Calculators, Power Series and Chebyshev Polynomials: Unterschied zwischen den Versionen

Aus DMUW-Wiki
Wechseln zu: Navigation, Suche
(Conclusion --- The point of the story)
(Approximation by Chebyshev Polynomials)
 
(18 dazwischenliegende Versionen von einem Benutzer werden nicht angezeigt)
Zeile 1: Zeile 1:
 
Originating author: Graeme Cohen
 
Originating author: Graeme Cohen
 
===Introduction --- Functions on a calculator===
 
  
 
Of all the familiar functions, such as trigonometric, exponential and logarithmic functions, surely the simplest to evaluate are
 
Of all the familiar functions, such as trigonometric, exponential and logarithmic functions, surely the simplest to evaluate are
polynomial functions. One purpose of this note is to introduce the concept of a power series, which can be thought of in the
+
polynomial functions. The purposes of this article are, first, to introduce the concept of a power series, which can be thought
first place as a polynomial function of infinite degree. In particular, we will deduce a series for <math>\sin x\,</math> and
+
of as a polynomial function of infinite degree, and, second, to show their application to evaluating functions on a calculator.
will see how to improve on the the most straightforward way of approximating its values. This simplest way uses the polynomials
+
When a calculator gives values of trigonometric or exponential or logarithmic functions, the most straightforward way is to
obtained by truncating the power series. The improvement will involve [[Chebyshev polynomials]], which are used in many ways for
+
evaluate polynomial functions obtained by truncating power series that represent those functions and are sufficiently good
a similar purpose and in many other applications, as well. When a calculator gives values of trigonometric or exponential or
+
approximations. But there are often better ways. We will, in particular, deduce a power series for <math>\,\sin\,x</math> and
logarithmic functions it is doing so by evaluating polynomial functions that are sufficiently good approximations. So we have the
+
will see how to improve on the straightforward approach to approximating its values. That will involve
second purpose of this note: the realization that although the mathematics here would have been known to [[Felix Klein]] at the
+
[http://en.wikipedia.org/wiki/Chebyshev_polynomials Chebyshev polynomials], which are used in many ways for a similar purpose and
beginning of the 20th century, new applications are always arising and the one described here, to finding values of functions on
+
in many other applications, as well. (For trigonometric functions, the [http://en.wikipedia.org/wiki/Cordic Cordic] algorithm is
a calculator, would clearly not have been known to him. (We point out that, for trigonometric functions, the [[CORDIC]] algorithm
+
in fact often the preferred method of evaluation---the subject of another article here, perhaps.)
is in fact often the preferred method of evaluation---the subject of another article here, perhaps.)
+
 
 +
In the spirit of Felix Klein, there will be some reliance on a graphical approach. Other than that, we need only some basic
 +
trigonometry and calculus.
  
In the spirit of Felix Klein, there will be some reliance on a graphical approach.
 
  
===Manipulations with geometric series===
+
== Manipulations with geometric series ==
  
 
The ''geometric series'' <math>1+x+x^2+x^3+\cdots</math> is the simplest power series. The sum of the series exists when
 
The ''geometric series'' <math>1+x+x^2+x^3+\cdots</math> is the simplest power series. The sum of the series exists when
<math>|x|<1</math>. In fact,
+
<math>|x|<1\,</math>. In fact,
  
 
<math> 1+x+x^2+x^3+\cdots=\frac 1{1-x}, \quad \mathrm{when}\ |x|<1. \qquad\qquad (1) </math>
 
<math> 1+x+x^2+x^3+\cdots=\frac 1{1-x}, \quad \mathrm{when}\ |x|<1. \qquad\qquad (1) </math>
Zeile 28: Zeile 27:
 
<math> a_0+a_1x+a_2x^2+a_3x^3+\cdots, </math>
 
<math> a_0+a_1x+a_2x^2+a_3x^3+\cdots, </math>
  
so the geometric series above is a power series in which all the coefficients <math>a_0</math>, <math>a_1</math>,
+
so the geometric series above is a power series in which all the coefficients <math>a_0,\,a_1,\,a_2,\,\ldots</math> are equal to
<math>a_2</math>, <math>\ldots</math>, are equal to 1. In this case, since the series converges to <math>1/(1-x)</math> when
+
1. In this case, since the series converges to <math>1/(1-x)\,</math> when <math>|x|<1\,</math>, we say that the function
<math>|x|<1</math>, we say that the function <math>f\,</math>, where
+
<math>f\,</math>, where
  
 
<math> f(x)=\frac1{1-x}, \quad |x|<1, </math>
 
<math> f(x)=\frac1{1-x}, \quad |x|<1, </math>
  
has the series expansion <math>1+x+x^2+x^3+\cdots</math>, or that <math>f\,</math> is represented by this series. We are
+
has the ''series expansion'' <math>1+x+x^2+x^3+\cdots</math>, or that <math>f\,</math> is represented by this series. We are
 
interested initially to show some other functions that can be represented by power series.
 
interested initially to show some other functions that can be represented by power series.
  
