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Chebyshev polynomials

From Wikipedia, the free encyclopedia
(Redirected fromChebyshev polynomial)
Polynomial sequence
Not to be confused withdiscrete Chebyshev polynomials.

Plot of the first fiveTn Chebyshev polynomials (first kind)
Plot of the first fiveUn Chebyshev polynomials (second kind)

TheChebyshev polynomials are two sequences oforthogonal polynomials related to thecosine and sine functions, notated asTn(x){\displaystyle T_{n}(x)} andUn(x){\displaystyle U_{n}(x)}. They can be defined in several equivalent ways, one of which starts withtrigonometric functions:

TheChebyshev polynomials of the first kindTn{\displaystyle T_{n}} are defined byTn(cosθ)=cos(nθ).{\displaystyle T_{n}(\cos \theta )=\cos(n\theta ).}

Similarly, theChebyshev polynomials of the second kindUn{\displaystyle U_{n}} are defined byUn(cosθ)sinθ=sin((n+1)θ).{\displaystyle U_{n}(\cos \theta )\sin \theta =\sin {\big (}(n+1)\theta {\big )}.}

That these expressions define polynomials incosθ{\displaystyle \cos \theta } 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]

In 1952,Cornelius Lanczos showed that the Chebyshev polynomials are important inapproximation theory for the solution of linear systems;[2] theroots ofTn(x), which are also calledChebyshev nodes, are used as matching points for optimizingpolynomial interpolation. The resulting interpolation polynomial minimizes the problem ofRunge's phenomenon and provides an approximation that is close to the best polynomial approximation to acontinuous function under themaximum norm, also called the "minimax" criterion. This approximation leads directly to the method ofClenshaw–Curtis quadrature.

These polynomials were named afterPafnuty Chebyshev.[3] The letterT is used because of the alternativetransliterations of the nameChebyshev asTchebycheff,Tchebyshev (French) orTschebyschow (German).

Definitions

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Recurrence definition

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TheChebyshev polynomials of the first kind can be defined by the recurrence relationT0(x)=1,T1(x)=x,Tn+1(x)=2xTn(x)Tn1(x).{\displaystyle {\begin{aligned}T_{0}(x)&=1,\\T_{1}(x)&=x,\\T_{n+1}(x)&=2x\,T_{n}(x)-T_{n-1}(x).\end{aligned}}}

TheChebyshev polynomials of the second kind can be defined by the recurrence relationU0(x)=1,U1(x)=2x,Un+1(x)=2xUn(x)Un1(x),{\displaystyle {\begin{aligned}U_{0}(x)&=1,\\U_{1}(x)&=2x,\\U_{n+1}(x)&=2x\,U_{n}(x)-U_{n-1}(x),\end{aligned}}}which differs from the above only by the rule forn=1.

Trigonometric definition

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The Chebyshev polynomials of the first and second kind can be defined as the unique polynomials satisfyingTn(cosθ)=cos(nθ){\displaystyle T_{n}(\cos \theta )=\cos(n\theta )}andUn(cosθ)=sin((n+1)θ)sinθ,{\displaystyle U_{n}(\cos \theta )={\frac {\sin {\big (}(n+1)\theta {\big )}}{\sin \theta }},}forn = 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,zn=Tn(a)+ibUn1(a).{\displaystyle z^{n}=T_{n}(a)+ibU_{n-1}(a).}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:cosnθ+isinnθ=(cosθ+isinθ)n.{\displaystyle \cos n\theta +i\sin n\theta =(\cos \theta +i\sin \theta )^{n}.}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 impliesTn(x)={cos(narccosx) if  |x|1,cosh(narcoshx) if  x1,(1)ncosh(narcosh(x)) if  x1.{\displaystyle T_{n}(x)={\begin{cases}\cos(n\arccos x)&{\text{ if }}~|x|\leq 1,\\\cosh(n\operatorname {arcosh} x)&{\text{ if }}~x\geq 1,\\(-1)^{n}\cosh(n\operatorname {arcosh} (-x))&{\text{ if }}~x\leq -1.\end{cases}}}

Commuting polynomials definition

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Chebyshev polynomials can also be characterized by the following theorem:[5]

IfFn(x){\displaystyle F_{n}(x)} is a family of monic polynomials with coefficients in a field of characteristic0{\displaystyle 0} such thatdegFn(x)=n{\displaystyle \deg F_{n}(x)=n} andFm(Fn(x))=Fn(Fm(x)){\displaystyle F_{m}(F_{n}(x))=F_{n}(F_{m}(x))} for allm{\displaystyle m} andn{\displaystyle n}, then, up to a simple change of variables, eitherFn(x)=xn{\displaystyle F_{n}(x)=x^{n}} for alln{\displaystyle n} orFn(x)=2Tn(x/2){\displaystyle F_{n}(x)=2\cdot T_{n}(x/2)} for alln{\displaystyle n}.

Pell equation definition

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The Chebyshev polynomials can also be defined as the solutions to thePell equation:Tn(x)2(x21)Un1(x)2=1{\displaystyle T_{n}(x)^{2}-\left(x^{2}-1\right)U_{n-1}(x)^{2}=1}in aringR[x].[6] Thus, they can be generated by the standard technique for Pell equations of taking powers of a fundamental solution:Tn(x)+Un1(x)x21=(x+x21)n .{\displaystyle T_{n}(x)+U_{n-1}(x)\,{\sqrt {x^{2}-1}}=\left(x+{\sqrt {x^{2}-1}}\right)^{n}~.}

Generating functions

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Theordinary generating function forTn isn=0Tn(x)tn=1tx12tx+t2.{\displaystyle \sum _{n=0}^{\infty }T_{n}(x)\,t^{n}={\frac {1-tx}{1-2tx+t^{2}}}.}

There are several othergenerating functions for the Chebyshev polynomials; theexponential generating function isn=0Tn(x)tnn!=12(exp(t(xx21 ))+exp(t(x+x21 )))=etxcosh(tx21 ).{\displaystyle {\begin{aligned}\sum _{n=0}^{\infty }T_{n}(x){\frac {t^{n}}{n!}}&={\tfrac {1}{2}}{\Bigl (}{\exp }{\Bigl (}{\textstyle t{\bigl (}x-{\sqrt {x^{2}-1}}~\!{\bigr )}}{\Bigr )}+{\exp }{\Bigl (}{\textstyle t{\bigl (}x+{\sqrt {x^{2}-1}}~\!{\bigr )}}{\Bigr )}{\Bigr )}\\&=e^{tx}\cosh \left({\textstyle t{\sqrt {x^{2}-1}}}~\!\right).\end{aligned}}}

The generating function relevant for 2-dimensionalpotential theory andmultipole expansion isn=1Tn(x)tnn=ln(112tx+t2).{\displaystyle \sum \limits _{n=1}^{\infty }T_{n}(x)\,{\frac {t^{n}}{n}}=\ln \left({\frac {1}{\sqrt {1-2tx+t^{2}}}}\right).}

