Remez algorithm: Difference between revisions

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m chebyshev nodes was replaced with chebyshev extrema
Short desc
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{{Short description|Algorithm to approximate functions}}
The '''Remez algorithm''' or '''Remez exchange algorithm''', published by [[Evgeny Yakovlevich Remez]] in 1934,<ref>E. Ya. Remez, "Sur la détermination des polynômes d'approximation de degré donnée", Comm. Soc. Math. Kharkov '''10''', 41 (1934);<br>"Sur un procédé convergent d'approximations successives pour déterminer les polynômes d'approximation, Compt. Rend. Acad. Sc. '''198''', 2063 (1934);<br>"Sur le calcul effectiv des polynômes d'approximation des Tschebyscheff", Compt. Rend. Acade. Sc. '''199''', 337 (1934).</ref> is an iterative algorithm used to find simple approximations to functions, specifically, approximations by functions in a [[Chebyshev space]] that are the best in the [[uniform norm]] ''L''<sub>∞</sub> sense.
 
A typical example of a Chebyshev space is the subspace of [[Chebyshev polynomials]] of order ''n'' in the [[Vector space|space]] of real [[continuous function]]s on an [[interval (mathematics)|interval]], ''C''[''a'', ''b'']. The polynomial of best approximation within a given subspace is defined to be the one that minimizes the maximum [[absolute difference]] between the polynomial and the function. In this case, the form of the solution is precised by the [[equioscillation theorem]].
The polynomial of best approximation within a given subspace is defined to be the one that minimizes the maximum [[absolute difference]] between the polynomial and the function. In this case, the form of the solution is precised by the [[equioscillation theorem]].
 
==Procedure==
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:<math>\overline{\Lambda}_n(T) = \frac{2}{\pi} \log(n + 1) + \frac{2}{\pi}\left(\gamma + \log\frac{8}{\pi}\right) + \alpha_{n + 1}</math>
 
({{math|''γ''}} being the [[Euler-MascheroniEuler–Mascheroni constant]]) with
 
:<math>0 < \alpha_n < \frac{\pi}{72 n^2}</math> for <math>n \ge 1,</math>