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The Chebyshev polynomials of the rst kind are dened by the recurrence relation
T0 (x) = 1
(1 x2 ) y x y + n2 y = 0
T1 (x) = x
Tn+1 (x) = 2xTn (x) Tn1 (x).
The ordinary generating function for Tn is
and
(1 x2 ) y 3x y + n(n + 2) y = 0
Tn (x)tn =
n=0
1 tx
;
1 2tx + t2
for the polynomials of the rst and second kind, respectively. These equations are special cases of the Sturm
Liouville dierential equation.
n=0
Tn (x)
tn
=
n!
1
2
e(x
x2 1)t
+ e(x+
x2 1)t
= etx cosh(t x2 1)
Dn (x) =
DEFINITION
sin((2n + 1)(x/2))
= U2n (cos(x/2)) .
sin(x/2)
Tn (x)
tn
1
= ln
.
n
1 2tx + t2
This identity is quite useful in conjunction with the recursive generating formula, inasmuch as it enables one to
calculate the cosine of any integral multiple of an angle
solely in terms of the cosine of the base angle.
U0 (x) = 1
U1 (x) = 2x
Un+1 (x) = 2xUn (x) Un1 (x).
Un (x)tn =
n=0
and
1
;
1 2tx + t2
T1 (cos(x)) = cos(x) ,
(
)
2
x
tn
tx
cos(2)
=
2
2
cosh(t x 1) +
sinh(t x 1) 2 .cos cos cos(0) = 2 cos 1
Un (x) = e
2
n!
x 1
n=0
cos(3) = 2 cos cos(2)cos = 4 cos3 3 cos ,
and so forth.
1.1
Trigonometric denition
The Chebyshev polynomials of the rst kind can be dened as the unique polynomials satisfying
arccos(x) ,
cos n
(
)
Tn (x) = cosh n arccosh(x) ,
(
)
if|x| 1
ifx 1
ifx 1
Tn (cos()) = cos(n)
for n = 0, 1, 2, 3, ... which is a variant (equivalent trans- 1.2 Pell equation denition
pose) of Schrders equation, viz. Tn(x) is functionally
conjugate to nx, codied in the nesting property below. The Chebyshev polynomials can also be dened as the
Further compare to the spread polynomials, in the sec- solutions to the Pell equation
tion below.
The polynomials of the second kind satisfy:
Un (cos()) =
sin((n + 1))
,
sin
Dn (x) :
Tn (x) + Un1 (x) x2 1 = (x + x2 1)n .
1.3
d
dx
Tj (x)
j odd
For Chebyshev polynomials of the second kind with prod- The recurrence relationship of the derivative of Chebyucts may be written as:
shev polynomials can be derived from these relations:
Um (x)Un (x) =
k=0
Umn+2k (x) =
m+n
p=mn, 2 step
1
d
1
d
Up (x). 2Tn (x) = n + 1 dx Tn+1 (x) n 1 dx Tn1 (x) ,
for m n.
n = 2, 3, . . .
By this, like above, with n=2 the recurrence formula of Turns inequalities for the Chebyshev polynomials are
Chebyshev polynomials of the second kind forms for both
types of symmetry to
Tn (x)2 Tn1 (x)Tn+1 (x) = 1x2 > 0 for 1 < x < 1
Um+2 (x) = U2 (x)Um (x)Um (x)Um2 (x) = Um (x)(U2 (x)1)U
m2 (x),
Un (x)2 Un1 (x)Un+1 (x) = 1 > 0.
Tn (y)dy
= Un1 (x),
1 y2
(y x)
x
1
n (P, Q) with parameters P = 2x and
Vn (P, Q) and U
where integrals are considered as principal value.
Q=1:
4 PROPERTIES
Explicit expressions
cos(n arccos(x))
Tn (x) = cosh(n arccosh(x))
|x| 1
x1
x 1
cos(n
[( arccos(x))
)n (
)n ]
1
21
21
x
x
+
x
+
x
2
)
2(
)k
n ( 2
Tn (x) =
x 1 xn2k
2k
=x
)
2(
n (
k=0
n
2
k=0
n
2k
1 x2
)k
k 1)!
