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Polynomial approximation and Chebyshev interpolation

1 · Prerequisites

2 · Summary

For f∈C[−1,1], En(f) is the best degree-n uniform error. The first-kind root and Chebyshev–Lobatto interpolation operators use their specified n+1 angular nodes, with the one-node case stated separately. Their Lebesgue constants are bounded by (4+(π+4)/log⁡2)log⁡(n+1) for n≥1, and their interpolation errors are at most (1+Λn)En(f).

The logarithmic estimate is proved from the trigonometric cardinal formulas, nearest-node separation, and a harmonic sum. Weierstrass density proves only En(f)→0; interpolation convergence requires a rate strong enough to control the logarithmic factor. Barycentric evaluation and finite-precision conditioning are separate topics. No stability claim for rounded evaluations is made here.

3 · Logical flowchart

4 · Definitions, theorems and proofs

DefinitionDefinition: Literature-sourcedProof: Not applicablejudge pass (gpt-6-luna)Open item page →

Best uniform polynomial error and Chebyshev interpolation operators

Definition

Let C[−1,1] be the real continuous functions on [−1,1], with ∥f∥∞:=sup⁡x∈[−1,1]∣f(x)∣. Let Pn be the restrictions to [−1,1] of real polynomials of degree at most n, including the zero polynomial. Interval notation is that of Intervals of R: the nine order-convex forms, nondegeneracy, and length. Continuity and polynomial degree have the conventions of Continuity of f:A→R at a point of A and on A: the ε-δ condition, its agreement with lim⁡x→cf(x)=f(c) at a limit point, and continuity at an isolated point and Formal real polynomials, evaluation, degree, leading coefficient, and monic polynomials.

For each n∈N (with naturals in real expressions interpreted by their canonical real images), the first-kind Chebyshev root angles and nodes are θjR,n=(2j+1)π2n+2,xjR,n=cos⁡θjR,n,0≤j≤n. They are the roots of Tn+1 by Tn(cos⁡θ)=cos⁡(nθ) and Un(cos⁡θ)sin⁡θ=sin⁡((n+1)θ) for every n∈N. For n≥1, the Chebyshev–Lobatto angles and nodes are θjL,n=jπn,xjL,n=cos⁡θjL,n,0≤j≤n. They include both endpoints and are the extrema of Tn by the same identity. At n=0, define the Lobatto node to be x0L,0=0. The cosine is strictly decreasing on [0,π], so each listed family has distinct nodes; the root family at n=0 also consists of 0.

For either family σ∈{R,L}, write its nodes as x0,…,xn and define ℓj,nσ(x)=∏0≤k≤nk≠jx−xkxj−xk,Inσf=∑j=0nf(xj)ℓj,nσ. These are the cardinal formula and interpolation sum of Cardinal-polynomial interpolation specialized to this node family. The displayed cosine arrays decrease, whereas that supplier orders nodes increasingly: use zi=xn−i and data yi=f(zi). Its cardinal function with index n−j is exactly the displayed ℓj,nσ, by reindexing the finite product, and its interpolation sum is Inσ. The empty product at n=0 is 1, so the same identification holds for the single node. Distinctness makes every denominator nonzero; Cardinal interpolation functions are polynomials of the stated degrees supplies the degree and cardinal values. The finite sum is linear in the data and maps C[−1,1] into Pn. Its operator norm is Λnσ:=sup⁡{∥Inσg∥∞:g∈C[−1,1], ∥g∥∞≤1}. If ℓj,nσ(x)=∑k=0najkxk, then ∣ℓj,nσ(x)∣≤∑k=0n∣ajk∣ for ∣x∣≤1; hence ∥Inσg∥∞≤∑j,k∣ajk∣<∞ whenever ∥g∥∞≤1. Define the best degree-n uniform approximation error by En(f):=inf⁡p∈Pn∥f−p∥∞.