The ordinary generating function forUn isn=0Un(x)tn=112tx+t2,{\displaystyle \sum _{n=0}^{\infty }U_{n}(x)\,t^{n}={\frac {1}{1-2tx+t^{2}}},}and the exponential generating function isn=0Un(x)tnn!=etx(cosh(tx21)+xx21sinh(tx21)).{\displaystyle \sum _{n=0}^{\infty }U_{n}(x){\frac {t^{n}}{n!}}=e^{tx}{\biggl (}\!\cosh \left(t{\sqrt {x^{2}-1}}\right)+{\frac {x}{\sqrt {x^{2}-1}}}\sinh \left(t{\sqrt {x^{2}-1}}\right){\biggr )}.}

Relations between the two kinds of Chebyshev polynomials

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The Chebyshev polynomials of the first and second kinds correspond to a complementary pair ofLucas sequencesn(P,Q) andŨn(P,Q) with parametersP = 2x andQ = 1:U~n(2x,1)=Un1(x),V~n(2x,1)=2Tn(x).{\displaystyle {\begin{aligned}{\tilde {U}}_{n}(2x,1)&=U_{n-1}(x),\\{\tilde {V}}_{n}(2x,1)&=2\,T_{n}(x).\end{aligned}}}It follows that they also satisfy a pair of mutual recurrence equations:[7]Tn+1(x)=xTn(x)(1x2)Un1(x),Un+1(x)=xUn(x)+Tn+1(x).{\displaystyle {\begin{aligned}T_{n+1}(x)&=x\,T_{n}(x)-(1-x^{2})\,U_{n-1}(x),\\U_{n+1}(x)&=x\,U_{n}(x)+T_{n+1}(x).\end{aligned}}}

The second of these may be rearranged using therecurrence definition for the Chebyshev polynomials of the second kind to give:Tn(x)=12(Un(x)Un2(x)).{\displaystyle T_{n}(x)={\frac {1}{2}}{\big (}U_{n}(x)-U_{n-2}(x){\big )}.}

Using this formula iteratively gives the sum formula:Un(x)={2 odd j>0nTj(x) for odd n.2 even j0nTj(x)1 for even n,{\displaystyle U_{n}(x)={\begin{cases}2\sum _{{\text{ odd }}j>0}^{n}T_{j}(x)&{\text{ for odd }}n.\\2\sum _{{\text{ even }}j\geq 0}^{n}T_{j}(x)-1&{\text{ for even }}n,\end{cases}}}while replacingUn(x){\displaystyle U_{n}(x)} andUn2(x){\displaystyle U_{n-2}(x)} using thederivative formula forTn(x){\displaystyle T_{n}(x)} gives the recurrence relationship for the derivative ofTn{\displaystyle T_{n}}:

2Tn(x)=1n+1ddxTn+1(x)1n1ddxTn1(x),n=2,3,{\displaystyle 2\,T_{n}(x)={\frac {1}{n+1}}\,{\frac {\mathrm {d} }{\mathrm {d} x}}\,T_{n+1}(x)-{\frac {1}{n-1}}\,{\frac {\mathrm {d} }{\mathrm {d} x}}\,T_{n-1}(x),\qquad n=2,3,\ldots }

This relationship is used in theChebyshev spectral method of solving differential equations.

Turán's inequalities for the Chebyshev polynomials are:[8]Tn(x)2Tn1(x)Tn+1(x)=1x2>0 for 1<x<1 and Un(x)2Un1(x)Un+1(x)=1>0 .{\displaystyle {\begin{aligned}T_{n}(x)^{2}-T_{n-1}(x)\,T_{n+1}(x)&=1-x^{2}>0&&{\text{ for }}-1<x<1&&{\text{ and }}\\U_{n}(x)^{2}-U_{n-1}(x)\,U_{n+1}(x)&=1>0~.\end{aligned}}}

Theintegral relations are[9][10]11Tn(y)yxdy1y2=πUn1(x) ,11Un1(y)yx1y2dy=πTn(x){\displaystyle {\begin{aligned}\int _{-1}^{1}{\frac {T_{n}(y)}{y-x}}\,{\frac {\mathrm {d} y}{\sqrt {1-y^{2}}}}&=\pi \,U_{n-1}(x)~,\\[1.5ex]\int _{-1}^{1}{\frac {U_{n-1}(y)}{y-x}}\,{\sqrt {1-y^{2}}}\mathrm {d} y&=-\pi \,T_{n}(x)\end{aligned}}}where integrals are considered as principal value.

Explicit expressions

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Using the complex number exponentiation definition of the Chebyshev polynomial, one can derive the following expression:Tn(x)=12((xx21)n+(x+x21)n) for xR,{\displaystyle T_{n}(x)={\dfrac {1}{2}}{\bigg (}{\Big (}x-{\sqrt {x^{2}-1}}{\Big )}^{n}+{\Big (}x+{\sqrt {x^{2}-1}}{\Big )}^{n}{\bigg )}\quad {\text{ for }}x\in \mathbb {R} ,}Tn(x)=12((xx21)n+(xx21)n) for xR.{\displaystyle T_{n}(x)={\dfrac {1}{2}}{\bigg (}{\Big (}x-{\sqrt {x^{2}-1}}{\Big )}^{n}+{\Big (}x-{\sqrt {x^{2}-1}}{\Big )}^{-n}{\bigg )}\quad {\text{ for }}x\in \mathbb {R} .}The two are equivalent because(x+x21)(xx21)=1{\displaystyle (x+{\sqrt {x^{2}-1}})(x-{\sqrt {x^{2}-1}})=1}.