 
Many such functions may be obtained directly from the result in (1). For example, by replacing <math>x\,</math> by
 
Many such functions may be obtained directly from the result in (1). For example, by replacing <math>x\,</math> by
<math>-x^2\,</math>, we immediately have a series representation for the function <math>1/(1+x^2)</math>:
+
<math>-x^2\,</math>, we immediately have a series representation for the function <math>1/(1+x^2)\,</math>:
  
 
<math> 1-x^2+x^4-x^6+\cdots=\frac 1{1+x^2}, \quad \mathrm{when}\ |x|<1. \qquad\qquad (2) </math>
 
<math> 1-x^2+x^4-x^6+\cdots=\frac 1{1+x^2}, \quad \mathrm{when}\ |x|<1. \qquad\qquad (2) </math>
  
We can differentiate both sides of (1) to give a series representation of the function <math>1/(1-x)^2</math>:
+
We can differentiate both sides of (1) to give a series representation of the function <math>1/(1-x)^2\,</math>:
  
 
<math> 1+2x+3x^2+4x^3+\cdots=\frac 1{(1-x)^2}, \quad \mathrm{when}\ |x|<1. </math>
 
<math> 1+2x+3x^2+4x^3+\cdots=\frac 1{(1-x)^2}, \quad \mathrm{when}\ |x|<1. </math>
  
We can also integrate both sides of (1). Multiply through by <math>-1\,</math> (for convenience), then write <math>t\,</math> for
+
We can also integrate both sides of (1). Multiply through by <math>-1</math> (for convenience), then write <math>t\,</math> for
<math>x\,</math> and integrate with respect to <math>t\,</math> from 0 to <math>x\,</math>, where <math>|x|<1</math>:
+
<math>x\,</math> and integrate with respect to <math>t\,</math> from 0 to <math>x\,</math>, where <math>|x|<1\,</math>:
  
 
<math> -\int_0^x (1+t+t^2+t^3+\cdots)\,dt=-\int_0^x\frac {dt}{1-t}, </math>
 
<math> -\int_0^x (1+t+t^2+t^3+\cdots)\,dt=-\int_0^x\frac {dt}{1-t}, </math>
Zeile 53: Zeile 52:
 
so
 
so
  
<math> -x-\frac{x^2}2-\frac{x^3}3-\frac{x^4}4-\cdots=\log(1-x), \quad \mathrm{when}\ |x|<1. </math>
+
<math> -x-\frac{x^2}2-\frac{x^3}3-\frac{x^4}4-\cdots=\log\,(1-x), \quad \mathrm{when}\ |x|<1. </math>
  
So this gives a series representation of the function <math>\log(1-x)</math>, <math>|x|<1</math>. In the same way, from (2),
+
So this gives a series representation of the function <math>\log\,(1-x)</math> for <math>|x|<1\,</math>. In the same way, from
 +
(2),
  
 
<math> x-\frac{x^3}3+\frac{x^5}5-\frac{x^7}7+\cdots=\tan^{-1}x, \quad \mathrm{when}\ |x|<1. \qquad\qquad (3) </math>
 
<math> x-\frac{x^3}3+\frac{x^5}5-\frac{x^7}7+\cdots=\tan^{-1}x, \quad \mathrm{when}\ |x|<1. \qquad\qquad (3) </math>
Zeile 61: Zeile 61:
 
Much of what we have done here (and will do later) requires justification, but we can leave that to the textbooks.
 
Much of what we have done here (and will do later) requires justification, but we can leave that to the textbooks.
  
===A series for the sine function===
+
==The power series for the sine function==
  
We will show next how to find a power series representation for the sine function.
+
We will show next how to find a power series representation for <math>\sin\,x</math>. In general terms, we can write
 
+
In general terms, we can write
+
  
 
<math> \sin x=a_0+a_1x+a_2x^2+a_3x^3+\cdots. \qquad\qquad (4) </math>
 
<math> \sin x=a_0+a_1x+a_2x^2+a_3x^3+\cdots. \qquad\qquad (4) </math>
  
Put <math>x=0</math>, and immediately we have <math>a_0=0</math>. Differentiate both sides of (4):
+
Put <math>x=0\,</math>, and immediately we have <math>a_0=0\,</math>. Differentiate both sides of (4):
  
 
<math> \cos x=a_1+2a_2x+3a_3x^2+4a_4x^3+\cdots. </math>
 
<math> \cos x=a_1+2a_2x+3a_3x^2+4a_4x^3+\cdots. </math>
  
Again put <math>x=0</math>, giving <math>a_1=1</math>. Keep differentiating and putting <math>x=0</math>:
+
Again put <math>x=0\,</math>, giving <math>a_1=1\,</math>. Keep differentiating and putting <math>x=0\,</math>:
  
