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|  | <title>The Remez Method</title> | ||
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|  | <div class="titlepage"><div><div><h2 class="title" style="clear: both"> | ||
|  | <a name="math_toolkit.remez"></a><a class="link" href="remez.html" title="The Remez Method">The Remez Method</a> | ||
|  | </h2></div></div></div> | ||
|  | <p> | ||
|  |       The <a href="http://en.wikipedia.org/wiki/Remez_algorithm" target="_top">Remez algorithm</a> | ||
|  |       is a methodology for locating the minimax rational approximation to a function. | ||
|  |       This short article gives a brief overview of the method, but it should not | ||
|  |       be regarded as a thorough theoretical treatment, for that you should consult | ||
|  |       your favorite textbook. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Imagine that you want to approximate some function f(x) by way of a rational | ||
|  |       function R(x), where R(x) may be either a polynomial P(x) or a ratio of two | ||
|  |       polynomials P(x)/Q(x) (a rational function). Initially we'll concentrate on | ||
|  |       the polynomial case, as it's by far the easier to deal with, later we'll extend | ||
|  |       to the full rational function case. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       We want to find the "best" rational approximation, where "best" | ||
|  |       is defined to be the approximation that has the least deviation from f(x). | ||
|  |       We can measure the deviation by way of an error function: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       E<sub>abs</sub>(x) = f(x) - R(x) | ||
|  |     </p> | ||
|  | <p> | ||
|  |       which is expressed in terms of absolute error, but we can equally use relative | ||
|  |       error: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       E<sub>rel</sub>(x) = (f(x) - R(x)) / |f(x)| | ||
|  |     </p> | ||
|  | <p> | ||
|  |       And indeed in general we can scale the error function in any way we want, it | ||
|  |       makes no difference to the maths, although the two forms above cover almost | ||
|  |       every practical case that you're likely to encounter. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       The minimax rational function R(x) is then defined to be the function that | ||
|  |       yields the smallest maximal value of the error function. Chebyshev showed that | ||
|  |       there is a unique minimax solution for R(x) that has the following properties: | ||
|  |     </p> | ||
|  | <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; "> | ||
|  | <li class="listitem"> | ||
|  |           If R(x) is a polynomial of degree N, then there are N+2 unknowns: the N+1 | ||
|  |           coefficients of the polynomial, and maximal value of the error function. | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           The error function has N+1 roots, and N+2 extrema (minima and maxima). | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           The extrema alternate in sign, and all have the same magnitude. | ||
|  |         </li> | ||
|  | </ul></div> | ||
|  | <p> | ||
|  |       That means that if we know the location of the extrema of the error function | ||
|  |       then we can write N+2 simultaneous equations: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       R(x<sub>i</sub>) + (-1)<sup>i</sup>E = f(x<sub>i</sub>) | ||
|  |     </p> | ||
|  | <p> | ||
|  |       where E is the maximal error term, and x<sub>i</sub> are the abscissa values of the N+2 | ||
|  |       extrema of the error function. It is then trivial to solve the simultaneous | ||
|  |       equations to obtain the polynomial coefficients and the error term. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="emphasis"><em>Unfortunately we don't know where the extrema of the error function | ||
|  |       are located!</em></span> | ||
|  |     </p> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.remez.h0"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.remez.the_remez_method"></a></span><a class="link" href="remez.html#math_toolkit.remez.the_remez_method">The | ||
|  |       Remez Method</a> | ||
|  |     </h5> | ||
|  | <p> | ||
|  |       The Remez method is an iterative technique which, given a broad range of assumptions, | ||
|  |       will converge on the extrema of the error function, and therefore the minimax | ||
|  |       solution. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       In the following discussion we'll use a concrete example to illustrate the | ||
|  |       Remez method: an approximation to the function e<sup>x</sup>   over the range [-1, 1]. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Before we can begin the Remez method, we must obtain an initial value for the | ||
|  |       location of the extrema of the error function. We could "guess" these, | ||
