Chebyshev nodes
In numerical analysis, Chebyshev nodes are the roots of the Chebyshev polynomial of the first kind, which are algebraic numbers. They are often used as nodes in polynomial interpolation because the resulting interpolation polynomial minimizes the effect of Runge's phenomenon.[1]
Definition
For a given natural number n, Chebyshev nodes in the interval (−1, 1) are
These are the roots of the Chebyshev polynomial of the first kind of degree n. For nodes over an arbitrary interval [a, b] an affine transformation can be used:
Approximation
The Chebyshev nodes are important in approximation theory because they form a particularly good set of nodes for polynomial interpolation. Given a function ƒ on the interval and
points
in that interval, the interpolation polynomial is that unique polynomial
of degree at most
which has value
at each point
. The interpolation error at
is
for some in [−1, 1].[2] So it is logical to try to minimize
This product Π is a monic polynomial of degree n. It may be shown that the maximum absolute value of any such polynomial is bounded below by 21−n. This bound is attained by the scaled Chebyshev polynomials 21−n Tn, which are also monic. (Recall that |Tn(x)| ≤ 1 for x ∈ [−1, 1].[3]). Therefore, when interpolation nodes xi are the roots of Tn, the interpolation error satisfies
For an arbitrary interval [a, b] a change of variable shows that
Notes
- ↑ Fink, Kurtis D., and John H. Mathews. Numerical Methods using MATLAB. Upper Saddle River, NJ: Prentice Hall, 1999. 3rd ed. pp. 236-238.
- ↑ Stewart (1996), (20.3)
- ↑ Stewart (1996), Lecture 20, §14
References
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Further reading
- Burden, Richard L.; Faires, J. Douglas: Numerical Analysis, 8th ed., pages 503–512, ISBN 0-534-39200-8.