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In mathematics the Chebyshev polynomials, named after Pafnuty Chebyshev,[1] are a sequence of orthogonal

polynomials which are related to de Moivre's formula and which can be defined recursively. One usually

distinguishes between Chebyshev polynomials of the first kind which are denoted Tn and Chebyshev

polynomials of the second kind which are denoted Un. The letter T is used because of the alternative

transliterations of the name Chebyshev as Tchebycheff, Tchebyshev (French) or Tschebyschow (German).

The Chebyshev polynomials Tn or Un are polynomials of degree n and the sequence of Chebyshev

polynomials of either kind composes a polynomial sequence.

The Chebyshev polynomials Tn are polynomials with the largest possible leading coefficient, but subject to the

condition that their absolute value on the interval [−1,1] is bounded by 1. They are also the extremal

polynomials for many other properties.[2]

Chebyshev polynomials are important in approximation theory because the roots of the Chebyshev polynomials

of the first kind, which are also called Chebyshev nodes, are used as nodes in polynomial interpolation. The

resulting interpolation polynomial minimizes the problem of Runge's phenomenon and provides an

approximation that is close to the polynomial of best approximation to a continuous function under the

maximum norm. This approximation leads directly to the method of Clenshaw–Curtis quadrature.

In the study of differential equations they arise as the solution to the Chebyshev differential equations

and

for the polynomials of the first and second kind, respectively. These equations are special cases of the Sturm–

Liouville differential equation.

Contents

1 Definition

1.1 Trigonometric definition

1.2 Pell equation definition

1.3 Products of Chebyshev polynomials

2 Relations between Chebyshev polynomials of the first and second kinds

3 Explicit expressions

4 Properties

4.1 Symmetry

4.2 Roots and extrema

4.3 Differentiation and integration

4.4 Orthogonality

4.5 Minimal ∞-norm

4.6 Other properties

4.7 Generalized Chebyshev polynomials

5 Examples

5.1 First kind

5.2 Second kind

6 As a basis set

6.1 Example 1

6.2 Example 2

6.3 Partial sums

6.4 Polynomial in Chebyshev form

7 Spread polynomials

8 Shifted Chebyshev polynomials

9 See also

10 Notes

11 References

12 External links

Definition

The Chebyshev polynomials of the first kind are defined by the

recurrence relation

Plot of the first five Chebyshev T

polynomials

polynomials

The generating function relevant for 2-dimensional potential theory and multipole expansion is

The Chebyshev polynomials of the second kind are defined by the recurrence relation

The ordinary generating function for Un is

Trigonometric definition

The Chebyshev polynomials of the first kind can be defined as the unique polynomials satisfying

for n = 0, 1, 2, 3, ... which is a variant (equivalent transpose) of Schröder's equation, viz. Tn(x) is

functionally conjugate to nx, codified in the nesting property below. Further compare to the spread

polynomials, in the section below.

or

That cos nx is an nth-degree polynomial in cos x can be seen by observing that cos nx is the real part of one

side of de Moivre's formula. The real part of the other side is a polynomial in cos x and sin x, in which all

powers of sin x are even and thus replaceable through the identity cos2 x + sin2 x = 1. By the same

reasoning, sin nx is the imaginary part of the polynomial, in which all powers of sin x are odd and thus, if one

is factored out, the remaining can be replaced to create a (n-1)th-degree polynomial in cos x.

The identity is quite useful in conjunction with the recursive generating formula, inasmuch as it enables one to

calculate the cosine of any integral multiple of an angle solely in terms of the cosine of the base angle.

and

and so forth.

Two immediate corollaries are the composition identity (or nesting property specifying a semigroup)

and the expression of complex exponentiation in terms of Chebyshev polynomials: given z = a + bi,

The Chebyshev polynomials can also be defined as the solutions to the Pell equation

in a ring R[x].[3] Thus, they can be generated by the standard technique for Pell equations of taking powers of a

fundamental solution:

When working with Chebyshev polynomials quite often products of two of them occur. These products can be

reduced to combinations of Chebyshev polynomials with lower or higher degree and concluding statements

about the product are easier to make. It shall be assumed that in the following the index m is greater than or

equal to the index n and n is not negative. For Chebyshev polynomials of the first kind the product expands to

For n = 1 this results in the already known recurrence formula, just arranged differently, and with n = 2 it

For n = 1 this results in the already known recurrence formula, just arranged differently, and with n = 2 it

forms the recurrence relation for all even or all odd Chebyshev polynomials (depending on the parity of the

lowest m) which allows to design functions with prescribed symmetry properties. Three more useful formulas

for evaluating Chebyshev polynomials can be concluded from this product expansion:

For Chebyshev polynomials of the second kind with products may be written as:

for m ≥ n.