<math> -\sin x = 2a_2+3\cdot2a_3x+4\cdot3a_4x^2+5\cdot4a_5x^3+\cdots, </math>
+
<math> -\sin\,x = 2a_2+3\cdot2a_3x+4\cdot3a_4x^2+5\cdot4a_5x^3+\cdots, \qquad\mathrm{so}\ a_2=0, </math>
  
so <math> a_2=0 </math>,
+
<math>
 +
-\cos\,x = 3\cdot2a_3+4\cdot3\cdot2a_4x+5\cdot4\cdot3a_5x^2+6\cdot5\cdot4a_6x^3+\cdots, \qquad\mathrm{so}\ a_3=\frac{-1}{3\cdot2}=\frac{-1}{3!},
 +
</math>
  
<math> -\cos x = 3\cdot2a_3+4\cdot3\cdot2a_4x+5\cdot4\cdot3a_5x^2+6\cdot5\cdot4a_6x^3+\cdots, </math>
+
<math>
 +
\sin\,x = 4\cdot3\cdot2a_4+5\cdot4\cdot3\cdot2a_5x+6\cdot5\cdot4\cdot3a_6x^2+\cdots, \qquad\mathrm{so}\ a_4=0,
 +
</math>
  
so <math> a_3=-1/(3\cdot2)=(-1)/3! </math>,
+
<math>
 +
\cos\,x = 5\cdot4\cdot3\cdot2a_5+6\cdot5\cdot4\cdot3\cdot2a_6x+7\cdot6\cdot5\cdot4\cdot3a_7x^2+\cdots, \qquad\mathrm{so}\ a_5=\frac1{5\cdot4\cdot3\cdot2}=\frac1{5!}.
 +
</math>
  
<math> \sin x = 4\cdot3\cdot2a_4+5\cdot4\cdot3\cdot2a_5x+6\cdot5\cdot4\cdot3a_6x^2+\cdots, </math>
 
  
so  <math> a_4=0 </math>,
+
In this way, we can find a formula for all the coefficients <math>a_0,\,a_1,\,a_2,\,\ldots</math>, namely,
  
<math> \cos x = 5\cdot4\cdot3\cdot2a_5+6\cdot5\cdot4\cdot3\cdot2a_6x+7\cdot6\cdot5\cdot4\cdot3a_7x^2+\cdots, </math>
+
<math> a_{2n}=0, \qquad\qquad a_{2n+1}=\frac{(-1)^n}{(2n+1)!}, </math>
  
so <math> a_5=1/(5\cdot4\cdot3\cdot2)=1/5! </math>.
+
for <math>n=0,\,1,\,2,\,\ldots</math>. (The coefficients of even index and those of odd index are specified separately.) Thus
  
In this way, we can find a formula for all the coefficients <math>a_0</math>, <math>a_1</math>, <math>a_2</math>,
+
<math> \sin\,x=x-\frac{x^3}{3!}+\frac{x^5}{5!}-\frac{x^7}{7!}+\cdots. </math>
<math>\ldots</math>, namely,
+
  
<math> a_{2n}=0, </math>
+
This is the power series representation that we were after. From the way we developed it, it is reasonable that the series will
 +
represent <math>\,\sin\,x</math> for values of <math>x\,</math> at and near 0 (say for <math>|x|<1\,</math>, as for all the
 +
earlier examples), so it is surprising to know that it can be shown that the series represents <math>\sin\,x</math> for ''all''
 +
values of <math>x\,</math>. Then partial sums of the series, obtained by stopping after some finite number of terms, should give
 +
polynomial functions that can be used to find approximate values of the sine function, such as you find in tables of
 +
trigonometric functions or as output on a calculator.
  
<math> a_{2n+1}=\frac{(-1)^n}{(2n+1)!}, </math>
+
==Approximation by Chebyshev Polynomials==
 
+
for <math>n=0</math>, 1, 2, <math>\ldots</math>. (The coefficients of even index and those of odd index are specified
+
separately.)
+
 
+
Thus
+
 
+
<math> \sin x=x-\frac{x^3}{3!}+\frac{x^5}{5!}-\frac{x^7}{7!}+\cdots. </math>
+
 
+
This is the power series representation that we were after.
+
 
+
===Using Chebyshev polynomials===
+
 
+
From the way we developed it, it is reasonable that this series will represent <math>\sin x\,</math> for values of
+
<math>x\,</math> at and near 0 (say for <math>|x|<1</math>, as for all the earlier examples), so it is surprising to know that it
+
can be shown that the series represents <math>\sin x\,</math> for ''all'' values of <math>x\,</math>. Then partial sums of the
+
series, obtained by stopping after some finite number of terms, should give polynomial functions that can be used to find
+
approximate values of the sine function, such as you find in tables of trigonometric functions or as output on a calculator.
+
  
 
For example, write
 
For example, write
  
<math> S_3(x)=x-\frac{x^3}{3!}, </math>
+
<math> S_3(x)=x-\frac{x^3}{3!} \quad \mathrm{and} \quad S_5(x)=x-\frac{x^3}{3!}+\frac{x^5}{5!}. </math>
  
