Minimax approximation algorithm
Encyclopedia
Polynomial expansions such as the Taylor series
expansion are often convenient for theoretical work but less useful for practical applications. For practical work it is often desirable to minimize the maximum absolute or relative error of a polynomial fit for any given number of terms in an effort to reduce computational expense of repeated evaluation.
Algorithms that minimize the maximum error are known as Minimax approximation algorithms. One popular approach is the Remez algorithm
.
Taylor series
In mathematics, a Taylor series is a representation of a function as an infinite sum of terms that are calculated from the values of the function's derivatives at a single point....
expansion are often convenient for theoretical work but less useful for practical applications. For practical work it is often desirable to minimize the maximum absolute or relative error of a polynomial fit for any given number of terms in an effort to reduce computational expense of repeated evaluation.
Algorithms that minimize the maximum error are known as Minimax approximation algorithms. One popular approach is the Remez algorithm
Remez algorithm
The Remez algorithm , published by Evgeny Yakovlevich Remez in 1934 is an iterative algorithm used to find simple approximations to functions, specifically, approximations by functions in a Chebyshev space that are the best in the uniform norm L∞ sense.A typical...
.