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Minimax approximation algorithm

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states that every continuous function defined on a closed interval can be uniformly approximated as closely as desired by a polynomial function. For practical work it is often desirable to minimize the maximum absolute or relative error of a polynomial fit for any given number of terms in an effort
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Muller, Jean-Michel; Brisebarre, Nicolas; de Dinechin, Florent; Jeannerod, Claude-Pierre; Lefèvre, Vincent; Melquiond, Guillaume;
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expansion are often convenient for theoretical work but less useful for practical applications. Truncated
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to reduce computational expense of repeated evaluation.
257:, however, closely approximate the minimax polynomial. 158: 133: 113: 93: 61: 41: 260:One popular minimax approximation algorithm is the 385:(1981). "7: The theory of minimax approximation". 341:Phillips, George M. (2003). "Best Approximation". 223: 139: 119: 99: 79: 47: 224:{\displaystyle \max _{a\leq x\leq b}|f(x)-p(x)|.} 420: 160: 349:. CMS Books in Mathematics. Springer. pp.  345:Interpolation and Approximation by Polynomials 414:Minimax approximation algorithm at MathWorld 236: 28:) is a method to find an approximation of a 336: 334: 274: 340: 285:; StehlĂ©, Damien; Torres, Serge (2010). 331: 421: 381: 375: 289:Handbook of Floating-Point Arithmetic 13: 249:Polynomial expansions such as the 14: 440: 407: 243:Weierstrass approximation theorem 387:Approximation Theory and Methods 32:that minimizes maximum error. 18:minimax approximation algorithm 389:. Cambridge University Press. 214: 210: 204: 195: 189: 182: 74: 62: 35:For example, given a function 1: 267: 7: 10: 445: 307:10.1007/978-0-8176-4705-6 237:Polynomial approximations 55:defined on the interval 359:10.1007/0-387-21682-0_2 225: 141: 121: 101: 81: 49: 226: 142: 122: 102: 82: 50: 30:mathematical function 26:uniform approximation 156: 131: 111: 91: 59: 39: 87:and a degree bound 429:Numerical analysis 221: 180: 137: 127:of degree at most 117: 97: 77: 45: 316:978-0-8176-4704-9 159: 140:{\displaystyle n} 120:{\displaystyle p} 100:{\displaystyle n} 48:{\displaystyle f} 436: 401: 400: 383:Powell, M. J. D. 379: 373: 372: 348: 338: 329: 328: 292: 278: 255:Chebyshev series 230: 228: 227: 222: 217: 185: 179: 146: 144: 143: 138: 126: 124: 123: 118: 106: 104: 103: 98: 86: 84: 83: 80:{\displaystyle } 78: 54: 52: 51: 46: 444: 443: 439: 438: 437: 435: 434: 433: 419: 418: 410: 405: 404: 397: 380: 376: 369: 339: 332: 317: 283:Revol, Nathalie 279: 275: 270: 262:Remez algorithm 239: 213: 181: 163: 157: 154: 153: 132: 129: 128: 112: 109: 108: 92: 89: 88: 60: 57: 56: 40: 37: 36: 22:L approximation 12: 11: 5: 442: 432: 431: 417: 416: 409: 408:External links 406: 403: 402: 395: 374: 367: 330: 315: 293:(1 ed.). 272: 271: 269: 266: 238: 235: 234: 233: 232: 231: 220: 216: 212: 209: 206: 203: 200: 197: 194: 191: 188: 184: 178: 175: 172: 169: 166: 162: 136: 116: 96: 76: 73: 70: 67: 64: 44: 9: 6: 4: 3: 2: 441: 430: 427: 426: 424: 415: 412: 411: 398: 392: 388: 384: 378: 370: 368:0-387-00215-4 364: 360: 356: 352: 347: 346: 337: 335: 326: 322: 318: 312: 308: 304: 300: 296: 291: 290: 284: 277: 273: 265: 263: 258: 256: 252: 251:Taylor series 247: 244: 218: 207: 201: 198: 192: 186: 176: 173: 170: 167: 164: 152: 151: 150: 149: 148: 134: 114: 94: 71: 68: 65: 42: 33: 31: 27: 23: 19: 386: 377: 344: 288: 276: 259: 248: 240: 147:to minimize 34: 25: 21: 17: 15: 396:0521295149 325:2009939668 297:. p.  295:Birkhäuser 268:References 199:− 174:≤ 168:≤ 423:Category 393:  365:  323:  313:  353:–11. 391:ISBN 363:ISBN 321:LCCN 311:ISBN 241:The 20:(or 355:doi 303:doi 299:376 161:max 24:or 425:: 361:. 351:49 333:^ 319:. 309:. 301:. 264:. 16:A 399:. 371:. 357:: 327:. 305:: 219:. 215:| 211:) 208:x 205:( 202:p 196:) 193:x 190:( 187:f 183:| 177:b 171:x 165:a 135:n 115:p 95:n 75:] 72:b 69:, 66:a 63:[ 43:f

Index

mathematical function
Weierstrass approximation theorem
Taylor series
Chebyshev series
Remez algorithm
Revol, Nathalie
Handbook of Floating-Point Arithmetic
Birkhäuser
376
doi
10.1007/978-0-8176-4705-6
ISBN
978-0-8176-4704-9
LCCN
2009939668


Interpolation and Approximation by Polynomials
49
doi
10.1007/0-387-21682-0_2
ISBN
0-387-00215-4
Powell, M. J. D.
ISBN
0521295149
Minimax approximation algorithm at MathWorld
Category
Numerical analysis

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