<math> S_5(x)=x-\frac{x^3}{3!}+\frac{x^5}{5!}. </math>
+
The cubic polynomial <math>S_3(x)\,</math> and the quintic polynomial <math>S_5(x)\,</math> are plotted below, along with
 +
<math>\,\sin\,x</math>, all for <math>-2\le x\le 2</math>. It can be seen that these are both very good approximations for
 +
<math>-1\le x\le1</math>, say, but not so good near <math>x=\pm2</math>. The quintic <math>S_5\,</math> is much better than the
 +
cubic <math>S_3\,</math> in these outer regions, as might be expected, but can we do better than <math>S_3\,</math> with some
 +
other cubic polynomial function?
  
The cubic polynomial <math>S_3(x)</math> and the quintic polynomial <math>S_5(x)</math> are plotted below, along with <math>\sin
+
When <math>x=1\,</math>, for example, the error in using the cubic is <math>\sin1-(1-\frac16)\approx0.0081</math>. We will
x\,</math>, all for <math>-2\le x\le 2</math>. It can be seen that these are both very good approximations for <math>-1\le
+
construct a cubic polynomial function <math>F\,</math> whose values differ from those of <math>\,\sin\,x</math> by less than
x\le1</math>, say, but not so good near <math>x=\pm2</math>. The quintic <math>S_5</math> is much better than the cubic
+
0.001 for <math>|x|\le1</math>. The curve <math>y=F(x)\,</math> has been included in the graph below for <math>|x|\le2</math>,
<math>S_3</math> in these regions, as might be expected, but can we do better than <math>S_3</math> with some other cubic
+
and it is clear from the graph that this curve is closer to that of <math>y=\sin\,x</math> than <math>y=S_3(x)\,</math> is, even
polynomial function?
+
near <math>x=\pm2</math>.
  
When <math>x=1</math>, for example, the error in using the cubic is
+
[[Bild:Chebysev fig.jpg | 800px]]
 
+
<math> \sin1-(1-\frac16) \approx 0.0081. </math>
+
 
+
We will construct a cubic polynomial function <math>F\,</math> whose values differ from those of <math>\sin x\,</math> by less
+
than 0.001 for <math>|x|\le1</math>. The curve <math>y=F(x)</math> has been included in the graph below for <math>|x|\le2</math>,
+
and it is clear from the graph that this curve is closer to that of <math>y=\sin x</math> than <math>y=S_3(x)</math> is, even
+
near <math>x=\pm2</math>.
+
  
 
We will use ''Chebyshev polynomials'' to construct <math>F\,</math>. These are used extensively in approximation problems, as we
 
We will use ''Chebyshev polynomials'' to construct <math>F\,</math>. These are used extensively in approximation problems, as we
 
are doing here. They are the functions <math>T_k\,</math> given by
 
are doing here. They are the functions <math>T_k\,</math> given by
  
<math> T_k(x)=\cos k\theta, \quad\mathrm{where}\ x=\cos\theta, </math>
+
<math> T_k(x)=\cos\,k\theta, \quad\mathrm{where}\ x=\cos\,\theta, </math>
  
for integer <math>k\ge0</math>. By properties of the cosine, they all have domain <math>[-1,1]</math> and their range is also in
+
for integer <math>k\ge0</math> (or you can write <math>T_k(x)=\cos\,(k\cos^{-1}\,x)</math>). By properties of the cosine, they
<math>[-1,1]</math>. Putting <math>k=0</math> and <math>k=1</math> gives
+
all have domain <math>[-1,1]\,</math> and their range is also in <math>[-1,1]\,</math>. Putting <math>k=0\,</math> and
 +
<math>k=1\,</math> gives
  
 
<math> T_0(x)=1, \qquad T_1(x)=x, </math>
 
<math> T_0(x)=1, \qquad T_1(x)=x, </math>
Zeile 149: Zeile 137:
 
the case, recall that
 
the case, recall that
  
<math> \cos(k+1)\theta=\cos(k\theta+\theta)=\cos k\theta\cos\theta-\sin k\theta\sin\theta, </math>
+
<math> \cos\,(k+1)\theta=\cos\,(k\theta+\theta)=\cos\,k\theta\,\cos\,\theta-\sin\,k\theta\,\sin\,\theta, </math>
  
<math> \cos(k-1)\theta=\cos(k\theta-\theta)=\cos k\theta\cos\theta+\sin k\theta\sin\theta, </math>
+
<math> \cos\,(k-1)\theta=\cos\,(k\theta-\theta)=\cos\,k\theta\,\cos\,\theta+\sin\,k\theta\,\sin\,\theta, </math>
  
 
from which, after adding these,
 
from which, after adding these,
  
<math> \cos(k+1)\theta=2\cos\theta\cos k\theta-\cos(k-1)\theta. </math>
+
<math> \cos\,(k+1)\theta=2\cos\,\theta\,\cos\,k\theta-\cos\,(k-1)\theta. </math>
  
