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Equioscillation theorem

In mathematics, the equioscillation theorem concerns the approximation of continuous functions using polynomials when the merit function is the maximum difference. Its discovery is attributed to Chebyshev.

Statement
Let f be a continuous function from [a,b] to \mathbb{R}. Among all the polynomials of degree \le n, the polynomial g minimizes the uniform norm of the difference \| f - g \| _\infty if and only if there are n+2 points a \le x_0 such that f(x_i) - g(x_i) = \sigma (-1)^i \| f - g \|_\infty where \sigma is either -1 or +1. That is, the polynomial g oscillates above and below f at the interpolation points, and does so to the same degree. == Proof ==
Proof
Let us define the equioscillation condition as the condition in the theorem statement, that is, the condition that there exists n+2 ordered points in the interval such that the difference f(x_i) - g(x_i) alternates in sign and is equal in magnitude to the uniform-norm of f(x) - g(x) . We need to prove that this condition is 'sufficient' for the polynomial g being the best uniform approximation to f , and we need to prove that this condition is 'necessary' for a polynomial to be the best uniform approximation. Sufficiency Assume by contradiction that a polynomial p(x) of degree less than or equal to n existed that provides a uniformly better approximation to f , which means that \| f - p \|_\infty . Then the polynomial : h(x) = g(x) - p(x) = (g(x) - f(x)) - (p(x) - f(x)) is also of degree less than or equal to n. However, for every x_i of the n+2 points x_0, x_1, ... x_n , we know that | p(x_i) - f(x_i) | because |p(x_i) - f(x_i)| \le \| f - p \|_\infty and \| f - p ||_\infty (since p is a better approximation than g ). Therefore, h(x_i) = (g(x_i) - f(x_i)) - (p(x_i) - f(x_i)) will have the same sign as g(x_i) - f(x_i) (because the second term has a smaller magnitude than the first). Thus, h(x_i) will also alternate sign on these n+2 points, and thus have at least n+1 roots. However, since h is a 'polynomial' of at most degree n , it should only have at most n roots. This is a contradiction. Necessity Given a polynomial g , let us define M = \|f(x) - g(x) \|_\infty . We will call a point x an upper point if f(x) - g(x) = M and a lower point if it equals -M instead. Define an alternating set (given polynomial g and function f ) to be a set of ordered points x_0, ... x_n in [a,b] such that for every point x_i in the alternating set, we have f(x_i) - g(x_i) = \sigma (-1)^i M , where \sigma equals 1 or -1 as before. Define a sectioned alternating set to be an alternating set x_0, ... x_n along with nonempty closed intervals I_0, ... I_n called sections such that 1. the sections partition [a,b] (meaning that the union of the sections is the whole interval, and the intersection of any two sections is either empty or a single common endpoint) 2. For every i , the ith alternating point x_i is in the ith section I_i 3. If x_i is an upper point, then I_i contains no lower points. Likewise, if x_i is a lower point, then I_i contains no upper points. Given an approximating polynomial g that does not satisfy the equioscillation condition, it is possible to show that the polynomial will have a two point alternating set. This alternating set can then be expanded to a sectioned alternating set. We can then use this sectioned alternating set to improve the approximation, unless the sectioned alternating set has more than n+2 points in which case our improvement cannot be guaranteed to still be a polynomial of degree at most n == Variants ==
Variants
The equioscillation theorem is also valid when polynomials are replaced by rational functions: among all rational functions whose numerator has degree \le n and denominator has degree \le m, the rational function g = p/q, with p and q being relatively prime polynomials of degree n-\nu and m-\mu, minimizes the uniform norm of the difference \| f - g \| _\infty if and only if there are m + n + 2 - \min\{\mu,\nu\} points a \le x_0 such that f(x_i) - g(x_i) = \sigma (-1)^i \| f - g \|_\infty where \sigma is either -1 or +1. == Algorithms ==
Algorithms
Several minimax approximation algorithms are available, the most common being the Remez algorithm. == References ==
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