Lesson plan

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. For example, given a function f defined on the interval [a,b] and a degree bound n , a minimax polynomial approximation algorithm will find a polynomial p of degree at most n to minimize :: \max_{a \leq x \leq b}|f(x)-p(x)|.

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Article summary

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. For example, given a function f defined on the interval [a,b] and a degree bound n , a minimax polynomial approximation algorithm will find a polynomial p of degree at most n to minimize :: \max_{a \leq x \leq b}|f(x)-p(x)|.

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