaining accuracy.

Uploaded by

Laxmicharan Samineni
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
207 views

Approximation

The document discusses approximation theory and minimizing approximation error when approximating functions with polynomials. It introduces minimax polynomials, which are polynomials of degree n that minimize the maximum approximation error over an interval for a given function. The document also discusses Chebyshev polynomials, which have optimal properties for approximation. Chebyshev polynomials provide interpolation points that yield near-minimax approximations and can be used to reduce the degree of an approximating polynomial while maintaining accuracy.

Uploaded by

Laxmicharan Samineni
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Approximation Theory

Let f (x) be a continuous function on an interval [a, b]. If P(x) is a


polynomial, we are interested in nding
E[P] = max
axb
|f (x) P(x)|
the maximum possible error in the approximation of f (x) by P(x) on [a, b].
For each degree n dene

n
(f ) = min
deg(P)n
E[P] = min
deg(P)n

max
axb
|f (x) P(x)|

The minimax error,


n
(f ), is the smallest value for E[P] that can be
obtained with a polynomial of degree n.
Dana Mackey (DIT) Maths 1 / 10
Minimax polynomial
It can be shown that the minimax error
n
(f ) on [a, b] is achieved for a
unique polynomial of degree n called the minimax polynomial
approximation of order n, denoted by M
n
(x).
Example: Let f (x) = e
x
on [1, 1] and consider linear polynomial
approximations to f . The Taylor polynomial for this function is
T
1
(x) = 1+x
and the maximum possible error
E[T
1
] = max
1x1
|e
x
T
1
(x)| = 0.718
On the other hand, it can be shown that the linear minimax polynomial is
M
1
(x) = 1.2643+1.1752x
for which the maximum possible error is
E[M
1
] = max
1x1
|e
x
M
1
(x)| = 0.279 < E[T
1
]
Dana Mackey (DIT) Maths 2 / 10
Chebyshev polynomials
For any integer n 0 dene the function
T
n
(x) = cos(ncos
1
(x)), 1 x 1
We need to show that T
n
(x) is a polynomial of degree n. We calculate the
functions T
n
(x) recursively.
Let = cos
1
(x) so cos() = x. Then
T
n
(x) = cos(n)
Easy to see that:
n = 0 =T
0
(x) = cos(0) = 1
n = 1 =T
1
(x) = cos() = x
n = 2 =T
2
(x) = cos(2) = 2cos
2
() 1 = 2x
2
1
Dana Mackey (DIT) Maths 3 / 10
Recurrence relations for Chebyshev polynomials
Using trigonometric formulas we can prove that
T
n+m
(x) +T
nm
(x) = 2T
n
(x)T
m
(x)
for all n m 0 and all x [1, 1].
Hence, for m = 1 we get
T
n+1
(x) +T
n1
(x) = 2xT
n
(x)
which is then used to calculate the Chebyshev polynomials of higher order.
Example: Calculate T
3
(x), T
4
(x) and T
5
(x).
Dana Mackey (DIT) Maths 4 / 10
More properties of Chebyshev polynomials
Note that
|T
n
(x)| 1
and
T
n
(x) = 2
n1
x
n
+lower degree terms
for all n 0 and all x in [1, 1].
If we dene the modied Chebyshev polynomial:

T
n
(x) =
T
n
(x)
2
n1
then we have
|

T
n
(x)|
1
2
n1
and

T
n
(x) = x
n
+lower degree terms
for all n 0 and all x in [1, 1].
Dana Mackey (DIT) Maths 5 / 10
Zeros of Chebyshev polynomials
We have
T
n
(x) = cos(n), = cos
1
(x)
so
T
n
(x) = 0 = n =

2
,
3
2
,
5
2
, . . .
which implies
=
(2k +1)
2n
, k = 0, 1, 2, . . .
and hence the zeros of T
n
(x) are given by
x
k
= cos

(2k +1)
2n

, k = 0, 1, 2, . . . n 1.
Dana Mackey (DIT) Maths 6 / 10
The minimum size property
Let n 1 be an integer and consider all possible monic polynomials (that
is, polynomials whose highest-degree term has coecient equal to 1) of
degree n.
Then the degree n monic polynomial with the smallest maximum absolute
value on [1, 1] is the modied Chebyshev polynomial