These quantities are real and well-defined. Polynomial functions are continuous, and sums and scalar multiples of continuous functions remain continuous by Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function. The interval [−1,1]⊂R is nonempty, closed, and bounded, so For a nonempty subset of Rn with n≥1, compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent implies that for every such continuous function h there are finite minimum and maximum values mh,Mh. Since mh≤h(x)≤Mh, one has ∣h(x)∣≤max⁡(∣mh∣,∣Mh∣), so each supremum norm above is finite. The set defining Λnσ contains the zero function and is bounded above by the displayed finite coefficient sum. The set defining En(f) contains the zero polynomial and is bounded below by zero. Completeness of R (Complete ordered field (least-upper-bound property)) therefore gives the stated finite supremum and infimum. Also, n+1 has positive real image by The canonical natural ι(n)=n⋅1F of a field and Canonical naturals are positive and strictly increasing, and n has positive real image when n≥1; thus the root-angle denominator and the Lobatto denominator in its stated range are nonzero.

The displayed root-family nodes are all the real roots of Tn+1. The degree statement Degrees and leading coefficients of the Chebyshev polynomials gives deg⁡Tn+1=n+1, and A nonzero real polynomial of degree n has no more than n distinct real roots excludes any additional real root beyond the n+1 distinct nodes above.

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Sine chord and Lipschitz bounds

Statement

For 0≤u≤π/2, sin⁡u≥2uπ. For all real u,v, ∣sin⁡u−sin⁡v∣≤∣u−v∣.

Facts & Assumptions

Given: Real u,v, with 0≤u≤π/2 for the first inequality.

[F1]

The derivatives of sine and cosine are cosine and minus sine: sin⁡′=cos⁡, cos⁡′=−sin⁡, and sin⁡0=0.

[F3]

The mean value theorem, as the case g(x)=x of Cauchy's: for f continuous on [a,b] with a<b and differentiable on (a,b) there is c∈(a,b) with f(b)−f(a)=f′(c)(b−a): a function continuous on a closed interval and differentiable on its interior has a point where its endpoint increment equals its derivative times the interval length.

[F4]

Signs, monotonicity intervals, and ranges of sine and cosine, Quarter-turn values and shifts by pi/2 and pi, and The derivatives of sine and cosine are cosine and minus sine: 0≤sin⁡u on [0,π/2], ∣cos⁡u∣≤1 on R, and sin⁡(π/2)=1.

Proof

1.1givenF1F2F3F4F5constructalgebra

Define h(u)=sin⁡u−ucos⁡u. By [F1], [F2], and [F5], h is differentiable and hence continuous, with h′(u)=usin⁡u≥0 on (0,π/2) by [F4]. For u>0, the mean value theorem on [0,u] gives h(u)≥h(0)=0; at u=0 equality is immediate.

2.1givenF1F2F3F4F5step 1.1algebra

For 0<u<π/2, define r(u)=sin⁡u/u. By the quotient rule, the identity derivative in [F5], and step 1.1, r′(u)=(ucos⁡u−sin⁡u)/u2=−h(u)/u2≤0. The function r is continuous on [u,π/2] by [F5], so the mean value theorem gives r(u)≥r(π/2)=2/π by [F3] and [F4]; at u=π/2 equality holds. Multiplying by u and checking u=0 proves the first inequality.

3.1givenF1F3F4F5algebra∎

If u≠v, sine is continuous on the closed interval between them and differentiable inside by [F1] and [F5]. The mean value theorem gives ∣sin⁡u−sin⁡v∣=∣cos⁡c∣ ∣u−v∣≤∣u−v∣ for some interior c, by [F3] and [F4]. If u=v, both sides are zero.

LemmaStatement: Literature-sourcedProof: AI-adaptedprecheck passjudge pass (gpt-6-luna)Open item page →

Chebyshev cardinal interpolation reproduces polynomials and its norm is the cardinal sum

Statement

For either Chebyshev node family and every n≥0, the cardinal polynomials in Best uniform polynomial error and Chebyshev interpolation operators satisfy ℓj,nσ(xkσ,n)=1 when j=k and 0 otherwise. They are the unique degree-at-most-n polynomials with those cardinal values. Consequently Inσp=p for every p∈Pn. Moreover, Λnσ=sup⁡x∈[−1,1]∑j=0n∣ℓj,nσ(x)∣.

Facts & Assumptions

Given: An integer n≥0, one of the two node families, and p∈Pn.