An explicit form of the Chebyshev polynomial in terms of monomialsxk follows fromde Moivre's formula:Tn(cos(θ))=Re(cosnθ+isinnθ)=Re((cosθ+isinθ)n),{\displaystyle T_{n}(\cos(\theta ))=\operatorname {Re} (\cos n\theta +i\sin n\theta )=\operatorname {Re} ((\cos \theta +i\sin \theta )^{n}),}whereRe denotes thereal part of a complex number. Expanding the formula, one gets(cosθ+isinθ)n=j=0n(nj)ijsinjθcosnjθ.{\displaystyle (\cos \theta +i\sin \theta )^{n}=\sum \limits _{j=0}^{n}{\binom {n}{j}}i^{j}\sin ^{j}\theta \cos ^{n-j}\theta .}The real part of the expression is obtained from summands corresponding to even indices. Notingi2j=(1)j{\displaystyle i^{2j}=(-1)^{j}} andsin2jθ=(1cos2θ)j{\displaystyle \sin ^{2j}\theta =(1-\cos ^{2}\theta )^{j}}, one gets the explicit formula:cosnθ=j=0n/2(n2j)(cos2θ1)jcosn2jθ,{\displaystyle \cos n\theta =\sum \limits _{j=0}^{\lfloor n/2\rfloor }{\binom {n}{2j}}(\cos ^{2}\theta -1)^{j}\cos ^{n-2j}\theta ,}which in turn means thatTn(x)=j=0n/2(n2j)(x21)jxn2j.{\displaystyle T_{n}(x)=\sum \limits _{j=0}^{\lfloor n/2\rfloor }{\binom {n}{2j}}(x^{2}-1)^{j}x^{n-2j}.}This can be written as a2F1hypergeometric function:Tn(x)=k=0n2(n2k)(x21)kxn2k=xnk=0n2(n2k)(1x2)k=n2k=0n2(1)k(nk1)!k!(n2k)! (2x)n2k for n>0=nk=0n(2)k(n+k1)!(nk)!(2k)!(1x)k for n>0=2F1(n,n;12;12(1x)){\displaystyle {\begin{aligned}T_{n}(x)&=\sum _{k=0}^{\left\lfloor {\frac {n}{2}}\right\rfloor }{\binom {n}{2k}}\left(x^{2}-1\right)^{k}x^{n-2k}\\&=x^{n}\sum _{k=0}^{\left\lfloor {\frac {n}{2}}\right\rfloor }{\binom {n}{2k}}\left(1-x^{-2}\right)^{k}\\&={\frac {n}{2}}\sum _{k=0}^{\left\lfloor {\frac {n}{2}}\right\rfloor }(-1)^{k}{\frac {(n-k-1)!}{k!(n-2k)!}}~(2x)^{n-2k}\quad {\text{ for }}n>0\\\\&=n\sum _{k=0}^{n}(-2)^{k}{\frac {(n+k-1)!}{(n-k)!(2k)!}}(1-x)^{k}\quad {\text{ for }}n>0\\\\&={}_{2}F_{1}\!\left(-n,n;{\tfrac {1}{2}};{\tfrac {1}{2}}(1-x)\right)\\\end{aligned}}}with inverse[11][12]xn=21nj=0jn(mod2)n(nnj2)Tj(x),{\displaystyle x^{n}=2^{1-n}\mathop {{\sum }'} _{j=0 \atop j\equiv n{\pmod {2}}}^{n}\!\!{\binom {n}{\tfrac {n-j}{2}}}\!\;T_{j}(x),}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 isTn(x)=m=0n2(1)m((nmm)+(nm1n2m))2n2m1xn2m.{\displaystyle T_{n}(x)=\sum \limits _{m=0}^{\left\lfloor {\frac {n}{2}}\right\rfloor }(-1)^{m}\left({\binom {n-m}{m}}+{\binom {n-m-1}{n-2m}}\right)\cdot 2^{n-2m-1}\cdot x^{n-2m}.}

Similarly,Un can be expressed in terms of hypergeometric functions:Un(x)=(x+x21)n+1(xx21)n+12x21=k=0n/2(n+12k+1)(x21)kxn2k=xnk=0n/2(n+12k+1)(1x2)k=k=0n/2(2k(n+1)k) (2x)n2k for n>0=k=0n/2(1)k(nkk) (2x)n2k for n>0=k=0n(2)k(n+k+1)!(nk)!(2k+1)!(1x)k for n>0=(n+1)2F1(n,n+2;32;12(1x)).{\displaystyle {\begin{aligned}U_{n}(x)&={\frac {\left(x+{\sqrt {x^{2}-1}}\right)^{n+1}-\left(x-{\sqrt {x^{2}-1}}\right)^{n+1}}{2{\sqrt {x^{2}-1}}}}\\&=\sum _{k=0}^{\left\lfloor {n}/{2}\right\rfloor }{\binom {n+1}{2k+1}}\left(x^{2}-1\right)^{k}x^{n-2k}\\&=x^{n}\sum _{k=0}^{\left\lfloor {n}/{2}\right\rfloor }{\binom {n+1}{2k+1}}\left(1-x^{-2}\right)^{k}\\&=\sum _{k=0}^{\left\lfloor {n}/{2}\right\rfloor }{\binom {2k-(n+1)}{k}}~(2x)^{n-2k}&{\text{ for }}n>0\\&=\sum _{k=0}^{\left\lfloor {n}/{2}\right\rfloor }(-1)^{k}{\binom {n-k}{k}}~(2x)^{n-2k}&{\text{ for }}n>0\\&=\sum _{k=0}^{n}(-2)^{k}{\frac {(n+k+1)!}{(n-k)!(2k+1)!}}(1-x)^{k}&{\text{ for }}n>0\\&=(n+1)\,{}_{2}F_{1}{\big (}-n,n+2;{\tfrac {3}{2}};{\tfrac {1}{2}}(1-x){\big )}.\end{aligned}}}

Properties

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Symmetry

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Tn(x)=(1)nTn(x),Un(x)=(1)nUn(x).{\displaystyle {\begin{aligned}T_{n}(-x)&=(-1)^{n}\,T_{n}(x),\\[1ex]U_{n}(-x)&=(-1)^{n}\,U_{n}(x).\end{aligned}}}

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.

Roots and extrema

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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:cos((2k+1)π2)=0{\displaystyle \cos \left((2k+1){\frac {\pi }{2}}\right)=0}one can show that the roots ofTn are:xk=cos(π(k+1/2)n),k=0,,n1.{\displaystyle x_{k}=\cos \left({\frac {\pi (k+1/2)}{n}}\right),\quad k=0,\ldots ,n-1.}Similarly, the roots ofUn are:xk=cos(kn+1π),k=1,,n.{\displaystyle x_{k}=\cos \left({\frac {k}{n+1}}\pi \right),\quad k=1,\ldots ,n.}Theextrema ofTn on the interval−1 ≤x ≤ 1 are located at:xk=cos(knπ),k=0,,n.{\displaystyle x_{k}=\cos \left({\frac {k}{n}}\pi \right),\quad k=0,\ldots ,n.}

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:Tn(1)=1Tn(1)=(1)nUn(1)=n+1Un(1)=(1)n(n+1).{\displaystyle {\begin{aligned}T_{n}(1)&=1\\T_{n}(-1)&=(-1)^{n}\\U_{n}(1)&=n+1\\U_{n}(-1)&=(-1)^{n}(n+1).\end{aligned}}}

Theextrema ofTn(x){\displaystyle T_{n}(x)} on the interval1x1{\displaystyle -1\leq x\leq 1} wheren>0{\displaystyle n>0} are located atn+1{\displaystyle n+1} values ofx{\displaystyle x}. They are±1{\displaystyle \pm 1}, orcos(2πkd){\displaystyle \cos \left({\frac {2\pi k}{d}}\right)} whered>2{\displaystyle d>2},d|2n{\displaystyle d\;|\;2n},0<k<d/2{\displaystyle 0<k<d/2} and(k,d)=1{\displaystyle (k,d)=1}, i.e.,k{\displaystyle k} andd{\displaystyle d} are relatively prime numbers.

