TheChebyshev polynomials of the first kind are defined by
Similarly, theChebyshev polynomials of the second kind are defined by
That these expressions define polynomials in is not obvious at first sight but can be shown usingde Moivre's formula (seebelow).
The Chebyshev polynomialsTn are polynomials with the largest possible leading coefficient whoseabsolute value on theinterval[−1, 1] is bounded by 1. They are also the "extremal" polynomials for many other properties.[1]
These polynomials were named afterPafnuty Chebyshev.[3] The letterT is used because of the alternativetransliterations of the nameChebyshev asTchebycheff,Tchebyshev (French) orTschebyschow (German).
The Chebyshev polynomials of the first and second kind can be defined as the unique polynomials satisfyingandforn = 0, 1, 2, 3, ….
An equivalent way to state this is via exponentiation of acomplex number: given a complex numberz =a +bi with absolute value of one,Chebyshev polynomials can be defined in this form when studyingtrigonometric polynomials.[4]
Thatcos nx is annth-degree polynomial incos x can be seen by observing thatcos nx is thereal part of one side ofde Moivre's formula:The real part of the other side is a polynomial incos x andsin x, in which all powers ofsin x areeven and thus replaceable through the identitycos2x + sin2x = 1. By the same reasoning,sin nx is theimaginary part of the polynomial, in which all powers ofsin x areodd and thus, if one factor ofsin x is factored out, the remaining factors can be replaced to create a(n − 1)st-degree polynomial incos x.
Forx outside the interval [-1,1], the above definition implies
Chebyshev polynomials can also be characterized by the following theorem:[5]
If is a family of monic polynomials with coefficients in a field of characteristic such that and for all and, then, up to a simple change of variables, either for all or for all.
The Chebyshev polynomials can also be defined as the solutions to thePell equation:in aringR[x].[6] Thus, they can be generated by the standard technique for Pell equations of taking powers of a fundamental solution:
The Chebyshev polynomials of the first and second kinds correspond to a complementary pair ofLucas sequencesṼn(P,Q) andŨn(P,Q) with parametersP = 2x andQ = 1:It follows that they also satisfy a pair of mutual recurrence equations:[7]
The second of these may be rearranged using therecurrence definition for the Chebyshev polynomials of the second kind to give:
Using this formula iteratively gives the sum formula:while replacing and using thederivative formula for gives the recurrence relationship for the derivative of:
Using the complex number exponentiation definition of the Chebyshev polynomial, one can derive the following expression:The two are equivalent because.
An explicit form of the Chebyshev polynomial in terms of monomialsxk follows fromde Moivre's formula:whereRe denotes thereal part of a complex number. Expanding the formula, one getsThe real part of the expression is obtained from summands corresponding to even indices. Noting and, one gets the explicit formula:which in turn means thatThis can be written as a2F1hypergeometric function:with inverse[11][12]where the prime at the summation symbol indicates that the contribution ofj = 0 needs to be halved if it appears.
A related expression forTn as a sum of monomials with binomial coefficients and powers of two is
Similarly,Un can be expressed in terms of hypergeometric functions:
That is, Chebyshev polynomials of even order haveeven symmetry and therefore contain only even powers ofx. Chebyshev polynomials of odd order haveodd symmetry and therefore contain only odd powers ofx.
A Chebyshev polynomial of either kind with degreen hasn differentsimple roots, calledChebyshev roots, in the interval[−1, 1]. The roots of the Chebyshev polynomial of the first kind are sometimes calledChebyshev nodes because they are used asnodes in polynomial interpolation. Using the trigonometric definition and the fact that:one can show that the roots ofTn are:Similarly, the roots ofUn are:Theextrema ofTn on the interval−1 ≤x ≤ 1 are located at:
One unique property of the Chebyshev polynomials of the first kind is that on the interval−1 ≤x ≤ 1 all of theextrema have values that are either −1 or 1. Thus these polynomials have only two finitecritical values, the defining property ofShabat polynomials. Both the first and second kinds of Chebyshev polynomial have extrema at the endpoints, given by:
Theextrema of on the interval where are located at values of. They are, or where,, and, i.e., and are relatively prime numbers.