(1)
(2x)n2k
k!(n 2k)!
k (n
(n + k 1)!
(1 x)k
(n k)!(2k)!
k=0
)
(
= 2 F1 n, n; 21 ; 12 (1 x)
(2)k
=n
4.1 Symmetry
Tn (x) = (1)n Tn (x)
{
Tn (x),
neven
=
Tn (x), nodd
|x| 1
Un (x) = (1)n Un (x)
{
|x| 1
Un (x),
neven
=
Un (x), nodd
That is, Chebyshev polynomials of even order have even
symmetry and contain only even powers of x. Chebyshev
polynomials of odd order have odd symmetry and contain
only odd powers of x.
k=0
n
4 Properties
with inverse
xn = 21n
n
j=0,njeven
n
Tj (x),
(n j)/2
(
)
cos (2k + 1) 2 = 0
one can easily prove that the roots of Tn are
where the prime at the sum symbol indicates that the contribution of j = 0 needs to be halved if it appears.
(
)n+1 (
)n+1
x + x2 1
x x2 1
Un (x) =
2 x2 1
n
)
2(
)k
n+1 ( 2
=
x 1 xn2k
2k + 1
k=0
= xn
)
2(
n+1 (
k=0
2k + 1
1 x2
(
)
2k (n + 1)
)k
n
2
k=0
k=0
n
(2x)n2k
(
)
nk
(1)
(2x)n2k
k
k
(n + k + 1)!
(1 x)k
(n k)!(2k + 1)!
k=0
(
)
= (n + 1) 2 F1 n, n + 2; 32 ; 21 (1 x)
(2)k
(
xk = cos
)
2k 1
,
2n
k = 1, . . . , n.
)
k
,
n+1
k = 1, . . . , n.
k = 0, . . . , n.
4.3
5
Since the limit as a whole must exist, the limit of the numerator and denominator must independently exist, and
Tn (1) = 1
Tn (1) = (1)n
Tn (1)
Un (1) = n + 1
Un (1) = (n + 1)(1)n .
4.3
=n
limx1
nTn xUn1
x1
limx1 (x + 1)
n
nTn xUn1
lim
.
2 x1
x1
Tn (1) =
dTn
= nUn1
dx
n
lim
2 x1
d
dx (nTn xUn1 )
d
dx (x 1)
n
d
lim
(nTn xUn1 )
2 x1 (
dx
)
n
d
2
dUn
(n + 1)Tn+1 xUn
= lim n Un1 Un1 x (Un1 )
=
2 x1
dx
dx
x2 1
(
)
n
d
2
d2 Tn
nTn xUn1
(n + 1)Tn Un
=
n Un1 (1) Un1 (1) lim x (Un1 )
=n
=n
.
x1 dx
2
dx2
x2 1
x2 1
2
4
n
1
n
d
The last two formulas can be numerically troublesome
lim
(nUn1 )
=
x1
2
2
2
dx
due to the division by zero (0/0 indeterminate form,
n4
n2
T (1)
specically) at x = 1 and x = 1. It can be shown that:
=
n
2
2
2
4
2
n
n
Tn (1) =
.
3
d2 Tn
n4 n2
,
=
dx2
3
The proof for x = 1 is similar, with the fact that
x=1
Tn (1) = (1)n being important.
2
4
2
d Tn
n n
Indeed, the following, more general formula holds:
.
= (1)n
2
dx
3
=
x=1
dp Tn
dxp
Proof
= (1)n+p
p1
n2 k 2
.
2k + 1
k=0
x=1
The second derivative of the Chebyshev polynomial of
the rst kind is
This latter result is of great use in the numerical solution
of eigenvalue problems.