Specifically (Minimal polynomial of 2cos(2pi/n)[13][14]) whenn{\displaystyle n} is even:

Whenn{\displaystyle n} is odd:

Differentiation and integration

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The derivatives of the polynomials can be less than straightforward. By differentiating the polynomials in their trigonometric forms, it can be shown that:dTndx=nUn1dUndx=(n+1)Tn+1xUnx21d2Tndx2=nnTnxUn1x21=n(n+1)TnUnx21.{\displaystyle {\begin{aligned}{\frac {\mathrm {d} T_{n}}{\mathrm {d} x}}&=nU_{n-1}\\{\frac {\mathrm {d} U_{n}}{\mathrm {d} x}}&={\frac {(n+1)T_{n+1}-xU_{n}}{x^{2}-1}}\\{\frac {\mathrm {d} ^{2}T_{n}}{\mathrm {d} x^{2}}}&=n\,{\frac {nT_{n}-xU_{n-1}}{x^{2}-1}}=n\,{\frac {(n+1)T_{n}-U_{n}}{x^{2}-1}}.\end{aligned}}}

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:d2Tndx2|x=1=n4n23,d2Tndx2|x=1=(1)nn4n23.{\displaystyle {\begin{aligned}\left.{\frac {\mathrm {d} ^{2}T_{n}}{\mathrm {d} x^{2}}}\right|_{x=1}\!\!&={\frac {n^{4}-n^{2}}{3}},\\\left.{\frac {\mathrm {d} ^{2}T_{n}}{\mathrm {d} x^{2}}}\right|_{x=-1}\!\!&=(-1)^{n}{\frac {n^{4}-n^{2}}{3}}.\end{aligned}}}

More generally,dpTndxp|x=±1=(±1)n+pk=0p1n2k22k+1 ,{\displaystyle \left.{\frac {\mathrm {d} ^{p}T_{n}}{\mathrm {d} x^{p}}}\right|_{x=\pm 1}\!\!=(\pm 1)^{n+p}\prod _{k=0}^{p-1}{\frac {n^{2}-k^{2}}{2k+1}}~,}which is of great use in the numerical solution ofeigenvalue problems.

Also, we have:dpdxpTn(x)=2pn0knpknp(mod2)(n+pk21npk2)(n+p+k21)!(np+k2)!Tk(x), p1,{\displaystyle {\frac {\mathrm {d} ^{p}}{\mathrm {d} x^{p}}}\,T_{n}(x)=2^{p}\,n\mathop {{\sum }'} _{0\leq k\leq n-p \atop k\,\equiv \,n-p{\pmod {2}}}{\binom {{\frac {n+p-k}{2}}-1}{\frac {n-p-k}{2}}}{\frac {\left({\frac {n+p+k}{2}}-1\right)!}{\left({\frac {n-p+k}{2}}\right)!}}\,T_{k}(x),~\qquad p\geq 1,}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:Undx=Tn+1n+1{\displaystyle \int U_{n}\,\mathrm {d} x={\frac {T_{n+1}}{n+1}}}and the recurrence relation for the first kind polynomials involving derivatives establishes that forn ≥ 2:Tndx=12(Tn+1n+1Tn1n1)=nTn+1n21xTnn1.{\displaystyle \int T_{n}\,\mathrm {d} x={\frac {1}{2}}\,\left({\frac {T_{n+1}}{n+1}}-{\frac {T_{n-1}}{n-1}}\right)={\frac {n\,T_{n+1}}{n^{2}-1}}-{\frac {x\,T_{n}}{n-1}}.}

The last formula can be further manipulated to express the integral ofTn as a function of Chebyshev polynomials of the first kind only:Tndx=nn21Tn+11n1T1Tn=nn21Tn+112(n1)(Tn+1+Tn1)=12(n+1)Tn+112(n1)Tn1.{\displaystyle {\begin{aligned}\int T_{n}\,\mathrm {d} x&={\frac {n}{n^{2}-1}}T_{n+1}-{\frac {1}{n-1}}T_{1}T_{n}\\&={\frac {n}{n^{2}-1}}\,T_{n+1}-{\frac {1}{2(n-1)}}\,(T_{n+1}+T_{n-1})\\&={\frac {1}{2(n+1)}}\,T_{n+1}-{\frac {1}{2(n-1)}}\,T_{n-1}.\end{aligned}}}

Furthermore, we have:11Tn(x)dx={(1)n+11n2 if  n10 if  n=1.{\displaystyle \int _{-1}^{1}T_{n}(x)\,\mathrm {d} x={\begin{cases}{\frac {(-1)^{n}+1}{1-n^{2}}}&{\text{ if }}~n\neq 1\\0&{\text{ if }}~n=1.\end{cases}}}

Products of Chebyshev polynomials

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The Chebyshev polynomials of the first kind satisfy the relation:Tm(x)Tn(x)=12(Tm+n(x)+T|mn|(x)),m,n0,{\displaystyle T_{m}(x)\,T_{n}(x)={\tfrac {1}{2}}\!\left(T_{m+n}(x)+T_{|m-n|}(x)\right)\!,\qquad \forall m,n\geq 0,}which is easily proved from theproduct-to-sum formula for the cosine:2cosαcosβ=cos(α+β)+cos(αβ).{\displaystyle 2\cos \alpha \,\cos \beta =\cos(\alpha +\beta )+\cos(\alpha -\beta ).}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:T2n(x)=2Tn2(x)T0(x)=2Tn2(x)1,T2n+1(x)=2Tn+1(x)Tn(x)T1(x)=2Tn+1(x)Tn(x)x,T2n1(x)=2Tn1(x)Tn(x)T1(x)=2Tn1(x)Tn(x)x.{\displaystyle {\begin{aligned}T_{2n}(x)&=2\,T_{n}^{2}(x)-T_{0}(x)&&=2T_{n}^{2}(x)-1,\\T_{2n+1}(x)&=2\,T_{n+1}(x)\,T_{n}(x)-T_{1}(x)&&=2\,T_{n+1}(x)\,T_{n}(x)-x,\\T_{2n-1}(x)&=2\,T_{n-1}(x)\,T_{n}(x)-T_{1}(x)&&=2\,T_{n-1}(x)\,T_{n}(x)-x.\end{aligned}}}

The polynomials of the second kind satisfy the similar relation:Tm(x)Un(x)={12(Um+n(x)+Unm(x)),  if  nm1,12(Um+n(x)Umn2(x)),  if  nm2.{\displaystyle T_{m}(x)\,U_{n}(x)={\begin{cases}{\frac {1}{2}}\left(U_{m+n}(x)+U_{n-m}(x)\right),&~{\text{ if }}~n\geq m-1,\\\\{\frac {1}{2}}\left(U_{m+n}(x)-U_{m-n-2}(x)\right),&~{\text{ if }}~n\leq m-2.\end{cases}}}(with the definitionU−1 ≡ 0 by convention ). They also satisfy:Um(x)Un(x)=k=0nUmn+2k(x)=p=mn step 2 m+nUp(x) .{\displaystyle U_{m}(x)\,U_{n}(x)=\sum _{k=0}^{n}\,U_{m-n+2k}(x)=\sum _{\underset {\text{ step 2 }}{p=m-n}}^{m+n}U_{p}(x)~.}formn.Forn = 2 this recurrence reduces to:Um+2(x)=U2(x)Um(x)Um(x)Um2(x)=Um(x)(U2(x)1)Um2(x) ,{\displaystyle U_{m+2}(x)=U_{2}(x)\,U_{m}(x)-U_{m}(x)-U_{m-2}(x)=U_{m}(x)\,{\big (}U_{2}(x)-1{\big )}-U_{m-2}(x)~,}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.