 
Therefore,
 
Therefore,
Zeile 161: Zeile 149:
 
<math> T_{k+1}(x)=2xT_k(x)-T_{k-1}(x), \quad k\ge1. </math>
 
<math> T_{k+1}(x)=2xT_k(x)-T_{k-1}(x), \quad k\ge1. </math>
  
Now put <math>k=1,\ 2,\ 3,\ \ldots</math> and obtain
+
Now put <math>k=1,\,2,\,3,\,\ldots</math> and obtain
  
<math> T_2(x)=2x^2-1, </math>
+
<math> T_2(x) = 2x^2-1, \quad </math>
  
<math> T_3(x)=4x^3-3x, \qquad\qquad (5) </math>
+
<math> T_3(x) = 4x^3-3x, \qquad\qquad\qquad\quad\ (5) </math>
  
<math> T_4(x)=8x^4-8x^2+1, </math>
+
<math> T_4(x) = 8x^4-8x^2+1, \quad </math>
  
<math> T_5(x)=16x^5-20x^3+5x, \qquad\qquad (6) </math>
+
<math> T_5(x) = 16x^5-20x^3+5x, \qquad\qquad (6) </math>
  
 
and so on, clearly obtaining a polynomial each time. As polynomials, we no longer need to think of their domains as restricted to
 
and so on, clearly obtaining a polynomial each time. As polynomials, we no longer need to think of their domains as restricted to
<math>[-1,1]</math>.
+
<math>[-1,1]\,</math>.
  
Returning to our problem of approximating <math>\sin x\,</math> for <math>|x|\le1</math> with error less than 0.001, we notice
+
Returning to our problem of approximating <math>\,\sin\,x</math> for <math>|x|\le1</math> with error less than 0.001, we notice
first that the quintic <math>S_5</math> has that property. In fact,
+
first that the quintic <math>S_5\,</math> has that property. In fact,
  
<math> \left|\sin1-S_5(1)\right|=\left|\sin1-\left(1-\frac16+\frac1{120}\right)\right|
+
<math> \left|\sin1-S_5(1)\right|=\left|\,\sin1-\left(1-\frac16+\frac1{120}\right)\right|
   <0.0002, \qquad\qquad (7) </math>
+
   <0.0002, \qquad\qquad (7)
 +
</math>
  
and the theory of alternating infinite series shows that <math>|\sin x-S_5(x)|<0.0002</math> throughout our interval, as
+
and the theory of alternating infinite series shows that <math>|\sin\,x-S_5(x)|<0.0002</math> throughout our interval, as
certainly seems reasonable from the figure. We next express <math>S_5(x)</math> in terms of Chebyshev polynomials. Using (5) and
+
certainly seems reasonable from the figure. We next express <math>S_5(x)\,</math> in terms of Chebyshev polynomials. Using (5)
(6), we have
+
and (6), we have
  
<math> x=T_1(x), </math>
+
<math> x=T_1(x), \quad </math>
  
 
<math> x^3=\frac14(T_3(x)+3x)=\frac14(T_3(x)+3T_1(x)), </math>
 
<math> x^3=\frac14(T_3(x)+3x)=\frac14(T_3(x)+3T_1(x)), </math>
Zeile 192: Zeile 181:
 
so
 
so
  
<math>
+
<math> S_5(x)=x-\frac{x^3}{6}+\frac{x^5}{120}
S_5(x)=x-\frac{x^3}{6}+\frac{x^5}{120}=T_1(x)-\frac16\cdot\frac14(3T_1(x)+T_3(x))+\frac1{120}\cdot\frac1{16}(10T_1(x)+5T_3(x)+T_5(x))
+
=T_1(x)-\frac16\cdot\frac14(3T_1(x)+T_3(x))+\frac1{120}\cdot\frac1{16}(10T_1(x)+5T_3(x)+T_5(x))
 
=\frac{169}{192}T_1(x)-\frac5{128}T_3(x)+\frac1{1920}T_5(x). </math>
 
=\frac{169}{192}T_1(x)-\frac5{128}T_3(x)+\frac1{1920}T_5(x). </math>
  
Since <math>|T_5(x)|\le1</math> when <math>|x|\le1</math>, omitting the term <math>\dfrac1{1920}T_5(x)</math> will admit a
+
Since <math>|T_5(x)|\le1</math> when <math>|x|\le1</math>, omitting the term <math>\frac1{1920}T_5(x)</math> will admit a further
further error of at most <math>\dfrac1{1920}<0.0006</math> which, using (7), gives a total error less than 0.0008, still within
+
error of at most <math>\frac1{1920}<0.0006</math> which, using (7), gives a total error less than 0.0008, still within our bound
our bound of 0.001. Now,
+
of 0.001. Now,
  
 
<math> \frac{169}{192}T_1(x)-\frac5{128}T_3(x)
 