|  |       but a much closer first approximation can be obtained by first constructing | ||
|  |       an interpolated polynomial approximation to f(x). | ||
|  |     </p> | ||
|  | <p> | ||
|  |       In order to obtain the N+1 coefficients of the interpolated polynomial we need | ||
|  |       N+1 points (x<sub>0</sub>...x<sub>N</sub>): with our interpolated form passing through each of those | ||
|  |       points that yields N+1 simultaneous equations: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       f(x<sub>i</sub>) = P(x<sub>i</sub>) = c<sub>0</sub> + c<sub>1</sub>x<sub>i</sub> ... + c<sub>N</sub>x<sub>i</sub><sup>N</sup> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Which can be solved for the coefficients c<sub>0</sub>...c<sub>N</sub> in P(x). | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Obviously this is not a minimax solution, indeed our only guarantee is that | ||
|  |       f(x) and P(x) touch at N+1 locations, away from those points the error may | ||
|  |       be arbitrarily large. However, we would clearly like this initial approximation | ||
|  |       to be as close to f(x) as possible, and it turns out that using the zeros of | ||
|  |       an orthogonal polynomial as the initial interpolation points is a good choice. | ||
|  |       In our example we'll use the zeros of a Chebyshev polynomial as these are particularly | ||
|  |       easy to calculate, interpolating for a polynomial of degree 4, and measuring | ||
|  |       <span class="emphasis"><em>relative error</em></span> we get the following error function: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../graphs/remez-2.png"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Which has a peak relative error of 1.2x10<sup>-3</sup>. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       While this is a pretty good approximation already, judging by the shape of | ||
|  |       the error function we can clearly do better. Before starting on the Remez method | ||
|  |       propper, we have one more step to perform: locate all the extrema of the error | ||
|  |       function, and store these locations as our initial <span class="emphasis"><em>Chebyshev control | ||
|  |       points</em></span>. | ||
|  |     </p> | ||
|  | <div class="note"><table border="0" summary="Note"> | ||
|  | <tr> | ||
|  | <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../doc/src/images/note.png"></td> | ||
|  | <th align="left">Note</th> | ||
|  | </tr> | ||
|  | <tr><td align="left" valign="top"> | ||
|  | <p> | ||
|  |         In the simple case of a polynomial approximation, by interpolating through | ||
|  |         the roots of a Chebyshev polynomial we have in fact created a <span class="emphasis"><em>Chebyshev | ||
|  |         approximation</em></span> to the function: in terms of <span class="emphasis"><em>absolute | ||
|  |         error</em></span> this is the best a priori choice for the interpolated form | ||
|  |         we can achieve, and typically is very close to the minimax solution. | ||
|  |       </p> | ||
|  | <p> | ||
|  |         However, if we want to optimise for <span class="emphasis"><em>relative error</em></span>, | ||
|  |         or if the approximation is a rational function, then the initial Chebyshev | ||
|  |         solution can be quite far from the ideal minimax solution. | ||
|  |       </p> | ||
|  | <p> | ||
|  |         A more technical discussion of the theory involved can be found in this | ||
|  |         <a href="http://math.fullerton.edu/mathews/n2003/ChebyshevPolyMod.html" target="_top">online | ||
|  |         course</a>. | ||
|  |       </p> | ||
|  | </td></tr> | ||
|  | </table></div> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.remez.h1"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.remez.remez_step_1"></a></span><a class="link" href="remez.html#math_toolkit.remez.remez_step_1">Remez | ||
|  |       Step 1</a> | ||
|  |     </h5> | ||
|  | <p> | ||
|  |       The first step in the Remez method, given our current set of N+2 Chebyshev | ||
|  |       control points x<sub>i</sub>, is to solve the N+2 simultaneous equations: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       P(x<sub>i</sub>) + (-1)<sup>i</sup>E = f(x<sub>i</sub>) | ||
|  |     </p> | ||
|  | <p> | ||
|  |       To obtain the error term E, and the coefficients of the polynomial P(x). | ||
|  |     </p> | ||
|  | <p> | ||
|  |       This gives us a new approximation to f(x) that has the same error <span class="emphasis"><em>E</em></span> | ||
|  |       at each of the control points, and whose error function <span class="emphasis"><em>alternates | ||
|  |       in sign</em></span> at the control points. This is still not necessarily the | ||
|  |       minimax solution though: since the control points may not be at the extrema | ||
|  |       of the error function. After this first step here's what our approximation's | ||
