function cx = cheby_t ( n, x ) %% CHEBY_T evaluates the Chebyshev polynomials T(N)(X) of the first kind. % % Discussion: % % Chebyshev polynomials are useful as a basis for representing the % approximation of functions since they are well conditioned, in the sense % that in the interval [-1,1] they each have maximum absolute value 1. % Hence an error in the value of a coefficient of the approximation, of % size epsilon, is exactly reflected in an error of size epsilon between % the computed approximation and the theoretical approximation. % % Typical usage is as follows, where we assume for the moment % that the interval of approximation is [-1,1]. The value % of N is chosen, the highest polynomial to be used in the % approximation. Then the function to be approximated is % evaluated at the N+1 points XJ which are the zeroes of the N+1-th % Chebyshev polynomial. Let these values be denoted by F(XJ). % % The coefficients of the approximation are now defined by % % C(I) = 2/(N+1) * sum ( 1 <= J <= N+1 ) F(XJ) T(I)(XJ) % % except that C(0) is given a value which is half that assigned % to it by the above formula, % % and the representation is % % F(X) approximated by sum ( 0 <= J <= N ) C(J) T(J)(X) % % Now note that, again because of the fact that the Chebyshev polynomials % have maximum absolute value 1, if the higher order terms of the % coefficients C are small, then we have the option of truncating % the approximation by dropping these terms, and we will have an % exact value for maximum perturbation to the approximation that % this will cause. % % It should be noted that typically the error in approximation % is dominated by the first neglected basis function (some multiple of % T(N+1)(X) in the example above). If this term were the exact error, % then we would have found the minimax polynomial, the approximating % polynomial of smallest maximum deviation from the original function. % The minimax polynomial is hard to compute, and another important % feature of the Chebyshev approximation is that it tends to behave % like the minimax polynomial while being easy to compute. % % To evaluate a sum like % % sum ( 0 <= J <= N ) C(J) T(J)(X), % % Clenshaw's recurrence formula is recommended instead of computing the % polynomial values, forming the products and summing. % % Assuming that the coefficients C(J) have been computed % for J = 0 to N, then the coefficients of the representation of the % indefinite integral of the function may be computed by % % B(I) = ( C(I-1) - C(I+1))/2*(I-1) for I=1 to N+1, % % with % % C(N+1)=0 % B(0) arbitrary. % % Also, the coefficients of the representation of the derivative of the % function may be computed by: % % D(I) = D(I+2)+2*I*C(I) for I=N-1, N-2, ..., 0, % % with % % D(N+1) = D(N)=0. % % Some of the above may have to adjusted because of the irregularity of C(0). % % Differential equation: % % (1-X*X) Y'' - X Y' + N N Y = 0 % % Formula: % % T(N)(X) = COS(N*ARCCOS(X)) % % First terms: % % T(0)(X) = 1 % T(1)(X) = 1 X % T(2)(X) = 2 X**2 - 1 % T(3)(X) = 4 X**3 - 3 X % T(4)(X) = 8 X**4 - 8 X**2 + 1 % T(5)(X) = 16 X**5 - 20 X**3 + 5 X % T(6)(X) = 32 X**6 - 48 X**4 + 18 X**2 - 1 % T(7)(X) = 64 X**7 - 112 X**5 + 56 X**3 - 7 X % % Inequality: % % abs ( T(N)(X) ) <= 1 for -1 <= X <= 1 % % Orthogonality: % % For integration over [-1,1] with weight % % W(X) = 1 / sqrt(1-X*X), % % if we write the inner product of T(I)(X) and T(J)(X) as % % < T(I)(X), T(J)(X) > = integral ( -1 <= X <= 1 ) W(X) T(I)(X) T(J)(X) dX % % then the result is: % % 0 if I /= J % PI/2 if I == J /= 0 % PI if I == J == 0 % % A discrete orthogonality relation is also satisfied at each of % the N zeroes of T(N)(X): sum ( 1 <= K <= N ) T(I)(X) * T(J)(X) % = 0 if I /= J % = N/2 if I == J /= 0 % = N if I == J == 0 % % Recursion: % % T(0)(X) = 1, % T(1)(X) = X, % T(N)(X) = 2 * X * T(N-1)(X) - T(N-2)(X) % % T'(N)(X) = N * ( -X * T(N)(X) + T(N-1)(X) ) / ( 1 - X**2 ) % % Special values: % % T(N)(1) = 1 % T(N)(-1) = (-1)**N % T(2N)(0) = (-1)**N % T(2N+1)(0) = 0 % T(N)(X) = (-1)**N * T(N)(-X) % % Zeroes: % % M-th zero of T(N)(X) is cos((2*M-1)*PI/(2*N)), M = 1 to N % % Extrema: % % M-th extremum of T(N)(X) is cos(PI*M/N), M = 0 to N % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 23 July 2004 % % Author: % % John Burkardt % % Parameters: % % Input, integer N, the highest polynomial to compute. % % Input, real X, the point at which the polynomials are to be computed. % % Output, real CX(1:N+1), the values of the N+1 Chebyshev polynomials. % if ( n < 0 ) c = []; return end cx(1) = 1.0; if ( n < 1 ) return end cx(2) = x; for i = 2 : n cx(i+1) = 2.0 * x * cx(i) - cx(i-1); end return end