Tn = n
nTn xUn1
x2 1
(
)
np
dp
(n + p k)/2 1 [(n + p + k)/
p
T
(x)
=
2
n
n
k0,npkeven
dxp
(n p k)/2
[(n p + k)
which, if evaluated as shown above, poses a problem because it is indeterminate at x = 1. Since the function is a where the prime at the summation symbols means that the
polynomial, (all of) the derivatives must exist for all real term contributed by k = 0 is to be halved, if it appears.
numbers, so the taking to limit on the expression above
Concerning integration, the rst derivative of the Tn imshould yield the desired value:
plies that
Tn (1) = lim n
x1
nTn xUn1
x2 1
Un dx =
Tn+1
n+1
where only x = 1 is considered for now. Factoring the and the recurrence relation for the rst kind polynomials
denominator:
involving derivatives establishes that
Tn (1)
nTn xUn1
= lim n
= lim n
x1
x1 (x + 1)(x 1)
nTn xUn1
x1
x+1
1
Tn dx =
2
Tn+1
Tn1
n+1 n1
)
=
nTn+1
xTn
.
2
n 1 n1
4 PROPERTIES
and
4.4
Tn (x) dx =
N
1
(1)n +1
1n2
n = 1
n=1
Orthogonality
x2k )
k=0
{
0
: i = j
=
N /2 : i = j
{
0
: parity(i) = parity(j)
Ui (xk )Uj (xk ) =
N + N min(i, j) : parity(i) = parity(j)
,
1 x2
on the interval [1,1], i.e. we have:
(
)
k+1
xk = cos
N +1
a dierent sum can be constructed
: n = m
0
dx
Tn (x)Tm (x)
=
:n=m=0
1 x2
1
/2 : n = m = 0
N
1
x2k )
k=0
{
0
N +1
2
: i = j
:i=j
This can be proven by letting x = cos () and using the and again without the weight function:
dening identity Tn(cos ()) = cos (n).
{
Similarly, the polynomials of the second kind are orthog- N
1
0
: parity(i) = p
onal with respect to the weight
Ui (xk )Uj (xk ) =
(min(i, j) + 1)(N max(i, j)) : parity(i) = p
k=0
1 x2
Un (x)Um (x) 1 x2 dx =
{
0
: n = m,
/2 : n = m.
f (x) =
1
Tn (x)
2n1
(Note that the measure 1 x2 dx is, to within a nor- is the one of which the maximal absolute value on the
malizing constant, the Wigner semicircle distribution).
interval [1, 1] is minimal.
The Tn also satisfy a discrete orthogonality condition:
This maximal absolute value is
N
1
k=0
: i = j
0
Ti (xk )Tj (xk ) = N
:i=j=0
N /2 : i = j = 0
1
2n1
and |(x)| reaches this maximum exactly n + 1 times at
x = cos
k
for 0 k n.
n
Proof
4.7
Dene
fn (x) =
1
2n1
Tn (x) wn (x)
Because
at extreme
points of Tn we have |wn (x)| < Tj (x)Uk (x) =
1
n1 Tn (x)
2
1
2
1
2
ifk j 1.
ifk j 2.
2k
where 0 2k n
n
(2k + 1)
where 0 2k+1 n Tn (cos ) = cos(n),
n
From the intermediate value theorem, fn (x) has at least we have the analogous formula
n roots. However, this is impossible, as fn (x) is a polynomial of degree n 1, so the fundamental theorem of
algebra implies it has at most n 1 roots.
T2n+1 (sin ) = (1)n sin((2n + 1))
fn (x) < 0 for x = cos
4.6
For x = 0 ,
Other properties
Tn (x) =
Un (x) =
n
2
(q)
ifn 1,
limq0 1q Cn (x)
1 1
1
2(
n+ 1
2
n
(1)
)
x + x1
xn + xn
=
2
2
(
)
(
)
x + x1
x x1
x + x1
n
x = Tn
+
Un1
2
2
2
and
(
)
2xUn 1 2x2 = (1)n U2n+1 (x).