The derivatives of the polynomials can be less than straightforward. By differentiating the polynomials in their trigonometric forms, it can be shown that:
The last two formulas can be numerically troublesome due to the division by zero (0/0indeterminate form, specifically) atx = 1 andx = −1. ByL'Hôpital's rule:
More generally,which is of great use in the numerical solution ofeigenvalue problems.
Also, we have:where the prime at the summation symbols means that the term contributed byk = 0 is to be halved, if it appears.
Concerning integration, the first derivative of theTn implies that:and the recurrence relation for the first kind polynomials involving derivatives establishes that forn ≥ 2:
The last formula can be further manipulated to express the integral ofTn as a function of Chebyshev polynomials of the first kind only:
The Chebyshev polynomials of the first kind satisfy the relation:which is easily proved from theproduct-to-sum formula for the cosine:Forn = 1 this results in the already known recurrence formula, just arranged differently, and withn = 2 it forms the recurrence relation for all even or all odd indexed Chebyshev polynomials (depending on the parity of the lowestm) which implies the evenness or oddness of these polynomials. Three more useful formulas for evaluating Chebyshev polynomials can be concluded from this product expansion:
The polynomials of the second kind satisfy the similar relation:(with the definitionU−1 ≡ 0 by convention ). They also satisfy:form ≥n.Forn = 2 this recurrence reduces to:which establishes the evenness or oddness of the even or odd indexed Chebyshev polynomials of the second kind depending on whetherm starts with 2 or 3.
The trigonometric definitions ofTn andUn imply the composition or nesting properties:[15]ForTmn the order of composition may be reversed, making the family of polynomial functionsTn acommutativesemigroup under composition.
SinceTm(x) is divisible byx ifm is odd, it follows thatTmn(x) is divisible byTn(x) ifm is odd. Furthermore,Umn−1(x) is divisible byUn−1(x), and in the case thatm is even, divisible byTn(x)Un−1(x).
BothTn andUn form a sequence oforthogonal polynomials. The polynomials of the first kindTn are orthogonal with respect to the weight:on the interval[−1, 1], i.e. we have:
This can be proven by lettingx = cosθ and using the defining identityTn(cosθ) = cos(nθ).
Similarly, the polynomials of the second kindUn are orthogonal with respect to the weight:on the interval[−1, 1], i.e. we have:
TheTn also satisfy a discrete orthogonality condition:whereN is any integer greater thanmax(i,j),[10] and thexk are theNChebyshev nodes (see above) ofTN(x):
For the polynomials of the second kind and any integerN >i +j with the same Chebyshev nodesxk, there are similar sums:and without the weight function:
For any integerN >i +j, based on theN zeros ofUN(x):one can get the sum:and again without the weight function:
For any givenn ≥ 1, among the polynomials of degreen with leading coefficient 1 (monic polynomials):is the one of which the maximal absolute value on the interval[−1, 1] is minimal.
This maximal absolute value is:and|f(x)| reaches this maximum exactlyn + 1 times at:
Proof
Let's assume thatwn(x) is a polynomial of degreen with leading coefficient 1 with maximal absolute value on the interval[−1, 1] less than1 / 2n − 1.
By theequioscillation theorem, among all the polynomials of degree≤ n, the polynomialf minimizes‖f‖∞ on[−1, 1]if and only if there aren + 2 points−1 ≤x0 <x1 < ⋯ <xn + 1 ≤ 1 such that|f(xi)| = ‖f‖∞.
Of course, the null polynomial on the interval[−1, 1] can be approximated by itself and minimizes the∞-norm.
Above, however,|f| reaches its maximum onlyn + 1 times because we are searching for the best polynomial of degreen ≥ 1 (therefore the theorem evoked previously cannot be used).
Chebyshev polynomials as special cases of more general polynomial families
The curves given byy =Tn(x), or equivalently, by the parametric equationsy =Tn(cosθ) = cosnθ,x = cosθ, are a special case ofLissajous curves with frequency ratio equal ton.
Similar to the formula:we have the analogous formula:
Forx ≠ 0:and:which follows from the fact that this holds by definition forx =eiθ.
From their definition by recurrence it follows that the Chebyshev polynomials can be obtained asdeterminants of specialtridiagonal matrices of size:and similarly for.
The first few Chebyshev polynomials of the second kind in the domain−1 <x < 1: The flatU0,U1,U2,U3,U4 andU5. Although not visible in the image,Un(1) =n + 1 andUn(−1) = (n + 1)(−1)n.
