Minimax approximation algorithm

A minimax approximation algorithm (or L approximation or uniform approximation) is a method to find an approximation of a mathematical function that minimizes maximum error.[1][2]

For example, given a function defined on the interval and a degree bound , a minimax polynomial approximation algorithm will find a polynomial of degree at most to minimize

[3]
  1. ^ Muller, Jean-Michel; Brisebarre, Nicolas; de Dinechin, Florent; Jeannerod, Claude-Pierre; Lefèvre, Vincent; Melquiond, Guillaume; Revol, Nathalie; Stehlé, Damien; Torres, Serge (2010). Handbook of Floating-Point Arithmetic (1 ed.). Birkhäuser. p. 376. doi:10.1007/978-0-8176-4705-6. ISBN 978-0-8176-4704-9. LCCN 2009939668.
  2. ^ Phillips, George M. (2003). "Best Approximation". Interpolation and Approximation by Polynomials. CMS Books in Mathematics. Springer. pp. 49–11. doi:10.1007/0-387-21682-0_2. ISBN 0-387-00215-4.
  3. ^ Powell, M. J. D. (1981). "7: The theory of minimax approximation". Approximation Theory and Methods. Cambridge University Press. ISBN 0521295149.