Remez algorithm: Difference between revisions

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The '''Remez algorithm''' (Remez 1934), also called the '''Remez exchange algorithm''', is an iterative algorithm that finds the polynomial of best approximation of a given degree to a real function on an interval.
 
The algorithm is named after its author—E.Ya.Remez, Soviet mathematician.
 
The polynomial of best approximation of a given degree is defined to be the one that minimizes the maximum absolute difference between the polynomial and the function.