<math> \frac{169}{192}T_1(x)-\frac5{128}T_3(x)
Zeile 210: Zeile 199:
 
<math> F(x)=\frac{383}{384}x-\frac5{32}x^3, </math>
 
<math> F(x)=\frac{383}{384}x-\frac5{32}x^3, </math>
  
are closer to values of <math>\sin x\,</math>, for <math>|x|\le2</math>, than are values of the cubic function
+
are closer to values of <math>\,\sin\,x</math>, for <math>|x|\le2</math>, than are values of the cubic function
<math>x-\dfrac16x^3</math>, which is obtained from the power series representation of <math>\sin x\,</math>.
+
<math>x-\frac16x^3</math>, which is obtained from the power series representation of <math>\ \sin\,x</math>.
 +
 
 +
==Conclusion: The Point of the Story==
  
===Conclusion --- The point of the story===
+
The effectiveness of Chebyshev polynomials for our purpose here arises in part from a property of the cosine function. It implies that for all integers <math>k\ge0\,</math> and for <math>|x|\le1\,</math>, we have <math>|T_k(x)|\le 1</math>. Pafnuty Lvovich Chebyshev, whose surname is often given alternatively as Tchebycheff, was Russian; he introduced these polynomials in a paper in 1854.  They are denoted by <math>T_k\,</math> because of ''Tchebycheff''.
  
The effectiveness of Chebyshev polynomials for such a purpose arises from properties of the cosine function. They tell us in
+
The procedure outlined above is known as ''economization'' of power series and is studied in the branch of mathematics known as [http://en.wikipedia.org/wiki/numerical_analysis numerical analysis].
particular that for all integers <math>k\ge0</math> and for <math>|x|\le1</math>, we have <math>|T_k(x)|\le 1</math>. Pafnuty
+
Economization is not always necessary for evaluating the sine function. Because <math>\sin\,x</math> is approximately <math>x\,</math> when <math>|x|\,</math> is small, this is often good enough! See Chuck Allison, [http://uvu.freshsources.com/page1/page8/page16/files/sine.pdf Machine Computation of the Sine Function], for more on this. We mentioned at the beginning that the Cordic algorithm is often better still, but for evaluating other functions on a calculator, particularly <math>\tan^{-1}\,x</math>, which has the ''slowly converging'' power series expansion found in (3), economization is considered to be essential.
Lvovich Chebyshev was Russian; he introduced these polynomials in a paper in 1854. His surname is often given alternatively as
+
Tchebycheff, and this is why the polynomials are denoted with <mathT\,<\math>'s.
+
  
The procedure above is called ''economization of power series''. As mentioned in the Introduction, there are other methods of
+
Perhaps the point of the story is that the obvious can very often be improved upon.
speeding up the calculation of values of the trigonometric functions, such as the Cordic algorithm for the sine function, but
+
economization is considered to be essential for ''slowly converging'' series such as that for <math>\tan^{-1}x\,</math>
+
established in (3), above. Perhaps the point of this story is that, very often, the obvious approach is not necessarily best.
+

Aktuelle Version vom 4. Juli 2010, 04:00 Uhr

Originating author: Graeme Cohen

Of all the familiar functions, such as trigonometric, exponential and logarithmic functions, surely the simplest to evaluate are polynomial functions. The purposes of this article are, first, to introduce the concept of a power series, which can be thought of as a polynomial function of infinite degree, and, second, to show their application to evaluating functions on a calculator. When a calculator gives values of trigonometric or exponential or logarithmic functions, the most straightforward way is to evaluate polynomial functions obtained by truncating power series that represent those functions and are sufficiently good approximations. But there are often better ways. We will, in particular, deduce a power series for \,\sin\,x and will see how to improve on the straightforward approach to approximating its values. That will involve Chebyshev polynomials, which are used in many ways for a similar purpose and in many other applications, as well. (For trigonometric functions, the Cordic algorithm is in fact often the preferred method of evaluation---the subject of another article here, perhaps.)

In the spirit of Felix Klein, there will be some reliance on a graphical approach. Other than that, we need only some basic trigonometry and calculus.


Inhaltsverzeichnis

Manipulations with geometric series

The geometric series 1+x+x^2+x^3+\cdots is the simplest power series. The sum of the series exists when |x|<1\,. In fact,

 1+x+x^2+x^3+\cdots=\frac 1{1-x}, \quad \mathrm{when}\ |x|<1. \qquad\qquad (1)

The general form of a power series is

 a_0+a_1x+a_2x^2+a_3x^3+\cdots,

so the geometric series above is a power series in which all the coefficients a_0,\,a_1,\,a_2,\,\ldots are equal to 1. In this case, since the series converges to 1/(1-x)\, when |x|<1\,, we say that the function f\,, where

 f(x)=\frac1{1-x}, \quad |x|<1,

has the series expansion 1+x+x^2+x^3+\cdots, or that f\, is represented by this series. We are interested initially to show some other functions that can be represented by power series.