By this, like above, with n = 2 the recurrence formula of Chebyshev polynomials of the second kind forms for

both types of symmetry to

kinds

The Chebyshev polynomials of the first and second kinds correspond to a complementary pair of Lucas

sequences Ṽn(P,Q) and Ũn(P,Q) with parameters P = 2x and Q = 1:

The Chebyshev polynomials of the first and second kinds are also connected by the following relations:

The recurrence relationship of the derivative of Chebyshev polynomials can be derived from these relations:

This relationship is used in the Chebyshev spectral method of solving differential equations.

Explicit expressions

Different approaches to defining Chebyshev polynomials lead to different explicit expressions such as:

with inverse

where the prime at the sum symbol indicates that the contribution of j = 0 needs to be halved if it appears.

where 2F1 is a hypergeometric function.

Properties

Symmetry

That is, Chebyshev polynomials of even order have even symmetry and contain only even powers of x.

Chebyshev polynomials of odd order have odd symmetry and contain only odd powers of x.

A Chebyshev polynomial of either kind with degree n has n different simple roots, called Chebyshev roots, in

the interval [−1,1]. The roots of the Chebyshev polynomial of the first kind are sometimes called Chebyshev

nodes because they are used as nodes in polynomial interpolation. Using the trigonometric definition and the

fact that

Similarly, the roots of Un are

One unique property of the Chebyshev polynomials of the first kind is that on the interval −1 ≤ x ≤ 1 all of the

extrema have values that are either −1 or 1. Thus these polynomials have only two finite critical values, the

defining property of Shabat polynomials. Both the first and second kinds of Chebyshev polynomial have

extrema at the endpoints, given by:

The derivatives of the polynomials can be less than straightforward. By differentiating the polynomials in their

trigonometric forms, it's easy to show that:

The last two formulas can be numerically troublesome due to the division by zero ( 00 indeterminate form,

specifically) at x = 1 and x = −1. It can be shown that:

Proof

which, if evaluated as shown above, poses a problem because it is indeterminate at x = ±1.

Since the function is a polynomial, (all of) the derivatives must exist for all real numbers, so the

taking to limit on the expression above should yield the desired value:

Since the limit as a whole must exist, the limit of the numerator and denominator must

independently exist, and

The denominator (still) limits to zero, which implies that the numerator must be limiting to zero,

i.e. Un − 1(1) = nTn(1) = n which will be useful later on. Since the numerator and

denominator are both limiting to zero, L'Hôpital's rule applies:

The proof for x = −1 is similar, with the fact that Tn(−1) = (−1) n being important.

This latter result is of great use in the numerical solution of eigenvalue problems.

where the prime at the summation symbols means that the term contributed by k = 0 is to be halved, if it

appears.

and the recurrence relation for the first kind polynomials involving derivatives establishes that

and

Orthogonality

Both Tn and Un form a sequence of orthogonal polynomials. The polynomials of the first kind are orthogonal

with respect to the weight

This can be proven by letting x = cos θ and using the defining identity Tn(cos θ) = cos nθ.

Similarly, the polynomials of the second kind are orthogonal with respect to the weight

(Note that the measure √1 − x2 dx is, to within a normalizing constant, the Wigner semicircle distribution.)

where the xk are the N Chebyshev nodes (see above) of TN(x)

For the polynomials of the second kind and with the same Chebyshev nodes xk there are similar sums:

Based on the N zeros of the Chebyshev polynomial of the second kind UN(x)

Minimal ∞-norm

For any given n ≥ 1, among the polynomials of degree n with leading coefficient 1,

is the one of which the maximal absolute value on the interval [−1, 1] is minimal.

Proof

Let's assume that wn(x) is a polynomial of degree n with leading coefficient 1 with maximal

absolute value on the interval [−1,1] less than 1 / 2n − 1.

Define

From the intermediate value theorem, fn(x) has at least n roots. However, this is impossible, as

fn(x) is a polynomial of degree n − 1, so the fundamental theorem of algebra implies it has at

most n − 1 roots.

Remark: By the Equioscillation theorem, among all the polynomials of degree ≤ n, the polynomial f minimizes

|| f ||∞ on [−1,1] if and only if there are n + 2 points −1 ≤ x0 < x1 < ... < xn + 1 ≤ 1 such that

| f(xi) | = || f ||∞.

Of course, the null polynomial on the interval [−1,1] can be approach by itself and minimizes the ∞-norm.

Above, however, | f | reaches its maximum only n + 1 times because we are searching for the best polynomial

of degree n ≥ 1 (therefore the theorem evoked previously cannot be used).