Composition and divisibility properties

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The trigonometric definitions ofTn andUn imply the composition or nesting properties:[15]Tmn(x)=Tm(Tn(x)),Umn1(x)=Um1(Tn(x))Un1(x).{\displaystyle {\begin{aligned}T_{mn}(x)&=T_{m}(T_{n}(x)),\\U_{mn-1}(x)&=U_{m-1}(T_{n}(x))U_{n-1}(x).\end{aligned}}}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).

Orthogonality

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BothTn andUn form a sequence oforthogonal polynomials. The polynomials of the first kindTn are orthogonal with respect to the weight:11x2,{\displaystyle {\frac {1}{\sqrt {1-x^{2}}}},}on the interval[−1, 1], i.e. we have:11Tn(x)Tm(x)dx1x2={0  if  nm,π  if  n=m=0,π2  if  n=m0.{\displaystyle \int _{-1}^{1}T_{n}(x)\,T_{m}(x)\,{\frac {\mathrm {d} x}{\sqrt {1-x^{2}}}}={\begin{cases}0&~{\text{ if }}~n\neq m,\\[5mu]\pi &~{\text{ if }}~n=m=0,\\[5mu]{\frac {\pi }{2}}&~{\text{ if }}~n=m\neq 0.\end{cases}}}

This can be proven by lettingx = cosθ and using the defining identityTn(cosθ) = cos().

Similarly, the polynomials of the second kindUn are orthogonal with respect to the weight:1x2{\displaystyle {\sqrt {1-x^{2}}}}on the interval[−1, 1], i.e. we have:11Un(x)Um(x)1x2dx={0  if  nm,π2  if  n=m.{\displaystyle \int _{-1}^{1}U_{n}(x)\,U_{m}(x)\,{\sqrt {1-x^{2}}}\,\mathrm {d} x={\begin{cases}0&~{\text{ if }}~n\neq m,\\[5mu]{\frac {\pi }{2}}&~{\text{ if }}~n=m.\end{cases}}}

(The measure1 −x2 dx is, to within a normalizing constant, theWigner semicircle distribution.)

These orthogonality properties follow from the fact that the Chebyshev polynomials solve theChebyshev differential equations:(1x2)TnxTn+n2Tn=0,(1x2)Un3xUn+n(n+2)Un=0,{\displaystyle {\begin{aligned}(1-x^{2})T_{n}''-xT_{n}'+n^{2}T_{n}&=0,\\[1ex](1-x^{2})U_{n}''-3xU_{n}'+n(n+2)U_{n}&=0,\end{aligned}}}which areSturm–Liouville differential equations. It is a general feature of suchdifferential equations that there is a distinguished orthonormal set of solutions. (Another way to define the Chebyshev polynomials is as the solutions tothose equations.)

TheTn also satisfy a discrete orthogonality condition:k=0N1Ti(xk)Tj(xk)={0  if  ij,N  if  i=j=0,N2  if  i=j0,{\displaystyle \sum _{k=0}^{N-1}{T_{i}(x_{k})\,T_{j}(x_{k})}={\begin{cases}0&~{\text{ if }}~i\neq j,\\[5mu]N&~{\text{ if }}~i=j=0,\\[5mu]{\frac {N}{2}}&~{\text{ if }}~i=j\neq 0,\end{cases}}}whereN is any integer greater thanmax(i,j),[10] and thexk are theNChebyshev nodes (see above) ofTN(x):xk=cos(π2k+12N)  for  k=0,1,,N1.{\displaystyle x_{k}=\cos \left(\pi \,{\frac {2k+1}{2N}}\right)\quad ~{\text{ for }}~k=0,1,\dots ,N-1.}

For the polynomials of the second kind and any integerN >i +j with the same Chebyshev nodesxk, there are similar sums:k=0N1Ui(xk)Uj(xk)(1xk2)={0 if  ij,N2 if  i=j,{\displaystyle \sum _{k=0}^{N-1}{U_{i}(x_{k})\,U_{j}(x_{k})\left(1-x_{k}^{2}\right)}={\begin{cases}0&{\text{ if }}~i\neq j,\\[5mu]{\frac {N}{2}}&{\text{ if }}~i=j,\end{cases}}}and without the weight function:k=0N1Ui(xk)Uj(xk)={0  if  ij(mod2),N(1+min{i,j})  if  ij(mod2).{\displaystyle \sum _{k=0}^{N-1}{U_{i}(x_{k})\,U_{j}(x_{k})}={\begin{cases}0&~{\text{ if }}~i\not \equiv j{\pmod {2}},\\[5mu]N\cdot (1+\min\{i,j\})&~{\text{ if }}~i\equiv j{\pmod {2}}.\end{cases}}}

For any integerN >i +j, based on theN zeros ofUN(x):yk=cos(πk+1N+1)  for  k=0,1,,N1,{\displaystyle y_{k}=\cos \left(\pi \,{\frac {k+1}{N+1}}\right)\quad ~{\text{ for }}~k=0,1,\dots ,N-1,}one can get the sum:k=0N1Ui(yk)Uj(yk)(1yk2)={0  if ij,N+12  if i=j,{\displaystyle \sum _{k=0}^{N-1}{U_{i}(y_{k})\,U_{j}(y_{k})(1-y_{k}^{2})}={\begin{cases}0&~{\text{ if }}i\neq j,\\[5mu]{\frac {N+1}{2}}&~{\text{ if }}i=j,\end{cases}}}and again without the weight function:k=0N1Ui(yk)Uj(yk)={0  if  ij(mod2),(min{i,j}+1)(Nmax{i,j})  if  ij(mod2).{\displaystyle \sum _{k=0}^{N-1}{U_{i}(y_{k})\,U_{j}(y_{k})}={\begin{cases}0&~{\text{ if }}~i\not \equiv j{\pmod {2}},\\[5mu]{\bigl (}\min\{i,j\}+1{\bigr )}{\bigl (}N-\max\{i,j\}{\bigr )}&~{\text{ if }}~i\equiv j{\pmod {2}}.\end{cases}}}

Minimal-norm

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For any givenn ≥ 1, among the polynomials of degreen with leading coefficient 1 (monic polynomials):f(x)=12n1Tn(x){\displaystyle f(x)={\frac {1}{\,2^{n-1}\,}}\,T_{n}(x)}is the one of which the maximal absolute value on the interval[−1, 1] is minimal.

This maximal absolute value is:12n1{\displaystyle {\frac {1}{2^{n-1}}}}and|f(x)| reaches this maximum exactlyn + 1 times at:x=coskπnfor 0kn.{\displaystyle x=\cos {\frac {k\pi }{n}}\quad {\text{for }}0\leq k\leq n.}

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.