[F1]

Best uniform polynomial error and Chebyshev interpolation operators: the node families are distinct, ℓj=∏k≠j(x−xk)/(xj−xk), Inf=∑jf(xj)ℓj, and Λn=sup⁡∥g∥∞≤1∥Ing∥∞.

[F2]

Existence and uniqueness of the cardinal-polynomial interpolant: at increasingly ordered distinct real nodes, the supplied cardinal sum is the unique real polynomial of degree at most n interpolating its prescribed data, including n=0.

[F3]

Cardinal interpolation functions are polynomials of the stated degrees: the supplied cardinal functions are degree-n polynomials with Kronecker node values, and their data sum is a polynomial of degree at most n.

Proof

1.1givenF1F3constructalgebra

Put zi=xn−i, so z0<⋯<zn by [F1]. Under this reverse indexing, the supplier cardinal function at index n−j is ℓj by the specialization in [F1]. Applying [F3] gives its degree and cardinal values, including the one-node empty-product case n=0.

1.2givenF1algebra

Put L(x)=∑j∣ℓj,nσ(x)∣. For every g with ∥g∥∞≤1, the defining sum gives ∣Inσg(x)∣≤L(x), hence Λnσ≤sup⁡xL(x).

2.1givenF1F2step 1.1construct

Prescribe data yi=1 at i=n−j and 0 otherwise on the increasingly ordered nodes zi from step 1.1. The polynomial ℓj has these data by step 1.1. The supplier uniqueness theorem [F2] makes it the unique degree-at-most-n polynomial with the required cardinal values.

2.2givenF1F2F3step 1.1algebra

Prescribe yi=p(zi) on the ordered nodes in step 1.1. By [F1] and [F3], their cardinal sum is Inσp and has degree at most n. The polynomial p itself interpolates those data, so the supplier uniqueness theorem [F2] gives Inσp=p.

3.1givenF1step 1.2constructalgebra∎

Fix x. Define sgn⁡(t)=1 for t>0, −1 for t<0, and 0 for t=0, and prescribe sgn⁡(ℓj,nσ(x)) at each node. These values lie in [−1,1] and satisfy sgn⁡(t)t=∣t∣ by cases. Sort nodes increasingly, interpolate these values linearly, and extend constantly to the interval endpoints; each interpolated value is a convex combination of endpoint values, so the resulting continuous gx has norm at most 1. The cardinal sum gives Inσgx(x)=L(x), so Λnσ≥∥Inσgx∥∞≥L(x). Taking the supremum in x and using step 1.2 proves equality. For n=0 the same construction is constant on the interval.

CorollaryStatement: Literature-sourcedProof: AI-adaptedprecheck passjudge pass (gpt-6-luna)Open item page →

Best polynomial errors vanish for continuous functions

Statement

For every f∈C[−1,1], En(f)→0 as n→∞. This statement concerns best polynomial errors only; it does not assert convergence of interpolation at arbitrary node arrays.

Facts & Assumptions

Given: f∈C[−1,1] and ε>0.

[F1]

Polynomials are uniformly dense in C([a,b],R) for every closed interval: every continuous real function on a closed interval is uniformly approximable by polynomials.

[F2]

Best uniform polynomial error and Chebyshev interpolation operators: En(f)=inf⁡p∈Pn∥f−p∥∞, and Pm⊆Pn when m≤n.

Proof

1.1givenF1choose

By [F1], choose a polynomial p and an integer m with p∈Pm such that ∥f−p∥∞<ε; if p=0, take m=0.

2.1givenF1F2step 1.1algebra∎

For every n≥m, p∈Pn, so [F2] gives 0≤En(f)≤∥f−p∥∞<ε. Since ε>0 was arbitrary, En(f)→0. This conclusion concerns En alone; it does not show that (1+Λnσ)En(f)→0.

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Trigonometric formulas for Chebyshev cardinal polynomials

Statement

Let n≥1, 0≤θ≤π, and choose j so θ≠θjR,n. Then ∣ℓj,nR(cos⁡θ)∣=∣cos⁡((n+1)θ)∣sin⁡θjR,n(n+1)∣cos⁡θ−cos⁡θjR,n∣. For the Lobatto family, put cj=1/2 for j=0,n and cj=1 otherwise. If θ≠θjL,n, then ∣ℓj,nL(cos⁡θ)∣=cj∣sin⁡θ sin⁡(nθ)∣n∣cos⁡θ−cos⁡θjL,n∣.

