Minimax approximation algorithm
- Minimax approximation algorithm
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Polynomial expansions such as the Taylor series expansion are often convenient for theoretical work but less useful for practical applications. For practical work it is often desirable to minimize the maximum absolute or relative error of a polynomial fit for any given number of terms in an effort to reduce computational expense of repeated evaluation.
Algorithms that minimize the maximum error are known as Minimax approximation algorithms. One popular approach is the Remez algorithm.
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