Definefn(x)=12n1Tn(x)wn(x){\displaystyle f_{n}(x)={\frac {1}{\,2^{n-1}\,}}\,T_{n}(x)-w_{n}(x)}

Because at extreme points ofTn we have|wn(x)|<|12n1Tn(x)|fn(x)>0 for  x=cos2kπn  where 02knfn(x)<0 for  x=cos(2k+1)πn  where 02k+1n{\displaystyle {\begin{aligned}|w_{n}(x)|&<\left|{\frac {1}{2^{n-1}}}T_{n}(x)\right|\\f_{n}(x)&>0\qquad {\text{ for }}~x=\cos {\frac {2k\pi }{n}}~&&{\text{ where }}0\leq 2k\leq n\\f_{n}(x)&<0\qquad {\text{ for }}~x=\cos {\frac {(2k+1)\pi }{n}}~&&{\text{ where }}0\leq 2k+1\leq n\end{aligned}}}

From theintermediate value theorem,fn(x) has at leastn roots. However, this is impossible, asfn(x) is a polynomial of degreen − 1, so thefundamental theorem of algebra implies it has at mostn − 1 roots.

Remark

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By theequioscillation theorem, among all the polynomials of degree≤ n, the polynomialf minimizesf 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

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The Chebyshev polynomials are a special case of the ultraspherical orGegenbauer polynomialsCn(λ)(x){\displaystyle C_{n}^{(\lambda )}(x)}, which themselves are a special case of theJacobi polynomialsPn(α,β)(x){\displaystyle P_{n}^{(\alpha ,\beta )}(x)}:Tn(x)=n2limq01qCn(q)(x)  if  n1,=1(n12n)Pn(12,12)(x)=22n(2nn)Pn(12,12)(x) ,Un(x)=Cn(1)(x)=n+1(n+12n)Pn(12,12)(x)=22n+1(2n+2n+1)Pn(12,12)(x) .{\displaystyle {\begin{aligned}T_{n}(x)&={\frac {n}{2}}\lim _{q\to 0}{\frac {1}{q}}\,C_{n}^{(q)}(x)\qquad ~{\text{ if }}~n\geq 1,\\&={\frac {1}{\binom {n-{\frac {1}{2}}}{n}}}P_{n}^{\left(-{\frac {1}{2}},-{\frac {1}{2}}\right)}(x)={\frac {2^{2n}}{\binom {2n}{n}}}P_{n}^{\left(-{\frac {1}{2}},-{\frac {1}{2}}\right)}(x)~,\\[2ex]U_{n}(x)&=C_{n}^{(1)}(x)\\&={\frac {n+1}{\binom {n+{\frac {1}{2}}}{n}}}P_{n}^{\left({\frac {1}{2}},{\frac {1}{2}}\right)}(x)={\frac {2^{2n+1}}{\binom {2n+2}{n+1}}}P_{n}^{\left({\frac {1}{2}},{\frac {1}{2}}\right)}(x)~.\end{aligned}}}

Chebyshev polynomials are also a special case ofDickson polynomials:Dn(2xα,α2)=2αnTn(x){\displaystyle D_{n}(2x\alpha ,\alpha ^{2})=2\alpha ^{n}T_{n}(x)\,}En(2xα,α2)=αnUn(x).{\displaystyle E_{n}(2x\alpha ,\alpha ^{2})=\alpha ^{n}U_{n}(x).\,}In particular, whenα=12{\displaystyle \alpha ={\tfrac {1}{2}}}, they are related byDn(x,14)=21nTn(x){\displaystyle D_{n}(x,{\tfrac {1}{4}})=2^{1-n}T_{n}(x)} andEn(x,14)=2nUn(x){\displaystyle E_{n}(x,{\tfrac {1}{4}})=2^{-n}U_{n}(x)}.

Other properties

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The curves given byy =Tn(x), or equivalently, by the parametric equationsy =Tn(cosθ) = cos,x = cosθ, are a special case ofLissajous curves with frequency ratio equal ton.

Similar to the formula:Tn(cosθ)=cos(nθ),{\displaystyle T_{n}(\cos \theta )=\cos(n\theta ),}we have the analogous formula:T2n+1(sinθ)=(1)nsin((2n+1)θ).{\displaystyle T_{2n+1}(\sin \theta )=(-1)^{n}\sin \left(\left(2n+1\right)\theta \right).}

Forx ≠ 0:Tn(x+x12)=xn+xn2{\displaystyle T_{n}\!\left({\frac {x+x^{-1}}{2}}\right)={\frac {x^{n}+x^{-n}}{2}}}and:xn=Tn(x+x12)+xx12 Un1(x+x12),{\displaystyle x^{n}=T_{n}\!\left({\frac {x+x^{-1}}{2}}\right)+{\frac {x-x^{-1}}{2}}\ U_{n-1}\!\left({\frac {x+x^{-1}}{2}}\right),}which follows from the fact that this holds by definition forx =e.

There are relations betweenLegendre polynomials and Chebyshev polynomials

k=0nPk(x)Tnk(x)=(n+1)Pn(x){\displaystyle \sum _{k=0}^{n}P_{k}\left(x\right)T_{n-k}\left(x\right)=\left(n+1\right)P_{n}\left(x\right)}

k=0nPk(x)Pnk(x)=Un(x){\displaystyle \sum _{k=0}^{n}P_{k}\left(x\right)P_{n-k}\left(x\right)=U_{n}\left(x\right)}

These identities can be proven using generating functions and discrete convolution

Chebyshev polynomials as determinants

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From their definition by recurrence it follows that the Chebyshev polynomials can be obtained asdeterminants of specialtridiagonal matrices of sizek×k{\displaystyle k\times k}:Tk(x)=det[x10012x1012x010012x],{\displaystyle T_{k}(x)=\det {\begin{bmatrix}x&1&0&\cdots &0\\1&2x&1&\ddots &\vdots \\0&1&2x&\ddots &0\\\vdots &\ddots &\ddots &\ddots &1\\0&\cdots &0&1&2x\end{bmatrix}},}and similarly forUk{\displaystyle U_{k}}.

Examples

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First kind

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The first few Chebyshev polynomials of the first kind in the domain−1 <x < 1: The flatT0,T1,T2,T3,T4 andT5.

The first few Chebyshev polynomials of the first kind areOEISA028297T0(x)=1T1(x)=xT2(x)=2x21T3(x)=4x33xT4(x)=8x48x2+1T5(x)=16x520x3+5xT6(x)=32x648x4+18x21T7(x)=64x7112x5+56x37xT8(x)=128x8256x6+160x432x2+1T9(x)=256x9576x7+432x5120x3+9xT10(x)=512x101280x8+1120x6400x4+50x21{\displaystyle {\begin{aligned}T_{0}(x)&=1\\T_{1}(x)&=x\\T_{2}(x)&=2x^{2}-1\\T_{3}(x)&=4x^{3}-3x\\T_{4}(x)&=8x^{4}-8x^{2}+1\\T_{5}(x)&=16x^{5}-20x^{3}+5x\\T_{6}(x)&=32x^{6}-48x^{4}+18x^{2}-1\\T_{7}(x)&=64x^{7}-112x^{5}+56x^{3}-7x\\T_{8}(x)&=128x^{8}-256x^{6}+160x^{4}-32x^{2}+1\\T_{9}(x)&=256x^{9}-576x^{7}+432x^{5}-120x^{3}+9x\\T_{10}(x)&=512x^{10}-1280x^{8}+1120x^{6}-400x^{4}+50x^{2}-1\end{aligned}}}