(
)
1 1
Several polynomial sequences like Lucas polynomials Ta (cos x) = 2 F1 a, a; 2 ; 2 (1 cos x) = cos(ax),
(Ln), Dickson polynomials (Dn), Fibonacci polynomials where a is not necessarily an integer, and F (a, b; c; z)
2 1
(Fn) are related to Chebyshev polynomials Tn and Un.
is the Gaussian hypergeometric function. They have the
The Chebyshev polynomials of the rst kind satisfy the power series expansion
relation
Tj (x)Tk (x) =
1
2
)
Tj+k (x) + T|kj| (x) ,
j, k 0,
Ta (x) = cos
( a )
2
+a
(2x)j
j=1
2j
(
cos
(a j)
2
) ( a+j2 )
2
j1
6 AS A BASIS SET
Examples
1.5
n=5
n=1
n=0
1.0
First kind
0.5
1.0
Un (x)
5.1
n=0
n=4
0.0
n=3
0.5
n=1
Tn (x)
0.5
1.0
n=4
n=2
n=2
1.5
0.0
1.0
n=3
0.5
0.0
0.5
1.0
n=5
0.5
1.0
1.0
0.5
0.0
0.5
1.0
The rst few Chebyshev polynomials of the rst kind in the domain 1 < x < 1: The at T0 , T1 , T2 , T3 , T4 and T5 .
6 As a basis set
T1 (x) = x
In the appropriate Sobolev space, the set of Chebyshev
polynomials form an orthonormal basis, so that a function
in the same space can, on 1 x 1 be expressed via the
expansion:[4]
T2 (x) = 2x2 1
T3 (x) = 4x3 3x
T4 (x) = 8x4 8x2 + 1
T5 (x) = 16x5 20x3 + 5x
T6 (x) = 32x6 48x4 + 18x2 1
f (x) =
an Tn (x).
n=0
5.2
Second kind
U0 (x) = 1
U1 (x) = 2x
U2 (x) = 4x2 1
U3 (x) = 8x3 4x
U4 (x) = 16x4 12x2 + 1
U5 (x) = 32x5 32x3 + 6x
6.2
Example 2
9
condition. For the inner product,
+1
+1
Tm (x) log(1 + x)
Tm (x)Tn (x)
dx =
an
dx,
2
1x
1 x2
1
n=0
which gives
{
an =
log(2)
(1)n
n
:n=0
: n > 0.
Alternatively, when you cannot evaluate the inner product of the function you are trying to approximate, the discrete orthogonality condition gives an often useful result
for approximate coecients,
an
N 1
2 0n
Tn (xk ) log(1 + xk ),
N
k=0
For any N, these approximate coecients provide an exact approximation to the function at xk with a controlled
error between those points. The exact coecients are
obtained with N = , thus representing the function
exactly at all points in [1, 1] . The rate of convergence
depends on the function and its smoothness.
This allows us to compute the approximate coecients
an very eciently through the discrete cosine transform
6.1
Example 1
log(1 + x) =
n=0
(
)
1 ( 12 + )
2
12
n
(1 x ) =
+2
(1)
T2n (x)
n
( + 1)
n=0
(
)
2
n 2 + 1
=2
(1)
U2n (x).
n
n=0
2
an Tn (x).
One can nd the coecients an either through the application of an inner product or by the discrete orthogonality The partial sums of
10
11
REFERENCES
9 See also
f (x) =
Chebyshev lter
an Tn (x)
n=0
6.4
k
N 1
an Tn (x).
n=0
Spread polynomials
Legendre polynomials
Hermite polynomials
Romanovski polynomials
Chebyshev rational functions
Approximation theory
The Chebfun system
Discrete Chebyshev transform
k = 0, 1, . . . , N 1.
p(x) =
Dickson polynomials
10 Notes
[1] Chebyshev polynomials were rst presented in: P. L.
Chebyshev (1854) Thorie des mcanismes connus sous
le nom de paralllogrammes, Mmoires des Savants
trangers prsents lAcadmie de Saint-Ptersbourg, vol.
7, pages 539586.
[2] Rivlin, Theodore J. The Chebyshev polynomials. Pure
and Applied Mathematics. Wiley-Interscience [John Wiley & Sons], New York-London-Sydney,1974. Chapter 2,
Extremal Properties, pp. 56-123.
