Numerical Analysis Group Research Report NA-08/20
Barycentric-Remez algorithms for best polynomial approximation in the chebfun system
Ricardo Pachón and
Nick Trefethen
December 2008, 20 pages, .pdf file
Variants of the Remez algorithm for best polynomial approximation are
presented based on two key features: the use of the barycentric interpolation
formula to represent the trial polynomials, and the setting of the whole computation
in the chebfun system, where the determination of local and global
extrema at each iterative step becomes trivial. The new algorithms make it
a routine matter to compute approximations of degrees in the hundreds, and
as an example, we report approximation of |x| up to degree 10,000. Since
barycentric formulas can also represent rational functions, the algorithms
we introduce may also point the way to new methods for computing best
rational approximations.
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