Many such functions may be obtained directly from the result in (1). For example, by replacing x\, by -x^2\,, we immediately have a series representation for the function 1/(1+x^2)\,:

 1-x^2+x^4-x^6+\cdots=\frac 1{1+x^2}, \quad \mathrm{when}\ |x|<1. \qquad\qquad (2)

We can differentiate both sides of (1) to give a series representation of the function 1/(1-x)^2\,:

 1+2x+3x^2+4x^3+\cdots=\frac 1{(1-x)^2}, \quad \mathrm{when}\ |x|<1.

We can also integrate both sides of (1). Multiply through by -1 (for convenience), then write t\, for x\, and integrate with respect to t\, from 0 to x\,, where |x|<1\,:

 -\int_0^x (1+t+t^2+t^3+\cdots)\,dt=-\int_0^x\frac {dt}{1-t},

so

 -x-\frac{x^2}2-\frac{x^3}3-\frac{x^4}4-\cdots=\log\,(1-x), \quad \mathrm{when}\ |x|<1.

So this gives a series representation of the function \log\,(1-x) for |x|<1\,. In the same way, from (2),

 x-\frac{x^3}3+\frac{x^5}5-\frac{x^7}7+\cdots=\tan^{-1}x, \quad \mathrm{when}\ |x|<1. \qquad\qquad (3)

Much of what we have done here (and will do later) requires justification, but we can leave that to the textbooks.

The power series for the sine function

We will show next how to find a power series representation for \sin\,x. In general terms, we can write

 \sin x=a_0+a_1x+a_2x^2+a_3x^3+\cdots. \qquad\qquad (4)

Put x=0\,, and immediately we have a_0=0\,. Differentiate both sides of (4):

 \cos x=a_1+2a_2x+3a_3x^2+4a_4x^3+\cdots.

Again put x=0\,, giving a_1=1\,. Keep differentiating and putting x=0\,:

 -\sin\,x = 2a_2+3\cdot2a_3x+4\cdot3a_4x^2+5\cdot4a_5x^3+\cdots, \qquad\mathrm{so}\ a_2=0,


-\cos\,x = 3\cdot2a_3+4\cdot3\cdot2a_4x+5\cdot4\cdot3a_5x^2+6\cdot5\cdot4a_6x^3+\cdots, \qquad\mathrm{so}\ a_3=\frac{-1}{3\cdot2}=\frac{-1}{3!},


\sin\,x = 4\cdot3\cdot2a_4+5\cdot4\cdot3\cdot2a_5x+6\cdot5\cdot4\cdot3a_6x^2+\cdots, \qquad\mathrm{so}\ a_4=0,


\cos\,x = 5\cdot4\cdot3\cdot2a_5+6\cdot5\cdot4\cdot3\cdot2a_6x+7\cdot6\cdot5\cdot4\cdot3a_7x^2+\cdots, \qquad\mathrm{so}\ a_5=\frac1{5\cdot4\cdot3\cdot2}=\frac1{5!}.


In this way, we can find a formula for all the coefficients a_0,\,a_1,\,a_2,\,\ldots, namely,

 a_{2n}=0, \qquad\qquad a_{2n+1}=\frac{(-1)^n}{(2n+1)!},

for n=0,\,1,\,2,\,\ldots. (The coefficients of even index and those of odd index are specified separately.) Thus

 \sin\,x=x-\frac{x^3}{3!}+\frac{x^5}{5!}-\frac{x^7}{7!}+\cdots.

This is the power series representation that we were after. From the way we developed it, it is reasonable that the series will represent \,\sin\,x for values of x\, at and near 0 (say for |x|<1\,, as for all the earlier examples), so it is surprising to know that it can be shown that the series represents \sin\,x for all values of x\,. Then partial sums of the series, obtained by stopping after some finite number of terms, should give polynomial functions that can be used to find approximate values of the sine function, such as you find in tables of trigonometric functions or as output on a calculator.

Approximation by Chebyshev Polynomials

For example, write

 S_3(x)=x-\frac{x^3}{3!} \quad \mathrm{and} \quad S_5(x)=x-\frac{x^3}{3!}+\frac{x^5}{5!}.

The cubic polynomial S_3(x)\, and the quintic polynomial S_5(x)\, are plotted below, along with \,\sin\,x, all for -2\le x\le 2. It can be seen that these are both very good approximations for -1\le x\le1, say, but not so good near x=\pm2. The quintic S_5\, is much better than the cubic S_3\, in these outer regions, as might be expected, but can we do better than S_3\, with some other cubic polynomial function?

When x=1\,, for example, the error in using the cubic is \sin1-(1-\frac16)\approx0.0081. We will construct a cubic polynomial function F\, whose values differ from those of \,\sin\,x by less than 0.001 for |x|\le1. The curve y=F(x)\, has been included in the graph below for |x|\le2, and it is clear from the graph that this curve is closer to that of y=\sin\,x than y=S_3(x)\, is, even near x=\pm2.