[3] Jeroen Demeyer Diophantine Sets over Polynomial Rings
and Hilberts Tenth Problem for Function Fields, Ph.D.
theses (2007), p.70.
[4] Boyd, John P. (2001). Chebyshev and Fourier Spectral
Methods (PDF) (second ed.). Dover. ISBN 0-486-411834.
[5] Chebyshev Interpolation: An Interactive Tour
[6] For more information on the coecients, see: Mason, J.
C. and Handscomb, D. C. (2002). Chebyshev Polynomials. Taylor & Francis.
11 References
Abramowitz, Milton; Stegun, Irene Ann, eds.
(1983) [June 1964]. Chapter 22. Handbook
of Mathematical Functions with Formulas, Graphs,
and Mathematical Tables. Applied Mathematics Series. 55 (Ninth reprint with additional corrections
of tenth original printing with corrections (December 1972); rst ed.). Washington D.C., USA; New
York, USA: United States Department of Commerce, National Bureau of Standards; Dover Publications. p. 773. ISBN 0-486-61272-4. LCCN
11
64-60036. MR 0167642. ISBN 978-0-486-612720. LCCN 65-12253.
Dette, Holger (1995). A Note on Some Peculiar Nonlinear Extremal Phenomena of the Chebyshev Polynomials.
Proceedings of the Edinburgh Mathematical Society. 38 (2): 343355.
doi:10.1017/S001309150001912X.
Elliott, David (1964). The evaluation and estimation of the coecients in the Chebyshev Series expansion of a function. Math. Comp. 18
(86): 274284. doi:10.1090/S0025-5718-19640166903-7. MR 0166903.
Eremenko, A.; Lempert, L. (1994). An Extremal
Problem For Polynomials]" (PDF). Proceedings of
the American Mathematical Society. 122 (1): 191
193. doi:10.1090/S0002-9939-1994-1207536-1.
MR 1207536.
Hernandez, M. A. (2001). Chebyshevs approximation algorithms and applications. Comp. Math.
Applic. 41: 433445.
Mason, J. C. (1984). Some properties and applications of Chebyshev polynomial and rational approximation. Lect. Not. Math. 1105: 2748.
doi:10.1007/BFb0072398.
Mason, J. C.; Handscomb, D. C. (2002). Chebyshev
Polynomials. Taylor & Francis.
Mathar, R. J. (2006). Chebyshev series expansion
of inverse polynomials. J. Comput. Appl. Math.
196: 596607. doi:10.1016/j.cam.2005.10.013.
Koornwinder, Tom H.; Wong, Roderick S. C.;
Koekoek, Roelof; Swarttouw, Ren F. (2010),
Orthogonal Polynomials, in Olver, Frank W. J.;
Lozier, Daniel M.; Boisvert, Ronald F.; Clark,
Charles W., NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 9780521192255, MR 2723248
Remes, Eugene. On an Extremal Property of
Chebyshev Polynomials (PDF).
Salzer, Herbert E. (1976). Converting interpolation series into Chebyshev Series by Recurrence
Formulas. Math. Comp. 30 (134): 295
302. doi:10.1090/S0025-5718-1976-0395159-3.
MR 0395159.
Scraton, R. E. (1969). The Solution of integral
equations in Chebyshev series. Math. Comput. 23
(108): 837844. doi:10.1090/S0025-5718-19690260224-4. MR 0260224.
Smith, Lyle B. (1966). Algorithm 277, Computation of Chebyshev series coecients. Comm.
ACM. 9 (2): 8687. doi:10.1145/365170.365195.
12 External links
Weisstein, Eric W. Chebyshev Polynomial of the
First Kind. MathWorld.
Module for Chebyshev Polynomials by John H.
Mathews
Chebyshev Interpolation: An Interactive Tour, includes illustrative Java applet.
Numerical Computing with Functions: The Chebfun Project
Is there an intuitive explanation for an extremal
property of Chebyshev polynomials?
12
13
13
13.1
13.2
Images
13.3
Content license