Other properties

The Chebyshev polynomials are a special case of the ultraspherical or Gegenbauer polynomials, which

themselves are a special case of the Jacobi polynomials:

For every nonnegative integer n, Tn(x) and Un(x) are both polynomials of degree n. They are even or odd

functions of x as n is even or odd, so when written as polynomials of x, it only has even or odd degree terms

respectively. In fact,

and

Several polynomial sequences like Lucas polynomials (Ln), Dickson polynomials (Dn), Fibonacci polynomials

(Fn) are related to Chebyshev polynomials Tn and Un.

which is easily proved from the product-to-sum formula for the cosine. The polynomials of the second kind

satisfy the similar relation

For x ≠ 0,

and

which follows from the fact that this holds by definition for x = eiθ.

Let

Generalized Chebyshev polynomials

where a is not necessarily an integer, and 2F1(a, b; c; z) is the Gaussian hypergeometric function. They have

the power series expansion

Examples

First kind

A028297

kind in the domain −1 < x < 1 : The flat T0, T1,

T2, T3, T4 and T5.

Second kind

The first few Chebyshev polynomials of the second kind are A053117

The first few Chebyshev polynomials of the second

kind in the domain −1 < x < 1 : The flat U0, U1,

U2, U3, U4 and U5. Although not visible in the

image, Un(1) = n + 1 and

Un(−1) = (n + 1)(−1) n.

As a basis set

In the appropriate Sobolev space, the set of Chebyshev polynomials form an orthonormal basis, so that a

function in the same space can, on −1 ≤ x ≤ 1 be expressed via the expansion:[4]

Furthermore, as mentioned previously, the Chebyshev polynomials form an orthogonal basis which (among

other things) implies that the coefficients an can be determined easily through the application of an inner

product. This sum is called a Chebyshev series or a Chebyshev expansion.

Since a Chebyshev series is related to a Fourier cosine series through a change of variables, all of the theorems,

identities, etc. that apply to Fourier series have a Chebyshev counterpart.[4] These attributes include:

The Chebyshev series converges to f(x) if the function is piecewise smooth and continuous. The

smoothness requirement can be relaxed in most cases — as long as there are a finite number of

discontinuities in f(x) and its derivatives.

At a discontinuity, the series will converge to the average of the right and left limits.

The abundance of the theorems and identities inherited from Fourier

series make the Chebyshev polynomials important tools in numeric

analysis; for example they are the most popular general purpose

basis functions used in the spectral method,[4] often in favor of

trigonometric series due to generally faster convergence for

continuous functions (Gibbs' phenomenon is still a problem).

Example 1

inner product or by the discrete orthogonality condition. For the

inner product,

y = −x3H(−x), where H is the

Heaviside step function, and (bottom) the

5th partial sum of its Chebyshev

expansion. The 7th sum is

indistinguishable from the original

function at the resolution of the graph.

which gives

Alternatively, when you cannot evaluate the inner product of the function you are trying to approximate, the

discrete orthogonality condition gives an often useful result for approximate coefficients,

where δij is the Kronecker delta function and the xk are the N Gauss–Chebyshev zeros of TN(x):

For any N, these approximate coefficients provide an exact approximation to the function at x with a

For any N, these approximate coefficients provide an exact approximation to the function at xk with a

controlled error between those points. The exact coefficients are obtained with N = ∞, thus representing the

function exactly at all points in [−1,1]. The rate of convergence depends on the function and its smoothness.

This allows us to compute the approximate coefficients an very efficiently through the discrete cosine

transform

Example 2

Partial sums

are very useful in the approximation of various functions and in the solution of differential equations (see

spectral method). Two common methods for determining the coefficients an are through the use of the inner

product as in Galerkin's method and through the use of collocation which is related to interpolation.

As an interpolant, the N coefficients of the (N − 1)th partial sum are usually obtained on the Chebyshev–

Gauss–Lobatto[5] points (or Lobatto grid), which results in minimum error and avoids Runge's phenomenon

associated with a uniform grid. This collection of points corresponds to the extrema of the highest order

polynomial in the sum, plus the endpoints and is given by:

An arbitrary polynomial of degree N can be written in terms of the Chebyshev polynomials of the first kind.[6]

Such a polynomial p(x) is of the form

Spread polynomials

The spread polynomials are in a sense equivalent to the Chebyshev polynomials of the first kind, but enable one

to avoid square roots and conventional trigonometric functions in certain contexts, notably in rational

trigonometry.

Shifted Chebyshev polynomials of the first kind are defined as

Note that when the argument of the Chebyshev polynomial is in the range of 2x − 1 ∈ [−1,1] the argument

of the shifted Chebyshev polynomial is x ∈ [0,1]. Similarly, one can define shifted polynomials for generic

intervals [a,b].