|  |       error function looks like: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../graphs/remez-3.png"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Clearly this is still not the minimax solution since the control points are | ||
|  |       not located at the extrema, but the maximum relative error has now dropped | ||
|  |       to 5.6x10<sup>-4</sup>. | ||
|  |     </p> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.remez.h2"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.remez.remez_step_2"></a></span><a class="link" href="remez.html#math_toolkit.remez.remez_step_2">Remez | ||
|  |       Step 2</a> | ||
|  |     </h5> | ||
|  | <p> | ||
|  |       The second step is to locate the extrema of the new approximation, which we | ||
|  |       do in two stages: first, since the error function changes sign at each control | ||
|  |       point, we must have N+1 roots of the error function located between each pair | ||
|  |       of N+2 control points. Once these roots are found by standard root finding | ||
|  |       techniques, we know that N extrema are bracketed between each pair of roots, | ||
|  |       plus two more between the endpoints of the range and the first and last roots. | ||
|  |       The N+2 extrema can then be found using standard function minimisation techniques. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       We now have a choice: multi-point exchange, or single point exchange. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       In single point exchange, we move the control point nearest to the largest | ||
|  |       extrema to the absissa value of the extrema. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       In multi-point exchange we swap all the current control points, for the locations | ||
|  |       of the extrema. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       In our example we perform multi-point exchange. | ||
|  |     </p> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.remez.h3"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.remez.iteration"></a></span><a class="link" href="remez.html#math_toolkit.remez.iteration">Iteration</a> | ||
|  |     </h5> | ||
|  | <p> | ||
|  |       The Remez method then performs steps 1 and 2 above iteratively until the control | ||
|  |       points are located at the extrema of the error function: this is then the minimax | ||
|  |       solution. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       For our current example, two more iterations converges on a minimax solution | ||
|  |       with a peak relative error of 5x10<sup>-4</sup> and an error function that looks like: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../graphs/remez-4.png"></span> | ||
|  |     </p> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.remez.h4"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.remez.rational_approximations"></a></span><a class="link" href="remez.html#math_toolkit.remez.rational_approximations">Rational | ||
|  |       Approximations</a> | ||
|  |     </h5> | ||
|  | <p> | ||
|  |       If we wish to extend the Remez method to a rational approximation of the form | ||
|  |     </p> | ||
|  | <p> | ||
|  |       f(x) = R(x) = P(x) / Q(x) | ||
|  |     </p> | ||
|  | <p> | ||
|  |       where P(x) and Q(x) are polynomials, then we proceed as before, except that | ||
|  |       now we have N+M+2 unknowns if P(x) is of order N and Q(x) is of order M. This | ||
|  |       assumes that Q(x) is normalised so that its leading coefficient is 1, giving | ||
|  |       N+M+1 polynomial coefficients in total, plus the error term E. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       The simultaneous equations to be solved are now: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       P(x<sub>i</sub>) / Q(x<sub>i</sub>) + (-1)<sup>i</sup>E = f(x<sub>i</sub>) | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Evaluated at the N+M+2 control points x<sub>i</sub>. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Unfortunately these equations are non-linear in the error term E: we can only | ||
|  |       solve them if we know E, and yet E is one of the unknowns! | ||
|  |     </p> | ||
|  | <p> | ||
|  |       The method usually adopted to solve these equations is an iterative one: we | ||
|  |       guess the value of E, solve the equations to obtain a new value for E (as well | ||
|  |       as the polynomial coefficients), then use the new value of E as the next guess. | ||
|  |       The method is repeated until E converges on a stable value. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       These complications extend the running time required for the development of | ||
|  |       rational approximations quite considerably. It is often desirable to obtain | ||
|  |       a rational rather than polynomial approximation none the less: rational approximations | ||