The first few Chebyshev polynomials of the second kind areOEIS: A053117
The non-smooth function (top)y = −x3H(−x), whereH is theHeaviside step function, and (bottom) the 5th partial sum of its Chebyshev expansion. The 7th sum is indistinguishable from the original function at the resolution of the graph.
In the appropriateSobolev space, the set of Chebyshev polynomials form anorthonormal basis, so that a function in the same space can, on−1 ≤x ≤ 1, be expressed via the expansion:[16]
Furthermore, as mentioned previously, the Chebyshev polynomials form anorthogonal basis which (among other things) implies that the coefficientsan can be determined easily through the application of aninner product. This sum is called aChebyshev series or aChebyshev expansion.
Since a Chebyshev series is related to aFourier cosine series through a change of variables, all of the theorems, identities, etc. that apply toFourier series have a Chebyshev counterpart.[16] These attributes include:
The Chebyshev polynomials form acomplete orthogonal system.
The Chebyshev series converges tof(x) if the function ispiecewisesmooth andcontinuous. The smoothness requirement can be relaxed in most cases – as long as there are a finite number of discontinuities inf(x) and its derivatives.
At a discontinuity, the series will converge to the average of the right and left limits.
The abundance of the theorems and identities inherited fromFourier series make the Chebyshev polynomials important tools innumeric analysis; for example they are the most popular general purpose basis functions used in thespectral method,[16] often in favor of trigonometric series due to generally faster convergence for continuous functions (Gibbs' phenomenon is still a problem).
TheChebfun software package supports function manipulation based on their expansion in the Chebysev basis.
Consider the Chebyshev expansion oflog(1 + x). One can express:
One can find the coefficientsan either through the application of an inner product or by the discrete orthogonality condition. For the inner product:which gives:
Alternatively, when the inner product of the function being approximated cannot be evaluated, the discrete orthogonality condition gives an often useful result forapproximate coefficients:whereδij is theKronecker delta function and thexk are theN Gauss–Chebyshev zeros ofTN(x):For anyN, these approximate coefficients provide an exact approximation to the function atxk with a controlled error between those points. The exact coefficients are obtained withN = ∞, 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 coefficientsan very efficiently through thediscrete cosine transform:
As an interpolant, theN coefficients of the(N − 1)st partial sum are usually obtained on the Chebyshev–Gauss–Lobatto[17] points (or Lobatto grid), which results in minimum error and avoidsRunge's phenomenon associated with a uniform grid. This collection of points corresponds to the extrema of the highest order polynomial in the sum, plus the endpoints and is given by:
Polynomials denoted and closely related to Chebyshev polynomials are sometimes used. They are defined by:[18]and satisfy:A. F. Horadam called the polynomialsVieta–Lucas polynomials and denoted them. He called the polynomialsVieta–Fibonacci polynomials and denoted them.[19] Lists of both sets of polynomials are given inViète'sOpera Mathematica, Chapter IX, Theorems VI and VII.[20] The Vieta–Lucas and Vieta–Fibonacci polynomials of real argument are, up to a power of and a shift of index in the case of the latter, equal toLucas and Fibonacci polynomialsLn andFn of imaginary argument.
Shifted Chebyshev polynomials of the first and second kinds are related to the Chebyshev polynomials by:[18]
When the argument of the Chebyshev polynomial satisfies2x − 1 ∈[−1, 1] the argument of the shifted Chebyshev polynomial satisfiesx ∈[0, 1]. Similarly, one can define shifted polynomials for generic intervals[a,b].
Around 1990 the terms "third-kind" and "fourth-kind" came into use in connection with Chebyshev polynomials, although the polynomials denoted by these terms had an earlier development under the nameairfoil polynomials. According to J. C. Mason and G. H. Elliott, the terminology "third-kind" and "fourth-kind" is due toWalter Gautschi, "in consultation with colleagues in the field of orthogonal polynomials."[21] TheChebyshev polynomials of the third kind are defined as:and theChebyshev polynomials of the fourth kind are defined as:where.[21][22]They coincide with theDirichlet kernel.
