Equioscillation theorem


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 be a continuous function from to. Among all the polynomials of degree, the polynomial minimizes the uniform norm of the difference if and only if there are points such that where.

Algorithms

Several minimax approximation algorithms are available, the most common being the Remez algorithm.