Facts & Assumptions

Given: n≥1, 0≤θ≤π, and one of the node families.

[F1]
[F2]

Chebyshev cardinal interpolation reproduces polynomials and its norm is the cardinal sum: these nodes are distinct and their cardinal polynomials are the unique degree-at-most-n polynomials with the cardinal values.

[F3]

Tn(cos⁡θ)=cos⁡(nθ) and Un(cos⁡θ)sin⁡θ=sin⁡((n+1)θ) for every n∈N: Tm(cos⁡θ)=cos⁡(mθ) and Um(cos⁡θ)sin⁡θ=sin⁡((m+1)θ).

[F6]

A real polynomial vanishing at a is divisible by x−a: a polynomial that vanishes at a factors as (x−a)q(x).

[F7]

Signs, monotonicity intervals, and ranges of sine and cosine, Quarter-turn values and shifts by pi/2 and pi, and The derivatives of sine and cosine are cosine and minus sine: sin⁡θ>0 for 0<θ<π, while sin⁡0=sin⁡π=0 and cos⁡π=−1.

Proof

1.1givenF3F4F5F7algebra

Put N=n+1 and θj=(2j+1)π/(2N). By [F3], TN(cos⁡θj)=0. Differentiating TN(cos⁡θ)=cos⁡(Nθ) using [F4]–[F5] gives sin⁡θ TN′(cos⁡θ)=Nsin⁡(Nθ), hence TN′(cos⁡θj)=N(−1)j/sin⁡θj≠0 by [F7].

1.2givenF3F4F5F7algebra

Set ωn(x)=(x2−1)Un−1(x). By [F3], ωn(cos⁡θ)=−sin⁡θsin⁡(nθ), so it vanishes at every Lobatto node; its degree is n+1 by [F4]. For an interior node θj=jπ/n, differentiating this identity gives −sin⁡θj ωn′(xj)=−nsin⁡θj(−1)j, hence ωn′(xj)=n(−1)j by [F7].

1.3givenF3F4F5F7algebra

Differentiating Un−1(cos⁡θ)sin⁡θ=sin⁡(nθ) at θ=0,π gives Un−1(1)=n and Un−1(−1)=(−1)n−1n by [F7]. The product rule then gives ωn′(1)=2n and ωn′(−1)=2n(−1)n, so at every Lobatto node ωn′(xj)=n(−1)j/cj.

2.1givenF1F2F3F4F5F6step 1.1algebra

By [F6], TN(x)/(x−xj) is a polynomial. Writing TN=(x−xj)Qj and differentiating gives Qj(xj)=TN′(xj); at every other node Qj vanishes. Therefore Qj/TN′(xj) is a degree-at-most-n cardinal polynomial, which equals ℓj,nR by uniqueness [F2]. Substitution of x=cos⁡θ and [F3] gives the first formula.

3.1givenF1F2F3F4F6step 1.2step 1.3algebra∎

By [F6], write ωn(x)=(x−xj)Qj(x) with Qj a polynomial. Differentiating this factorization gives Qj(xj)=ωn′(xj); at every other Lobatto node Qj vanishes because ωn does. Thus Qj/ωn′(xj) is a degree-at-most-n cardinal polynomial, hence ℓj,nL by [F2]. Substitution of ωn(cos⁡θ)=−sin⁡θsin⁡(nθ) and ∣ωn′(xj)∣=n/cj gives the second formula.

TheoremStatement: Literature-sourcedProof: AI-adaptedprecheck passjudge pass (gpt-6-luna)Open item page →

Chebyshev interpolation error is controlled by best polynomial error

Statement

For either Chebyshev node family, every n≥0, and every f∈C[−1,1], ∥f−Inσf∥∞≤(1+Λnσ)En(f). Here En is the best degree-n uniform error and Λnσ is the operator norm defined in Best uniform polynomial error and Chebyshev interpolation operators.

Facts & Assumptions

Given: f∈C[−1,1], n≥0, and σ∈{R,L}.