T
n
(x) and its
maximum value is 1/2
n1
.
Dana Mackey (DIT) Maths 7 / 10
A near-minimax approximation method
Let f (x) be a continuous function on [1, 1]. We are looking for an
approximation given by an interpolating polynomial of degree 3, C
3
(x).
Let x
0
, x
1
, x
2
, x
3
be the interpolating nodes.
Recall the formula for the interpolation error:
f (x) C
3
(x) =
(x x
0
)(x x
1
)(x x
2
)(x x
3
)
4!
f
(4)
()
where is in [1, 1].
We need to nd the interpolating points so that we minimize
E[C
3
] = max
1x1
|f (x) C
3
(x)|
Dana Mackey (DIT) Maths 8 / 10
This is equivalent to minimizing
max
1x1
|(x x
0
)(x x
1
)(x x
2
)(x x
3
)|
But we know that the minimum value of a monic polynomial is obtained
for the modied Chebyshev polynomial

T
4
(x) hence
(x x
0
)(x x
1
)(x x
2
)(x x
3
) =
T
4
(x)
2
3
=
1
8
(8x
4
8x
2
+1)
hence the interpolating points x
0
, x
1
, x
2
, x
3
are the zeros of T
4
(x), that is
cos(

8
), cos(
3
8
), cos(
5
8
), cos(
7
8
)
Dana Mackey (DIT) Maths 9 / 10
Example
Let f (x) = e
x
on [1, 1]. In order to get the interpolating polynomial of
degree 3 which approximates f (x) such that the maximum error is
minimized, the interpolation nodes x
0
, x
1
, x
2
, x
3
have to be chosen as the
zeros of T
4
(x).
We use Newtons divided dierence formula for the interpolating
polynomial
P
3
(x) = f (x
0
) +(x x
0
)f [x
0
, x
1
] +(x x
0
)(x x
1
)f [x
0
, x
1
, x
2
]
+(x x
0
)(x x
1
)(x x
2
)f [x
0
, x
1
, x
2
, x
3
]
where
f (x
0
) = e
cos(

8
)
2.5190
f [x
0
, x
1
] =
f (x
1
) f (x
0
)
x
1
x
0
1.94538
.
.
.
Dana Mackey (DIT) Maths 10 / 10
Recall that the degree n monic polynomial with the smallest maximum
absolute value on [1, 1] is the modied Chebyshev polynomial

T
n
(x) and
its maximum value is 1/2
n1
.
Hence, the Chebyshev polynomials can be used to minimize approximation
error by providing optimal interpolation points.
The Chebyshev polynomials also provide a method for reducing the degree
of an approximating polynomial with minimal loss of accuracy.
Dana Mackey (DIT) Maths 11 / 10
Economization of power series
Consider approximating a polynomial of degree n
P
n
(x) = a
n
x
n
+a
n1
x
n1
+ +a
1
x +a
0
on [1, 1] with a polynomial of degree at most n 1. We need to choose
P
n1
(x) which minimizes
max
x[1,1]
|P
n
(x) P
n1
(x)|
We know that
max
x[1,1]
|

T
n
(x)| =
1
2
n1
max
x[1,1]
|
1
a
n
(P
n
(x) P
n1
(x))|
Dana Mackey (DIT) Maths 12 / 10
Hence we have
1
a
n
(P
n
(x) P
n1
(x)) =

T
n
(x)
so
P
n1
(x) = P
n
(x) a
n

T
n
(x)
and this choice gives
max
x[1,1]
|P
n
(x) P
n1
(x)| =
|a
n
|
2
n1
Dana Mackey (DIT) Maths 13 / 10
Examples
1
Starting with the fourth-order MacLaurin polynomial, nd the
polynomial of least degree which best approximates the function
f (x) = e
x
on [1, 1] while keeping the error less than 0.05.
2
Find the sixth order MacLaurin polynomial for sin(x) and use
Chebyshev polynomials to obtain a lesser degree polynomial
approximation while keeping the error less than 0.01 on [1, 1].
3
Use the zeros of

T
3
to construct an interpolating polynomial of
degree 2 for the functions (i) sin(x) and (ii) ln(x +2), on [-1,1].
Dana Mackey (DIT) Maths 14 / 10

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