In the airfoil literature and are denoted and. The polynomial families,,, and are orthogonal with respect to the weights:and are proportional to Jacobi polynomials with:[22]
All four families satisfy the recurrence with, where,,, or, but they differ according to whether equals,,, or.[21]
Some applications rely on Chebyshev polynomials but may be unable to accommodate the lack of a root at zero, which rules out the use of standard Chebyshev polynomials for these kinds of applications. Even orderChebyshev filter designs using equally terminated passive networks are an example of this.[23] However, even order Chebyshev polynomials may be modified to move the lowest roots down to zero while still maintaining the desirable Chebyshev equi-ripple effect. Such modified polynomials contain two roots at zero, and may be referred to as even order modified Chebyshev polynomials. Even order modified Chebyshev polynomials may be created from theChebyshev nodes in the same manner as standard Chebyshev polynomials.
where
is anN-th order Chebyshev polynomial
is thei-th Chebyshev node
In the case of even order modified Chebyshev polynomials, theeven order modified Chebyshev nodes are used to construct the even order modified Chebyshev polynomials.
where
is anN-th order even order modified Chebyshev polynomial
is thei-th even order modified Chebyshev node
For example, the 4th order Chebyshev polynomial from theexample above is, which by inspection contains no roots of zero. Creating the polynomial from the even order modified Chebyshev nodes creates a 4th order even order modified Chebyshev polynomial of, which by inspection contains two roots at zero, and may be used in applications requiring roots at zero.
^Rivlin, Theodore J. (1974). "Chapter 2, Extremal properties".The Chebyshev Polynomials. Pure and Applied Mathematics (1st ed.). New York-London-Sydney: Wiley-Interscience [John Wiley & Sons]. pp. 56–123.ISBN978-047172470-4.
^Chebyshev first presented his eponymous polynomials in a paper read before the St. Petersburg Academy in 1853:Chebyshev, P. L. (1854)."Théorie des mécanismes connus sous le nom de parallélogrammes".Mémoires des Savants étrangers présentés à l'Académie de Saint-Pétersbourg (in French).7:539–586. Also published separately asChebyshev, P. L. (1853).Théorie des mécanismes connus sous le nom de parallélogrammes. St. Petersburg: Imprimerie de l'Académie Impériale des Sciences.doi:10.3931/E-RARA-120037.
^Beckenbach, E. F.; Seidel, W.; Szász, Otto (1951), "Recurrent determinants of Legendre and of ultraspherical polynomials",Duke Math. J.,18:1–10,doi:10.1215/S0012-7094-51-01801-7,MR0040487
^Wolfram, D. A. (2022). "Factoring Chebyshev polynomials of the first and second kinds with minimal polynomials of".American Mathematical Monthly.129 (2):172–176.doi:10.1080/00029890.2022.2005391.S2CID245808448.
^Rayes, M. O.; Trevisan, V.; Wang, P. S. (2005), "Factorization properties of chebyshev polynomials",Computers & Mathematics with Applications,50 (8–9):1231–1240,doi:10.1016/j.camwa.2005.07.003
^abcMason, J. C.; Elliott, G. H. (1993), "Near-minimax complex approximation by four kinds of Chebyshev polynomial expansion",J. Comput. Appl. Math.,46 (1–2):291–300,doi:10.1016/0377-0427(93)90303-S
^Saal, Rudolf (January 1979).Handbook of Filter Design (in English and German) (1st ed.). Munich, Germany: Allgemeine Elektricitais-Gesellschaft. pp. 25, 26,56–61, 116, 117.ISBN3-87087-070-2.
Dette, Holger (1995). "A note on some peculiar nonlinear extremal phenomena of the Chebyshev polynomials".Proceedings of the Edinburgh Mathematical Society.38 (2):343–355.arXiv:math/9406222.doi:10.1017/S001309150001912X.
Mason, J. C. (1984). "Some properties and applications of Chebyshev polynomial and rational approximation".Rational Approximation and Interpolation. Lecture Notes in Mathematics. Vol. 1105. pp. 27–48.doi:10.1007/BFb0072398.ISBN978-3-540-13899-0.
Mathews, John H. (2003)."Module for Chebyshev polynomials". Department of Mathematics. Course notes for Math 340Numerical Analysis & Math 440Advanced Numerical Analysis. Fullerton, CA: California State University. Archived fromthe original on 29 May 2007. Retrieved17 August 2020.