|  |       will often match more difficult to approximate functions, to greater accuracy, | ||
|  |       and with greater efficiency, than their polynomial alternatives. For example, | ||
|  |       if we takes our previous example of an approximation to e<sup>x</sup>, we obtained 5x10<sup>-4</sup> accuracy | ||
|  |       with an order 4 polynomial. If we move two of the unknowns into the denominator | ||
|  |       to give a pair of order 2 polynomials, and re-minimise, then the peak relative | ||
|  |       error drops to 8.7x10<sup>-5</sup>. That's a 5 fold increase in accuracy, for the same | ||
|  |       number of terms overall. | ||
|  |     </p> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.remez.h5"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.remez.practical_considerations"></a></span><a class="link" href="remez.html#math_toolkit.remez.practical_considerations">Practical | ||
|  |       Considerations</a> | ||
|  |     </h5> | ||
|  | <p> | ||
|  |       Most treatises on approximation theory stop at this point. However, from a | ||
|  |       practical point of view, most of the work involves finding the right approximating | ||
|  |       form, and then persuading the Remez method to converge on a solution. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       So far we have used a direct approximation: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       f(x) = R(x) | ||
|  |     </p> | ||
|  | <p> | ||
|  |       But this will converge to a useful approximation only if f(x) is smooth. In | ||
|  |       addition round-off errors when evaluating the rational form mean that this | ||
|  |       will never get closer than within a few epsilon of machine precision. Therefore | ||
|  |       this form of direct approximation is often reserved for situations where we | ||
|  |       want efficiency, rather than accuracy. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       The first step in improving the situation is generally to split f(x) into a | ||
|  |       dominant part that we can compute accurately by another method, and a slowly | ||
|  |       changing remainder which can be approximated by a rational approximation. We | ||
|  |       might be tempted to write: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       f(x) = g(x) + R(x) | ||
|  |     </p> | ||
|  | <p> | ||
|  |       where g(x) is the dominant part of f(x), but if f(x)/g(x) is approximately | ||
|  |       constant over the interval of interest then: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       f(x) = g(x)(c + R(x)) | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Will yield a much better solution: here <span class="emphasis"><em>c</em></span> is a constant | ||
|  |       that is the approximate value of f(x)/g(x) and R(x) is typically tiny compared | ||
|  |       to <span class="emphasis"><em>c</em></span>. In this situation if R(x) is optimised for absolute | ||
|  |       error, then as long as its error is small compared to the constant <span class="emphasis"><em>c</em></span>, | ||
|  |       that error will effectively get wiped out when R(x) is added to <span class="emphasis"><em>c</em></span>. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       The difficult part is obviously finding the right g(x) to extract from your | ||
|  |       function: often the asymptotic behaviour of the function will give a clue, | ||
|  |       so for example the function <a class="link" href="sf_erf/error_function.html" title="Error Functions">erfc</a> | ||
|  |       becomes proportional to e<sup>-x<sup>2</sup></sup>/x as x becomes large. Therefore using: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       erfc(z) = (C + R(x)) e<sup>-x<sup>2</sup></sup>/x | ||
|  |     </p> | ||
|  | <p> | ||
|  |       as the approximating form seems like an obvious thing to try, and does indeed | ||
|  |       yield a useful approximation. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       However, the difficulty then becomes one of converging the minimax solution. | ||
|  |       Unfortunately, it is known that for some functions the Remez method can lead | ||
|  |       to divergent behaviour, even when the initial starting approximation is quite | ||
|  |       good. Furthermore, it is not uncommon for the solution obtained in the first | ||
|  |       Remez step above to be a bad one: the equations to be solved are generally | ||
|  |       "stiff", often very close to being singular, and assuming a solution | ||
|  |       is found at all, round-off errors and a rapidly changing error function, can | ||
|  |       lead to a situation where the error function does not in fact change sign at | ||
|  |       each control point as required. If this occurs, it is fatal to the Remez method. | ||
|  |       It is also possible to obtain solutions that are perfectly valid mathematically, | ||
