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org/wiki/Chebyshev_polynomials
Chebyshev polynomials
From Wikipedia, the free encyclopedia
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 ClenshawCurtis 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
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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
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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
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 Schrder'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
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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
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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
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
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kinds
The Chebyshev polynomials of the first and second kinds correspond to a complementary pair of Lucas
sequences n(P,Q) and n(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:
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with inverse
where the prime at the sum symbol indicates that the contribution of j = 0 needs to be halved if it appears.
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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
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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:
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Proof
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'Hpital's rule applies:
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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 and using the defining identity Tn(cos ) = cos n.
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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.)
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)
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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.
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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
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For x 0,
and
which follows from the fact that this holds by definition for x = ei.
Let
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
The first few Chebyshev polynomials of the first kind are A028297
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Second kind
The first few Chebyshev polynomials of the second kind are A053117
As a basis set
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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
One can find the coefficients an either through the application of an inner product or by the discrete
orthogonality condition. For the inner product,
which gives
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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
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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
GaussLobatto[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.
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
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Notes
1. Chebyshev polynomials were first presented in: P. L. Chebyshev (1854) "Thorie des mcanismes connus sous le
nom de paralllogrammes," Mmoires des Savants trangers prsents lAcadmie de Saint-Ptersbourg, vol. 7,
pages 539586.
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 Tenth Problem for Function Fields
(http://cage.ugent.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_9500may00.pdf) (PDF) (second ed.). Dover. ISBN 0-486-41183-4.
5. Chebyshev Interpolation: An Interactive Tour (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" (http://www.math.sfu.ca
/~cbm/aands/page_773.htm). 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 (https://lccn.loc.gov/64-60036). MR 0167642
(https://www.ams.org/mathscinet-getitem?mr=0167642). LCCN 65-12253 (https://lccn.loc.gov
/65012253).
Dette, Holger (1995). "A Note on Some Peculiar Nonlinear Extremal Phenomena of the Chebyshev
Polynomials". Proceedings of the Edinburgh Mathematical Society. 38 (2): 343355.
doi:10.1017/S001309150001912X (https://doi.org/10.1017%2FS001309150001912X).
Elliott, David (1964). "The evaluation and estimation of the coefficients in the Chebyshev Series
expansion of a function". Math. Comp. 18 (86): 274284. MR 0166903 (https://www.ams.org/mathscinet-
getitem?mr=0166903). doi:10.1090/S0025-5718-1964-0166903-7 (https://doi.org
/10.1090%2FS0025-5718-1964-0166903-7).
Eremenko, A.; Lempert, L. (1994). "An Extremal Problem For Polynomials]"
(http://www.math.purdue.edu/~eremenko/dvi/lempert.pdf) (PDF). Proceedings of the American
Mathematical Society. 122 (1): 191193. MR 1207536 (https://www.ams.org/mathscinet-
getitem?mr=1207536). doi:10.1090/S0002-9939-1994-1207536-1 (https://doi.org
/10.1090%2FS0002-9939-1994-1207536-1).
Hernandez, M. A. (2001). "Chebyshev's approximation algorithms and applications". Comp. Math.
Applic. 41: 433445.
Mason, J. C. (1984). "Some properties and applications of Chebyshev polynomial and rational
approximation". Lect. Not. Math. 1105: 2748. doi:10.1007/BFb0072398 (https://doi.org
/10.1007%2FBFb0072398).
Mason, J. C.; Handscomb, D. C. (2002). Chebyshev Polynomials (https://books.google.com
/books?id=8FHf0P3to0UC). Taylor & Francis.
Mathar, R. J. (2006). "Chebyshev series expansion of inverse polynomials". J. Comput. Appl. Math. 196:
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External links
Weisstein, Eric W. "Chebyshev Polynomial of the First Kind" (http://mathworld.wolfram.com
/ChebyshevPolynomialoftheFirstKind.html). MathWorld.
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