[F1]

Best uniform polynomial error and Chebyshev interpolation operators defines En, Inσ, and Λnσ.

[F2]

Chebyshev cardinal interpolation reproduces polynomials and its norm is the cardinal sum: Inσp=p for every p∈Pn, and ∥Inσ∥=Λnσ.

Proof

1.1F1F2givenalgebra

Fix p∈Pn and put h=f−p. By [F2], Inσp=p, so f−Inσf=h−Inσh. If ∥h∥∞=0, then h=0 and the asserted bound follows; otherwise g=h/∥h∥∞ lies in C[−1,1] with ∥g∥∞=1, so the definition in [F1] gives ∥Inσh∥∞=∥h∥∞∥Inσg∥∞≤Λnσ∥h∥∞. Pointwise, ∣h−Inσh∣≤∣h∣+∣Inσh∣, so taking suprema gives ∥f−Inσf∥∞≤(1+Λnσ)∥f−p∥∞.

2.1givenF1step 1.1algebra∎

Step 1.1 holds for every p∈Pn. The unit ball in [F1] contains the zero function and each norm is nonnegative, so Λnσ≥0 and 1+Λnσ>0. Taking the infimum of the right-hand side over the nonempty set Pn therefore gives (1+Λnσ)En(f), proving the claim.

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Chebyshev-root and Lobatto interpolation norms have logarithmic upper bounds

Statement

For n≥1, let ΛnR be the operator norm of interpolation at the n+1 roots of Tn+1, and let ΛnL be the operator norm at the n+1 Chebyshev–Lobatto nodes. With the conventions in Best uniform polynomial error and Chebyshev interpolation operators, ΛnR≤Clog⁡(n+1),ΛnL≤Clog⁡(n+1),C:=4+π+4log⁡2. Here log⁡ is the natural logarithm of The natural logarithm as the inverse of the exponential function. For n=0, both one-node operators have norm 1; the logarithmic estimate is stated for n≥1.

Facts & Assumptions

Given: An integer n≥1, θ∈[0,π], and either angular node family.

[F1]

Best uniform polynomial error and Chebyshev interpolation operators defines Inσ, Λnσ, and the equally spaced root and Lobatto angles.

[F2]

Chebyshev cardinal interpolation reproduces polynomials and its norm is the cardinal sum: Λnσ=sup⁡x∈[−1,1]∑j∣ℓj,nσ(x)∣.

[F3]

Trigonometric formulas for Chebyshev cardinal polynomials: for roots, ∣ℓj(cos⁡θ)∣=∣cos⁡((n+1)θ)∣sin⁡θj/((n+1)∣cos⁡θ−cos⁡θj∣); for Lobatto nodes, ∣ℓj(cos⁡θ)∣=cj∣sin⁡θ sin⁡(nθ)∣/(n∣cos⁡θ−cos⁡θj∣), with cj≤1.

[F4]

Sine chord and Lipschitz bounds: sin⁡u≥2u/π for 0≤u≤π/2, and ∣sin⁡u−sin⁡v∣≤∣u−v∣ for all real u,v.

[F5]

The addition formulas for sine and cosine, The subtraction formulas for sine and cosine, Signs, monotonicity intervals, and ranges of sine and cosine, and Quarter-turn values and shifts by pi/2 and pi: the addition/subtraction formulas give cos⁡θ−cos⁡ϕ=−2sin⁡((θ+ϕ)/2)sin⁡((θ−ϕ)/2) and sin⁡(s±t)=sin⁡scos⁡t±cos⁡ssin⁡t; on [0,π], sine is nonnegative, increasing up to π/2, and satisfies sin⁡(π−s)=sin⁡s, while ∣cos⁡u∣≤1 for every real u.

[F7]

The natural logarithm as the inverse of the exponential function: log⁡ is the natural logarithm; The canonical natural ι(n)=n⋅1F of a field and Canonical naturals are positive and strictly increasing: natural indices in real expressions use their canonical images, and positive natural indices have positive real image.

