AN ITERATIONMETHOD OF FINDINGTHE BEST

APPROXIMATIONPOLYNOMIAL*
A.A.KORNEICHUK and N.Yu.SHIRIKOVA
Duha
(Received 31 March 1967)

IN this paper a simple method is proposed for finding the best polynomial
approximation Pnml ( x ) o f a continuous function defined in a finite segment. It
is known that such a polynomial Pn-, (x) exists. It is also known that in the
segment there exist n + 1 points of alternance at which the difference

R,_i (5) = f(z) - P,-I (5)

assumes alternately the values +En_l and -En_ r, where

IE?I-!I= sup ]f(~)-Pn_1(Z)I.

sda,bl

‘I%e most universal method of finding the best approximation polynomial is

considered to be the second algorithm of Remez. In this algorithm some initial
approximation has to be taken for the points of alternance, and the polynomial
Pn _ Jr) found which is such that at these points the difference R,_, (4 assumes
the same values with alternating sign. Then the points of extrema of R,_, (x)
are found and these are taken as the new approximation of the points of
altemance, and so on.

It is known that iterations of this type converge and give in the limit the best
polynomial approximation. However, this method requires the calculation of a
large number of values of the functions and of their derivatives, and this is
often undesirable.

Our method of finding the best polynomial approximation is much less

laborious but is not applicable to every continuous function. The restrictions
imposed on the function will be clear from the algorithm proposed below.

We suppose that the function is defined in the segment r-1, l] and

* M. vpchisl. Mot. mat. Fiz. 8, 3,670-674,
1968.