[Math] How to best approximate higher-degree polynomial in space of lower-degree polynomials

approximationapproximation-theorychebyshev polynomials

My question is: Find the best 1-degree approximating polynomial of $f(x)=2x^3+x^2+2x-1$ on $[-1,1]$ in the uniform norm(NOT in the least square sense please)?

Orginially, as the title of the post suggests, I'm asking the general problem: given an $n$-th degree polynomial $p(x)$ on $[-1,1]$, find the best approximation $q(x)$ in lower degree($j<n$) polynomial space: $\min_{\operatorname{deg}q(x)=j} \max_{x\in[-1,1]}\| p(x)-q(x)\|$. Now I realize it's too difficult. I woud be content if someone can give me answer to the question above.

Best Answer

This is called the minimax approximation problem and we will use some geometry to help us solve this problem. First define

$$\epsilon(x)=2x^3+x^2+2x-1-(ax+b)$$

enter image description here

So looking at this picture here, the blue curve is the cubic function we are trying to approximate. And the purple curve is what our minimax approximation should roughly looks like. Let us define the max absolute error

$$\rho=\max_{-1\leq x \leq1}|\epsilon(x)|$$

we also see here that this max error is achieved exactly at three points

$$\epsilon(-1)=\rho=\epsilon(1) \textrm{ and } \epsilon(x_1)=-\rho$$

where I have the fat red vertical line at $x=x_1$. In addition, $\epsilon(x)$ achieves its minimum at $x=x_1$ so we have $\epsilon'(x_1)=0$. So now we solve four equations with four unknowns (a nonlinear system in this case) and get

$$a=4,b=\frac{-35-13\sqrt{13}}{108},x_1=\frac{-1+\sqrt{13}}{6},\rho=\frac{35+13\sqrt{13}}{108}$$

or better yet

$$a=4,b=-0.758076,x_1=0.434259, \rho=0.758076$$

so we know what the minimax line is, what the max error is and where is it achieved. In case you get two solutions while trying to solve this system, then remember to pick the solution where $\rho$ is positive.

Oh and the algorithm you are looking for is Remez algorithm and you might also want to look at

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