[F8]

Cosine is continuous on [0,π] by The derivatives of sine and cosine are cosine and minus sine and A function differentiable at c is continuous at c. Its endpoint values are cos⁡0=1 and cos⁡π=−1 by Quarter-turn values and shifts by pi/2 and pi, and π>0 by Pi as twice the smallest positive zero of cosine. The intermediate value theorem Intermediate value theorem, by bisection with a canonical left-half rule: a continuous function on [a,b] takes every value between f(a) and f(b) therefore shows that every value in [−1,1] is cos⁡θ for some θ∈[0,π]. Conversely, cosine has range [−1,1] by Signs, monotonicity intervals, and ranges of sine and cosine, so cos⁡([0,π])=[−1,1].

Proof

1.1givenF1choosealgebra

In either angular grid the spacing is h=π/(n+1) for roots and h=π/n for Lobatto nodes. Choose a nearest grid angle θk and put dj=∣θ−θj∣. Then dk≤h/2; if ∣j−k∣=r≥1, the triangle inequality gives dj≥rh−dk≥(r−12)h. At most two indices occur for each r.

2.1givenF4F5step 1.1algebra

For θ≠θj, put s=(θ+θj)/2 and d=θ−θj. Since the two angles lie in [0,π], ∣d∣/2≤min⁡(s,π−s). The addition/subtraction formulas in [F5] give sin⁡θj,sin⁡θ≤sin⁡s+∣sin⁡(d/2)∣; the monotonicity and supplementary identity in [F5] then give ∣sin⁡(d/2)∣≤sin⁡s, so each numerator is at most 2sin⁡s. Those same formulas give ∣cos⁡θ−cos⁡θj∣=2sin⁡ssin⁡(∣d∣/2), and [F4] gives sin⁡(∣d∣/2)≥∣d∣/π. Thus both ratios sin⁡θj/∣cos⁡θ−cos⁡θj∣ and sin⁡θ/∣cos⁡θ−cos⁡θj∣ are at most π/dj.

3.1givenF3F4F5step 1.1step 2.1algebra

For roots, [F3] and step 2.1 give ∣ℓj,nR(cos⁡θ)∣≤π∣cos⁡((n+1)θ)∣/((n+1)dj). At the nearest node k, cos⁡((n+1)θk)=0, and the cosine addition formula plus [F4] gives ∣cos⁡((n+1)θ)∣≤(n+1)dk, so its term is at most π. For other nodes use ∣cos⁡((n+1)θ)∣≤1 and step 1.1; summing over at most two nodes per distance rank yields ∑j∣ℓj,nR(cos⁡θ)∣≤π+2∑r=1n1/(r−12). At a node the cardinal sum is 1.

3.2givenF3F4F5step 1.1step 2.1algebra

For Lobatto nodes, [F3] and step 2.1 give ∣ℓj,nL(cos⁡θ)∣≤πcj∣sin⁡(nθ)∣/(ndj). At the nearest node k, sin⁡(nθk)=0, so [F4] gives ∣sin⁡(nθ)∣≤ndk and its term is at most π because ck≤1. For other nodes use ∣sin⁡(nθ)∣≤1 and step 1.1; summing over at most two nodes per distance rank yields ∑j∣ℓj,nL(cos⁡θ)∣≤π+2∑r=1n1/(r−12). At a node the cardinal sum is 1.

4.1givenF2F6F7F8step 3.1step 3.2algebra∎

Since 1/(r−12)≤2/r, the shifted sum is at most 2Hn, where Hn=∑r=1n1/r. For r≥2, 1/r≤∫r−1rdt/t, so [F6] gives Hn≤1+log⁡n. Positivity of the real image of n is [F7], so these logarithms are defined. The integral formula also gives 0=log⁡1≤log⁡n≤log⁡(n+1) and log⁡2≤log⁡(n+1) by integrating 1/t>0 over [1,n], [n,n+1], and [2,n+1]. Since log⁡2=∫12dt/t>0 and π>0, we have C>0 and 1<Clog⁡2. Thus both sums are at most π+4+4log⁡n≤(4+(π+4)/log⁡2)log⁡(n+1). By [F8], the angular supremum is over exactly [−1,1]; taking it and using [F2] proves both bounds. At n=0, each one-node operator has norm 1 directly.

5 · Examples, counterexamples and false statements

None yet.

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