Chebysev fig.jpg

We will use Chebyshev polynomials to construct F\,. These are used extensively in approximation problems, as we are doing here. They are the functions T_k\, given by

 T_k(x)=\cos\,k\theta, \quad\mathrm{where}\ x=\cos\,\theta,

for integer k\ge0 (or you can write T_k(x)=\cos\,(k\cos^{-1}\,x)). By properties of the cosine, they all have domain [-1,1]\, and their range is also in [-1,1]\,. Putting k=0\, and k=1\, gives

 T_0(x)=1, \qquad T_1(x)=x,

but it is not immediately apparent that the T_k\, are indeed polynomials for k\ge2. To see that this is the case, recall that

 \cos\,(k+1)\theta=\cos\,(k\theta+\theta)=\cos\,k\theta\,\cos\,\theta-\sin\,k\theta\,\sin\,\theta,

 \cos\,(k-1)\theta=\cos\,(k\theta-\theta)=\cos\,k\theta\,\cos\,\theta+\sin\,k\theta\,\sin\,\theta,

from which, after adding these,

 \cos\,(k+1)\theta=2\cos\,\theta\,\cos\,k\theta-\cos\,(k-1)\theta.

Therefore,

 T_{k+1}(x)=2xT_k(x)-T_{k-1}(x), \quad k\ge1.

Now put k=1,\,2,\,3,\,\ldots and obtain

 T_2(x) = 2x^2-1, \quad

 T_3(x) = 4x^3-3x, \qquad\qquad\qquad\quad\ (5)

 T_4(x) = 8x^4-8x^2+1, \quad

 T_5(x) = 16x^5-20x^3+5x, \qquad\qquad (6)

and so on, clearly obtaining a polynomial each time. As polynomials, we no longer need to think of their domains as restricted to [-1,1]\,.

Returning to our problem of approximating \,\sin\,x for |x|\le1 with error less than 0.001, we notice first that the quintic S_5\, has that property. In fact,

 \left|\sin1-S_5(1)\right|=\left|\,\sin1-\left(1-\frac16+\frac1{120}\right)\right|
   <0.0002, \qquad\qquad (7)

and the theory of alternating infinite series shows that |\sin\,x-S_5(x)|<0.0002 throughout our interval, as certainly seems reasonable from the figure. We next express S_5(x)\, in terms of Chebyshev polynomials. Using (5) and (6), we have

 x=T_1(x), \quad

 x^3=\frac14(T_3(x)+3x)=\frac14(T_3(x)+3T_1(x)),

 x^5=\frac1{16}(T_5(x)+20x^3-5x)=\frac1{16}(T_5(x)+5T_3(x)+10T_1(x)),

so

 S_5(x)=x-\frac{x^3}{6}+\frac{x^5}{120}
=T_1(x)-\frac16\cdot\frac14(3T_1(x)+T_3(x))+\frac1{120}\cdot\frac1{16}(10T_1(x)+5T_3(x)+T_5(x))
=\frac{169}{192}T_1(x)-\frac5{128}T_3(x)+\frac1{1920}T_5(x).

Since |T_5(x)|\le1 when |x|\le1, omitting the term \frac1{1920}T_5(x) will admit a further error of at most \frac1{1920}<0.0006 which, using (7), gives a total error less than 0.0008, still within our bound of 0.001. Now,

 \frac{169}{192}T_1(x)-\frac5{128}T_3(x)
  =\frac{169}{192}x-\frac5{128}(4x^3-3x)=\frac{383}{384}x-\frac5{32}x^3,

and the cubic function we end with is the function we called F\,.

We have thus shown, partly through a graphical justification, that values of the cubic function F\,, where

 F(x)=\frac{383}{384}x-\frac5{32}x^3,

are closer to values of \,\sin\,x, for |x|\le2, than are values of the cubic function x-\frac16x^3, which is obtained from the power series representation of \ \sin\,x.

Conclusion: The Point of the Story

The effectiveness of Chebyshev polynomials for our purpose here arises in part from a property of the cosine function. It implies that for all integers k\ge0\, and for |x|\le1\,, we have |T_k(x)|\le 1. Pafnuty Lvovich Chebyshev, whose surname is often given alternatively as Tchebycheff, was Russian; he introduced these polynomials in a paper in 1854. They are denoted by T_k\, because of Tchebycheff.

The procedure outlined above is known as economization of power series and is studied in the branch of mathematics known as numerical analysis. Economization is not always necessary for evaluating the sine function. Because \sin\,x is approximately x\, when |x|\, is small, this is often good enough! See Chuck Allison, Machine Computation of the Sine Function, for more on this. We mentioned at the beginning that the Cordic algorithm is often better still, but for evaluating other functions on a calculator, particularly \tan^{-1}\,x, which has the slowly converging power series expansion found in (3), economization is considered to be essential.

Perhaps the point of the story is that the obvious can very often be improved upon.