Second kind

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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 areOEISA053117U0(x)=1U1(x)=2xU2(x)=4x21U3(x)=8x34xU4(x)=16x412x2+1U5(x)=32x532x3+6xU6(x)=64x680x4+24x21U7(x)=128x7192x5+80x38xU8(x)=256x8448x6+240x440x2+1U9(x)=512x91024x7+672x5160x3+10xU10(x)=1024x102304x8+1792x6560x4+60x21{\displaystyle {\begin{aligned}U_{0}(x)&=1\\U_{1}(x)&=2x\\U_{2}(x)&=4x^{2}-1\\U_{3}(x)&=8x^{3}-4x\\U_{4}(x)&=16x^{4}-12x^{2}+1\\U_{5}(x)&=32x^{5}-32x^{3}+6x\\U_{6}(x)&=64x^{6}-80x^{4}+24x^{2}-1\\U_{7}(x)&=128x^{7}-192x^{5}+80x^{3}-8x\\U_{8}(x)&=256x^{8}-448x^{6}+240x^{4}-40x^{2}+1\\U_{9}(x)&=512x^{9}-1024x^{7}+672x^{5}-160x^{3}+10x\\U_{10}(x)&=1024x^{10}-2304x^{8}+1792x^{6}-560x^{4}+60x^{2}-1\end{aligned}}}

As a basis set

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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]f(x)=n=0anTn(x).{\displaystyle f(x)=\sum _{n=0}^{\infty }a_{n}T_{n}(x).}

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.

Example 1

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Consider the Chebyshev expansion oflog(1 + x). One can express:log(1+x)=n=0anTn(x) .{\displaystyle \log(1+x)=\sum _{n=0}^{\infty }a_{n}T_{n}(x)~.}

One can find the coefficientsan either through the application of an inner product or by the discrete orthogonality condition. For the inner product:1+1Tm(x)log(1+x)1x2dx=n=0an1+1Tm(x)Tn(x)1x2dx,{\displaystyle \int _{-1}^{+1}\,{\frac {T_{m}(x)\,\log(1+x)}{\sqrt {1-x^{2}}}}\,\mathrm {d} x=\sum _{n=0}^{\infty }a_{n}\int _{-1}^{+1}{\frac {T_{m}(x)\,T_{n}(x)}{\sqrt {1-x^{2}}}}\,\mathrm {d} x,}which gives:an={log2 for  n=0,2(1)nn for  n>0.{\displaystyle a_{n}={\begin{cases}-\log 2&{\text{ for }}~n=0,\\{\frac {-2(-1)^{n}}{n}}&{\text{ for }}~n>0.\end{cases}}}

Alternatively, when the inner product of the function being approximated cannot be evaluated, the discrete orthogonality condition gives an often useful result forapproximate coefficients:an2δ0nNk=0N1Tn(xk)log(1+xk),{\displaystyle a_{n}\approx {\frac {\,2-\delta _{0n}\,}{N}}\,\sum _{k=0}^{N-1}T_{n}(x_{k})\,\log(1+x_{k}),}whereδij is theKronecker delta function and thexk are theN Gauss–Chebyshev zeros ofTN(x):xk=cos(π(k+12)N).{\displaystyle x_{k}=\cos \left({\frac {\pi \left(k+{\tfrac {1}{2}}\right)}{N}}\right).}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:an2δ0nNk=0N1cos(nπ(k+12)N)log(1+xk).{\displaystyle a_{n}\approx {\frac {2-\delta _{0n}}{N}}\sum _{k=0}^{N-1}\cos \left({\frac {n\pi \left(\,k+{\tfrac {1}{2}}\right)}{N}}\right)\log(1+x_{k}).}

Example 2

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To provide another example:(1x2)α=1πΓ(12+α)Γ(α+1)+212αn=0(1)n(2ααn)T2n(x)=22αn=0(1)n(2α+1αn)U2n(x).{\displaystyle {\begin{aligned}\left(1-x^{2}\right)^{\alpha }&=-{\frac {1}{\sqrt {\pi }}}\,{\frac {\Gamma \left({\tfrac {1}{2}}+\alpha \right)}{\Gamma (\alpha +1)}}+2^{1-2\alpha }\,\sum _{n=0}\left(-1\right)^{n}\,{2\alpha \choose \alpha -n}\,T_{2n}(x)\\[1ex]&=2^{-2\alpha }\,\sum _{n=0}\left(-1\right)^{n}\,{2\alpha +1 \choose \alpha -n}\,U_{2n}(x).\end{aligned}}}

Partial sums

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The partial sums of:f(x)=n=0anTn(x){\displaystyle f(x)=\sum _{n=0}^{\infty }a_{n}T_{n}(x)}are very useful in theapproximation of various functions and in the solution ofdifferential equations (seespectral method). Two common methods for determining the coefficientsan are through the use of theinner product as inGalerkin's method and through the use ofcollocation which is related tointerpolation.

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:xk=cos(kπN1);k=0,1,,N1.{\displaystyle x_{k}=-\cos \left({\frac {k\pi }{N-1}}\right);\qquad k=0,1,\dots ,N-1.}

Polynomial in Chebyshev form

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An arbitrary polynomial of degreeN can be written in terms of the Chebyshev polynomials of the first kind.[10] Such a polynomialp(x) is of the form:p(x)=n=0NanTn(x).{\displaystyle p(x)=\sum _{n=0}^{N}a_{n}T_{n}(x).}

Polynomials in Chebyshev form can be evaluated using theClenshaw algorithm.

Families of polynomials related to Chebyshev polynomials

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Polynomials denotedCn(x){\displaystyle C_{n}(x)} andSn(x){\displaystyle S_{n}(x)} closely related to Chebyshev polynomials are sometimes used. They are defined by:[18]Cn(x)=2Tn(x2),Sn(x)=Un(x2){\displaystyle C_{n}(x)=2T_{n}\left({\frac {x}{2}}\right),\qquad S_{n}(x)=U_{n}\left({\frac {x}{2}}\right)}and satisfy:Cn(x)=Sn(x)Sn2(x).{\displaystyle C_{n}(x)=S_{n}(x)-S_{n-2}(x).}A. F. Horadam called the polynomialsCn(x){\displaystyle C_{n}(x)}Vieta–Lucas polynomials and denoted themvn(x){\displaystyle v_{n}(x)}. He called the polynomialsSn(x){\displaystyle S_{n}(x)}Vieta–Fibonacci polynomials and denoted themVn(x){\displaystyle V_{n}(x)}.[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 ofi{\displaystyle i} 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]Tn(x)=Tn(2x1),Un(x)=Un(2x1).{\displaystyle T_{n}^{*}(x)=T_{n}(2x-1),\qquad U_{n}^{*}(x)=U_{n}(2x-1).}

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:Vn(x)=cos((n+12)θ)cos(θ2)=21+xT2n+1(x+12){\displaystyle V_{n}(x)={\frac {\cos \left(\left(n+{\frac {1}{2}}\right)\theta \right)}{\cos \left({\frac {\theta }{2}}\right)}}={\sqrt {\frac {2}{1+x}}}T_{2n+1}\left({\sqrt {\frac {x+1}{2}}}\right)}and theChebyshev polynomials of the fourth kind are defined as:Wn(x)=sin((n+12)θ)sin(θ2)=U2n(x+12),{\displaystyle W_{n}(x)={\frac {\sin \left(\left(n+{\frac {1}{2}}\right)\theta \right)}{\sin \left({\frac {\theta }{2}}\right)}}=U_{2n}\left({\sqrt {\frac {x+1}{2}}}\right),}whereθ=arccosx{\displaystyle \theta =\arccos x}.[21][22]They coincide with theDirichlet kernel.

