Chebyshev Polynomials (Cook)
Uploaded by
yacp16761Chebyshev Polynomials (Cook)
Uploaded by
yacp16761Chebyshev Polynomials
John D. Cook
February 9, 2008
Abstract
The Chebyshev polynomials are both elegant and useful. This note
summarizes some of their elementary properties with brief proofs.
1 Cosines
We begin with the following identity for cosines.
cos((n + 1)) = 2 cos() cos(n) cos((n 1)) (1)
This may be proven by applying the identity
cos( + ) = cos cos sinsin
with = n and with = and = , adding equations, and rear-
ranging terms.
Next, we claim that for each non-negative integer n, there exist integers
ci such that
cos n =
n
i=0
ci cos
i
() (2)
The claim is clearly true for n = 0 or n = 1. We use induction and
equation (1) to establish the claim in general.
2 Chebyshev polynomials
2.1 Denition
Equation (2) says that cos(n) is a polynomial in cos . For xed n, we
dene the nth Chebyschev polynomial to be this polynomial, i.e.
cos(n) = Tn(cos ). (3)
By letting x = cos , this shows
Tn(x) = cos(narccos(x)) (4)
http://www.JohnDCook.com
1
for x in [1, 1].
One interpretation of equation (4) is the following quote from Forman
S. Actons book Numerical Methods that Work:
[Chebyschev polynomials] are actually cosine curves with a
somewhat disturbed horizontal scale, but the vertical scale has
not been touched.
2.2 Maximum values
Several properties are immediate from equation (4). For one,
max
1x1
Tn(x) = 1. (5)
Clearly the maximum is no more than 1 since for 1 x 1 T(x) is
dened as the cosine of an argument. In fact equality holds since the
maximum is attained at x = cos(k/n), for k = 1 . . . n.
2.3 Composition
We have the following formula for composing Chebychev polynomials
Tm(Tn(x)) = Tmn(x) (6)
since
cos(marccos(cos(narccos(x)))) = cos(mnarccos(x)).
2.4 Zeros
From equation (4) we can determine that for k = 1, 2, . . . , n, the xn dened
by
x
k
= cos
(2k 1)
2n
. (7)
are zeros of Tn. Since Tn is an n
th
degree polynomial these must be all
the zeros. In particular, all the roots of Tn are real and lie in the interval
[1, 1].
2.5 Recurrence relation
The recurrence relation for cosines, equation (1), leads directly to the
Chebyschev recurrence relation
Tn+1(x) = 2xTn(x) Tn1(x). (8)
It is clear that T0(x) = 1 and T1(x) = x. The other Tns can be found
from equation (8). It also follows from equation (8) that for n 1
Tn(x) = 2
n1
x
n
+O(x
n1
). (9)
2
3 Dierential Equation
One can show that
Tn(x) = (1)
n
Tn(x) (10)
or in other words, the even degree Chebyschev polynomials are even func-
tions and the odd degree Chebyschev polynomials are odd functions. This
follows immediately from equation (8) and induction.
One can show that Tn satises the following dierential equation for
n 1.
(1 x
2
)Tn
(x) xTn
(x) + n
2
Tn(x) = 0 (11)
If we solve equation (11) by the power series method, we assume a
solution of the form y =
n
k=0
t
k
x
k
and nd that the coecients t
k
must
satisfy the recurrence relation
(n
2
k
2
)t
k
+ (k + 1)(k + 2)t
k+2
= 0 (12)
Since we know tn = 2
n1
, we may work our way backward to nd the
other t
k
s. We arrive at the formula
tn2m = (1)
m
2
n2m1
n
n m
n m
m
(13)
for m = 0, 1, . . . n/2.
4 Extremal Properties
A monic polynomial is a polynomial whose leading coecient is 1. In
approximation theory, it is useful to identify the n
th
degree monic poly-
nomial with the smallest uniform norm on [1, 1], which turns out to be
2
1n
Tn.
To prove this statement, let T(x) = 2
1n
Tn and let Pn(x) be an nth
degree monic polynomial. Assume |Pn(x)| < 1 on [1, 1]. Let Pn1 =
Pn(x) T(x). Since the x
n
terms cancel out, Pn1 is a polynomial of
degree no more than n 1. Since T alternates n + 1 times between the
values 1 and 1, Pn1 changes must have at least n zeros, an impossibility
for an n 1 degree polynomial.
5 Orthogonality
The integral
0
cos(m) cos(n) d
are zero unless m = n. If m = n = 0 the integral is , else the integral is
/2.
The change of variables x = cos shows
0
cos(m) cos(n) d =
1
1
Tn(x)Tm(x)
dx
1 x
2
3
and thus the Chebyschev polynomials are orthogonal over [1, 1] with
respect to the weight (1 x
2
)
1/2
. Further, the sequence
1
T0,
2
T1,
2
T2,
2
T3 . . . is an orthonormal system.
The Chebyschev polynomials also satisfy a discrete orthogonality con-
dition, which, not surprisingly, follows directly from the analogous condi-
tion for cosines. Let xj be the roots of TN. Then the sum
N
k=1
T(mx
k
) T(nx
k
)
is zero if m = n, N if n = m = 0, and N/2 otherwise.
6 Generating Function
The generating function for Chebyschev polynomials is given as follows
1 tx
1 2tx + t
2
=
n=0
Tn(x)t
n
. (14)
The proof consists of letting x = cos and taking the real part of both
sides of the geometric series
1
1 te
i
=
n=0
(te
i
)
n
.
4