|  |       but which are quite useless computationally: either because there is an unavoidable | ||
|  |       amount of roundoff error in the computation of the rational function, or because | ||
|  |       the denominator has one or more roots over the interval of the approximation. | ||
|  |       In the latter case while the approximation may have the correct limiting value | ||
|  |       at the roots, the approximation is nonetheless useless. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Assuming that the approximation does not have any fatal errors, and that the | ||
|  |       only issue is converging adequately on the minimax solution, the aim is to | ||
|  |       get as close as possible to the minimax solution before beginning the Remez | ||
|  |       method. Using the zeros of a Chebyshev polynomial for the initial interpolation | ||
|  |       is a good start, but may not be ideal when dealing with relative errors and/or | ||
|  |       rational (rather than polynomial) approximations. One approach is to skew the | ||
|  |       initial interpolation points to one end: for example if we raise the roots | ||
|  |       of the Chebyshev polynomial to a positive power greater than 1 then the roots | ||
|  |       will be skewed towards the middle of the [-1,1] interval, while a positive | ||
|  |       power less than one will skew them towards either end. More usefully, if we | ||
|  |       initially rescale the points over [0,1] and then raise to a positive power, | ||
|  |       we can skew them to the left or right. Returning to our example of e<sup>x</sup>   over [-1,1], | ||
|  |       the initial interpolated form was some way from the minimax solution: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../graphs/remez-2.png"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       However, if we first skew the interpolation points to the left (rescale them | ||
|  |       to [0, 1], raise to the power 1.3, and then rescale back to [-1,1]) we reduce | ||
|  |       the error from 1.3x10<sup>-3</sup>  to 6x10<sup>-4</sup>: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       <span class="inlinemediaobject"><img src="../../graphs/remez-5.png"></span> | ||
|  |     </p> | ||
|  | <p> | ||
|  |       It's clearly still not ideal, but it is only a few percent away from our desired | ||
|  |       minimax solution (5x10<sup>-4</sup>). | ||
|  |     </p> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.remez.h6"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.remez.remez_method_checklist"></a></span><a class="link" href="remez.html#math_toolkit.remez.remez_method_checklist">Remez | ||
|  |       Method Checklist</a> | ||
|  |     </h5> | ||
|  | <p> | ||
|  |       The following lists some of the things to check if the Remez method goes wrong, | ||
|  |       it is by no means an exhaustive list, but is provided in the hopes that it | ||
|  |       will prove useful. | ||
|  |     </p> | ||
|  | <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; "> | ||
|  | <li class="listitem"> | ||
|  |           Is the function smooth enough? Can it be better separated into a rapidly | ||
|  |           changing part, and an asymptotic part? | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           Does the function being approximated have any "blips" in it? | ||
|  |           Check for problems as the function changes computation method, or if a | ||
|  |           root, or an infinity has been divided out. The telltale sign is if there | ||
|  |           is a narrow region where the Remez method will not converge. | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           Check you have enough accuracy in your calculations: remember that the | ||
|  |           Remez method works on the difference between the approximation and the | ||
|  |           function being approximated: so you must have more digits of precision | ||
|  |           available than the precision of the approximation being constructed. So | ||
|  |           for example at double precision, you shouldn't expect to be able to get | ||
|  |           better than a float precision approximation. | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           Try skewing the initial interpolated approximation to minimise the error | ||
|  |           before you begin the Remez steps. | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           If the approximation won't converge or is ill-conditioned from one starting | ||
|  |           location, try starting from a different location. | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           If a rational function won't converge, one can minimise a polynomial (which | ||
|  |           presents no problems), then rotate one term from the numerator to the denominator | ||
|  |           and minimise again. In theory one can continue moving terms one at a time | ||
