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Approximation theory

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Approximation theory is a branch of mathematics focused on representing complex functions using simpler ones. In many real-world applications, calculating a precise mathematical function is too difficult or slow. Approximation theory seeks to find the best possible substitute and characterize the errors introduced by this substitution. A "best" approximation depends entirely on the specific needs of the application. For instance, a computer mathematical library needs to perform calculations quickly using only basic operations like addition and multiplication.

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To achieve high accuracy, mathematicians often use polynomials or rational functions, which are ratios of two polynomials. The goal is to keep the approximation as close to the actual function as possible. This level of accuracy often matches the limits of a computer's floating point arithmetic. One way to improve accuracy is to use a polynomial of a higher degree. Another method is to narrow the domain, which is the specific interval of numbers being studied. Modern mathematical libraries often divide a large domain into many tiny segments. They then apply a low-degree polynomial to each small segment to maintain precision.

Finding the most accurate substitute involves searching for an optimal polynomial. Once a mathematician chooses a specific interval and a polynomial degree, they seek to minimize the worst-case error. This means they want to minimize the maximum value of the difference between the actual function, $f(x)$, and the approximating polynomial, $P(x)$. For well-behaved functions, an $N$th-degree polynomial can create an error curve that oscillates between a positive and negative value. This error curve will oscillate a total of $N+2$ times. According to the equioscillation theorem, such a polynomial is always optimal for interpolating $N+1$ points.

. Vertical divisions are 10\u22125. Maximum error for the optimal polynomial is 6.07 \u00d7 10\u22125.]

One effective method for finding a near-optimal approximation is the Chebyshev approximation. This technique involves expanding a function in terms of Chebyshev polynomials and then cutting off the expansion at a desired degree. This process is similar to Fourier analysis, which uses trigonometric functions to represent data. Chebyshev polynomials are unique because they are "level," meaning they oscillate between $+1$ and $-1$ over the interval $[-1, 1]$. If a Chebyshev expansion is cut off after the $N$th term, the resulting error is close to a level function with $N+2$ extrema. This makes the result very close to the true optimal polynomial.

. Vertical divisions are 10\u22124. Maximum error for the optimal polynomial is 5.47 \u00d7 10\u22124.]

While Chebyshev approximations are very useful, they are not always perfectly optimal. In some cases, the error might be slightly better or worse than the optimal version. For example, the discrepancy is less significant for the exponential function, $\exp(x)$, because it has a very rapidly converging power series. This makes the error for $\exp(x)$ smaller than the error for the logarithm function, $\log(x)$. Chebyshev approximation serves as the mathematical foundation for Clenshaw\u2013Curtis quadrature, which is a technique used for numerical integration.

To find a truly optimal polynomial, mathematicians use the Remez algorithm. This is an iterative algorithm, meaning it repeats a sequence of steps to reach a solution. The algorithm works by solving a system of $N+2$ linear equations to find a polynomial that produces alternating error values at specific test points. After the first step, the test points might not be at the actual locations of the maximum or minimum errors. To fix this, the algorithm uses Newton's method to move the test points to the correct locations where the error function's derivative is zero.

. Vertical divisions are 10\u22124.]

The Remez algorithm is highly efficient because it exhibits quadratic convergence for well-behaved functions. This means that if the test points are within a certain distance of the correct result, they will be much closer after the next round of calculations. To ensure success, the entire process must be carried out using much higher precision than the desired final result. Scientists often start the algorithm using the extrema of a Chebyshev polynomial as the initial test points. This provides a strong starting position that allows the algorithm to converge rapidly to the optimal polynomial.

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