Remez algorithm: Difference between revisions

Revision as of 21:33, 14 April 2020

Revision as of 13:37, 5 June 2020

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:for the unknowns <math>b_0, b_1...b_n</math> and ''E''.

* Use the <math> b_i </math> as coefficients to form a polynomial <math>P_n</math>.

* Find the set ''<math>M''</math> of points of local maximum error <math>|P_n(x) - f(x)| </math>.

* If the errors at every <math> m \in M </math> are of equal magnitude and alternate in sign, then <math>P_n</math> is the minimax approximation polynomial. If not, replace ''X'' with ''M'' and repeat the steps above.