In the airfoil literatureVn(x){\displaystyle V_{n}(x)} andWn(x){\displaystyle W_{n}(x)} are denotedtn(x){\displaystyle t_{n}(x)} andun(x){\displaystyle u_{n}(x)}. The polynomial familiesTn(x){\displaystyle T_{n}(x)},Un(x){\displaystyle U_{n}(x)},Vn(x){\displaystyle V_{n}(x)}, andWn(x){\displaystyle W_{n}(x)} are orthogonal with respect to the weights:(1x2)1/2,(1x2)1/2,(1x)1/2(1+x)1/2,(1+x)1/2(1x)1/2{\displaystyle \left(1-x^{2}\right)^{-1/2},\quad \left(1-x^{2}\right)^{1/2},\quad (1-x)^{-1/2}(1+x)^{1/2},\quad (1+x)^{-1/2}(1-x)^{1/2}}and are proportional to Jacobi polynomialsPn(α,β)(x){\displaystyle P_{n}^{(\alpha ,\beta )}(x)} with:[22](α,β)=(12,12),(α,β)=(12,12),(α,β)=(12,12),(α,β)=(12,12).{\displaystyle (\alpha ,\beta )=\left(-{\frac {1}{2}},-{\frac {1}{2}}\right),\quad (\alpha ,\beta )=\left({\frac {1}{2}},{\frac {1}{2}}\right),\quad (\alpha ,\beta )=\left(-{\frac {1}{2}},{\frac {1}{2}}\right),\quad (\alpha ,\beta )=\left({\frac {1}{2}},-{\frac {1}{2}}\right).}

All four families satisfy the recurrencepn(x)=2xpn1(x)pn2(x){\displaystyle p_{n}(x)=2xp_{n-1}(x)-p_{n-2}(x)} withp0(x)=1{\displaystyle p_{0}(x)=1}, wherepn=Tn{\displaystyle p_{n}=T_{n}},Un{\displaystyle U_{n}},Vn{\displaystyle V_{n}}, orWn{\displaystyle W_{n}}, but they differ according to whetherp1(x){\displaystyle p_{1}(x)} equalsx{\displaystyle x},2x{\displaystyle 2x},2x1{\displaystyle 2x-1}, or2x+1{\displaystyle 2x+1}.[21]

Even order modified Chebyshev polynomials

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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.PN=i=1N(xCi){\displaystyle P_{N}=\prod _{i=1}^{N}(x-C_{i})}

where

In the case of even order modified Chebyshev polynomials, theeven order modified Chebyshev nodes are used to construct the even order modified Chebyshev polynomials.PeN=i=1N(xCei){\displaystyle Pe_{N}=\prod _{i=1}^{N}(x-Ce_{i})}

where

For example, the 4th order Chebyshev polynomial from theexample above isX4X2+.125{\displaystyle X^{4}-X^{2}+.125}, 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 ofX4.828427X2{\displaystyle X^{4}-.828427X^{2}}, which by inspection contains two roots at zero, and may be used in applications requiring roots at zero.

See also

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References

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  1. ^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.ISBN 978-047172470-4.
  2. ^Lanczos, C. (1952)."Solution of systems of linear equations by minimized iterations".Journal of Research of the National Bureau of Standards.49 (1): 33.doi:10.6028/jres.049.006.
  3. ^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.
  4. ^Schaeffer, A. C. (1941)."Inequalities of A. Markoff and S. Bernstein for polynomials and related functions".Bulletin of the American Mathematical Society.47 (8):565–579.doi:10.1090/S0002-9904-1941-07510-5.ISSN 0002-9904.
  5. ^Ritt, J. F. (1922)."Prime and Composite Polynomials".Trans. Amer. Math. Soc.23:51–66.doi:10.1090/S0002-9947-1922-1501189-9.
  6. ^Demeyer, Jeroen (2007).Diophantine Sets over Polynomial Rings and Hilbert's Tenth Problem for Function Fields(PDF) (Ph.D. thesis). p. 70. Archived fromthe original(PDF) on 2 July 2007.
  7. ^Bateman & Bateman Manuscript Project 1953,p. 184, eqs. 3–4.
  8. ^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,MR 0040487
  9. ^Bateman & Bateman Manuscript Project 1953,p.  187, eqs. 47–48.
  10. ^abcMason & Handscomb 2002.
  11. ^Cody, W. J. (1970). "A survey of practical rational and polynomial approximation of functions".SIAM Review.12 (3):400–423.doi:10.1137/1012082.
  12. ^Mathar, Richard J. (2006)."Chebyshev series expansion of inverse polynomials".Journal of Computational and Applied Mathematics.196 (2):596–607.arXiv:math/0403344.doi:10.1016/j.cam.2005.10.013.
  13. ^Gürtaş, Y. Z. (2017). "Chebyshev Polynomials and the minimal polynomial ofcos(2π/n){\displaystyle \cos(2\pi /n)}".American Mathematical Monthly.124 (1):74–78.doi:10.4169/amer.math.monthly.124.1.74.S2CID 125797961.
  14. ^Wolfram, D. A. (2022). "Factoring Chebyshev polynomials of the first and second kinds with minimal polynomials ofcos(2π/d){\displaystyle \cos(2\pi /d)}".American Mathematical Monthly.129 (2):172–176.doi:10.1080/00029890.2022.2005391.S2CID 245808448.
  15. ^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
  16. ^abcBoyd, John P. (2001).Chebyshev and Fourier Spectral Methods(PDF) (second ed.). Dover.ISBN 0-486-41183-4. Archived fromthe original(PDF) on 31 March 2010. Retrieved19 March 2009.
  17. ^"Chebyshev Interpolation: An Interactive Tour". Archived fromthe original on 18 March 2017. Retrieved2 June 2016.
  18. ^abHochstrasser 1972, p. 778.
  19. ^Horadam, A. F. (2002),"Vieta polynomials"(PDF),Fibonacci Quarterly,40 (3):223–232
  20. ^Viète, François (1646).Francisci Vietae Opera mathematica : in unum volumen congesta ac recognita / opera atque studio Francisci a Schooten(PDF). Bibliothèque nationale de France.
  21. ^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
  22. ^abDesmarais, Robert N.; Bland, Samuel R. (1995),"Tables of properties of airfoil polynomials",NASA Reference Publication 1343, National Aeronautics and Space Administration
  23. ^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.ISBN 3-87087-070-2.

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