See also

Chebyshev filter

Chebyshev cube root

Dickson polynomials

Legendre polynomials

Hermite polynomials

Romanovski polynomials

Chebyshev rational functions

Approximation theory

The Chebfun system

Discrete Chebyshev transform

Markov brothers' inequality

Notes

1. Chebyshev polynomials were first presented in: .PL. Chebyshev (1854) "Théorie des mécanismes connus sous le nom

de parallélogrammes,"Mémoires des Savants étrangers présentés à ’Académie

l de Saint-Pétersbourg, vol. 7, pages

539–586.

2. Rivlin, Theodore J.The Chebyshev polynomials.Pure and Applied Mathematics.Wiley-Interscience [John Wiley &

Sons], New York-London-Sydney,1974. Chapter 2, "Extremal Properties", pp. 56--123.

3. Jeroen Demeyer Diophantine Sets over Polynomial Rings and Hilbert's eTnth Problem for Function Fields(http://cage.u

gent.be/~jdemeyer/phd.pdf), Ph.D. theses (2007), p.70.

4. Boyd, John P. (2001). Chebyshev and Fourier Spectral Methods(http://www-personal.umich.edu/~jpboyd/aaabook_950

0may00.pdf) (PDF) (second ed.). Dover. ISBN 0-486-41183-4.

5. Chebyshev Interpolation: An Interactive T our (http://www.scottsarra.org/chebyApprox/chebyshevApprox.html)

6. For more information on the coefficients, see: Mason, J. C. and Handscomb, D. C. (2002).Chebyshev Polynomials.

Taylor & Francis.

References

Abramowitz, Milton; Stegun, Irene Ann, eds. (1983) [June 1964]. "Chapter 22". Handbook of

Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Applied Mathematics Series.

55 (Ninth reprint with additional corrections of tenth original printing with corrections (December 1972);

first ed.). Washington D.C.; New York: United States Department of Commerce, National Bureau of

Standards; Dover Publications. p. 773. ISBN 978-0-486-61272-0. LCCN 64-60036. MR 0167642.

LCCN 65-12253.

Dette, Holger (1995). "A Note on Some Peculiar Nonlinear Extremal Phenomena of the Chebyshev

Polynomials". Proceedings of the Edinburgh Mathematical Society. 38 (2): 343–355.

doi:10.1017/S001309150001912X.

Elliott, David (1964). "The evaluation and estimation of the coefficients in the Chebyshev Series

expansion of a function". Math. Comp. 18 (86): 274–284. MR 0166903. doi:10.1090/S0025-5718-1964-

0166903-7.

Eremenko, A.; Lempert, L. (1994). "An Extremal Problem For Polynomials]" (PDF) . Proceedings of the

American Mathematical Society. 122 (1): 191–193. MR 1207536. doi:10.1090/S0002-9939-1994-

1207536-1.

Hernandez, M. A. (2001). "Chebyshev's approximation algorithms and applications". Comp. Math.

Applic. 41: 433–445.

Mason, J. C. (1984). "Some properties and applications of Chebyshev polynomial and rational

approximation". Lect. Not. Math. 1105: 27–48. doi:10.1007/BFb0072398.

Mason, J. C.; Handscomb, D. C. (2002). Chebyshev Polynomials. Taylor & Francis.

Mathar, R. J. (2006). "Chebyshev series expansion of inverse polynomials". J. Comput. Appl. Math. 196:

596–607. doi:10.1016/j.cam.2005.10.013.

Koornwinder, Tom H.; Wong, Roderick S. C.; Koekoek, Roelof; Swarttouw, René F. (2010), "Orthogonal

Polynomials", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W., NIST

Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0521192255,

MR 2723248

Remes, Eugene. "On an Extremal Property of Chebyshev Polynomials" (PDF) .

Salzer, Herbert E. (1976). "Converting interpolation series into Chebyshev Series by Recurrence

Formulas". Math. Comp. 30 (134): 295–302. MR 0395159. doi:10.1090/S0025-5718-1976-0395159-3.

Scraton, R. E. (1969). "The Solution of integral equations in Chebyshev series". Math. Comput. 23 (108):

837–844. MR 0260224. doi:10.1090/S0025-5718-1969-0260224-4.

Smith, Lyle B. (1966). "Algorithm 277, Computation of Chebyshev series coefficients". Comm. ACM. 9

(2): 86–87. doi:10.1145/365170.365195.

Suetin, P. K. (2001), "C/c021940", in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer,

ISBN 978-1-55608-010-4

External links

Weisstein, Eric W. "Chebyshev Polynomial of the First Kind". MathWorld.

Chebyshev Interpolation: An Interactive Tour, includes illustrative Java applet.

Numerical Computing with Functions: The Chebfun Project

Is there an intuitive explanation for an extremal property of Chebyshev polynomials?

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