|  |           from numerator to denominator, and then re-minimising, retaining the last | ||
|  |           set of control points at each stage. | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           Try using a smaller interval. It may also be possible to optimise over | ||
|  |           one (small) interval, rescale the control points over a larger interval, | ||
|  |           and then re-minimise. | ||
|  |         </li> | ||
|  | <li class="listitem"> | ||
|  |           Keep absissa values small: use a change of variable to keep the abscissa | ||
|  |           over, say [0, b], for some smallish value <span class="emphasis"><em>b</em></span>. | ||
|  |         </li> | ||
|  | </ul></div> | ||
|  | <h5> | ||
|  | <a name="math_toolkit.remez.h7"></a> | ||
|  |       <span class="phrase"><a name="math_toolkit.remez.references"></a></span><a class="link" href="remez.html#math_toolkit.remez.references">References</a> | ||
|  |     </h5> | ||
|  | <p> | ||
|  |       The original references for the Remez Method and it's extension to rational | ||
|  |       functions are unfortunately in Russian: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Remez, E.Ya., <span class="emphasis"><em>Fundamentals of numerical methods for Chebyshev approximations</em></span>, | ||
|  |       "Naukova Dumka", Kiev, 1969. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Remez, E.Ya., Gavrilyuk, V.T., <span class="emphasis"><em>Computer development of certain approaches | ||
|  |       to the approximate construction of solutions of Chebyshev problems nonlinearly | ||
|  |       depending on parameters</em></span>, Ukr. Mat. Zh. 12 (1960), 324-338. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Gavrilyuk, V.T., <span class="emphasis"><em>Generalization of the first polynomial algorithm | ||
|  |       of E.Ya.Remez for the problem of constructing rational-fractional Chebyshev | ||
|  |       approximations</em></span>, Ukr. Mat. Zh. 16 (1961), 575-585. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Some English language sources include: | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Fraser, W., Hart, J.F., <span class="emphasis"><em>On the computation of rational approximations | ||
|  |       to continuous functions</em></span>, Comm. of the ACM 5 (1962), 401-403, 414. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Ralston, A., <span class="emphasis"><em>Rational Chebyshev approximation by Remes' algorithms</em></span>, | ||
|  |       Numer.Math. 7 (1965), no. 4, 322-330. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       A. Ralston, <span class="emphasis"><em>Rational Chebyshev approximation, Mathematical Methods | ||
|  |       for Digital Computers v. 2</em></span> (Ralston A., Wilf H., eds.), Wiley, New | ||
|  |       York, 1967, pp. 264-284. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Hart, J.F. e.a., <span class="emphasis"><em>Computer approximations</em></span>, Wiley, New York | ||
|  |       a.o., 1968. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Cody, W.J., Fraser, W., Hart, J.F., <span class="emphasis"><em>Rational Chebyshev approximation | ||
|  |       using linear equations</em></span>, Numer.Math. 12 (1968), 242-251. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Cody, W.J., <span class="emphasis"><em>A survey of practical rational and polynomial approximation | ||
|  |       of functions</em></span>, SIAM Review 12 (1970), no. 3, 400-423. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Barrar, R.B., Loeb, H.J., <span class="emphasis"><em>On the Remez algorithm for non-linear families</em></span>, | ||
|  |       Numer.Math. 15 (1970), 382-391. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       Dunham, Ch.B., <span class="emphasis"><em>Convergence of the Fraser-Hart algorithm for rational | ||
|  |       Chebyshev approximation</em></span>, Math. Comp. 29 (1975), no. 132, 1078-1082. | ||
|  |     </p> | ||
|  | <p> | ||
|  |       G. L. Litvinov, <span class="emphasis"><em>Approximate construction of rational approximations | ||
|  |       and the effect of error autocorrection</em></span>, Russian Journal of Mathematical | ||
|  |       Physics, vol.1, No. 3, 1994. | ||
|  |     </p> | ||
|  | </div> | ||
|  | <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr> | ||
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|  | <td align="right"><div class="copyright-footer">Copyright © 2006-2010, 2012-2014 Nikhar Agrawal, | ||
|  |       Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert | ||
|  |       Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Johan Råde, Gautam Sewani, | ||
|  |       Benjamin Sobotta, Thijs van den Berg, Daryle Walker and Xiaogang Zhang<p> | ||
|  |         Distributed under the Boost Software License, Version 1.0. (See accompanying | ||
|  |         file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>) | ||
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