Chebyshev polynomials
Pair of polynomial sequences

The Chebyshev polynomials are two sequences of orthogonal polynomials related to the cosine and sine functions, notated as and
. They can be defined in several equivalent ways, one of which starts with trigonometric functions:
The Chebyshev polynomials of the first kind are defined by
Similarly, the Chebyshev polynomials of the second kind are defined by
That these expressions define polynomials in is not obvious at first sight but can be shown using de Moivre's formula (see below).
The Chebyshev polynomials Tn are polynomials with the largest possible leading coefficient whose absolute value on the interval [−1, 1] is bounded by 1. They are also the "extremal" polynomials for many other properties.
In 1952, Cornelius Lanczos showed that the Chebyshev polynomials are important in approximation theory for the solution of linear systems; the roots of Tn(x), which are also called Chebyshev nodes, are used as matching points for optimizing polynomial interpolation. The resulting interpolation polynomial minimizes the problem of Runge's phenomenon and provides an approximation that is close to the best polynomial approximation to a continuous function under the maximum norm, also called the "minimax" criterion. This approximation leads directly to the method of Clenshaw-Curtis quadrature.
These polynomials were named after Pafnuty Chebyshev. The letter T is used because of the alternative transliterations of the name Chebyshev as Tchebycheff, Tchebyshev (French) or Tschebyschow (German).
01Definitions
Recurrence definition
The Chebyshev polynomials of the first kind can be defined by the recurrence relation
The Chebyshev polynomials of the second kind can be defined by the recurrence relation
which differs from the above only by the rule for n=1.
Trigonometric definition
The Chebyshev polynomials of the first and second kind can be defined as the unique polynomials satisfying
and
for n = 0, 1, 2, 3, ….
An equivalent way to state this is via exponentiation of a complex number: given a complex number z = a + bi with absolute value of one,
Chebyshev polynomials can also be defined in this form when studying trigonometric polynomials.
That is an
th-degree polynomial in
can be seen by observing that
is the real part of one side of de Moivre's formula:
The real part of the other side is a polynomial in and
, in which all powers of
are even and thus replaceable through the identity
. By the same reasoning,
is the imaginary part of the polynomial, in which all powers of
are odd and thus, if one factor of
is factored out, the remaining factors can be replaced to create a polynomial of degree
in
.
For outside the interval [-1,1], the above definition implies
Commuting polynomials definition
Chebyshev polynomials can also be characterized by the following theorem:
If is a family of monic polynomials with coefficients in a field of characteristic
such that
and
for all
and
, then, up to a simple change of variables, either
for all
or
for all
.
Pell equation definition
The Chebyshev polynomials can also be defined as the solutions to the Pell equation:
in a ring . Thus, they can be generated by the standard technique for Pell equations of taking powers of a fundamental solution:
Generating functions
The ordinary generating function for is
There are several other generating functions for the Chebyshev polynomials; the exponential generating function is
The generating function relevant for 2-dimensional potential theory and multipole expansion is
The ordinary generating function for Un is
and the exponential generating function is
![Plot of the first five n</sub>"}},"i":0}}]}' id="mwEw">Un Chebyshev polynomials (second kind)](https://thumb.wikimedia.org/wikipedia/commons/thumb/5/53/Chebyshev_Polynomials_of_the_Second_Kind.svg/500px-Chebyshev_Polynomials_of_the_Second_Kind.svg.png)
02Relations between the two kinds of Chebyshev polynomials
The Chebyshev polynomials of the first and second kinds correspond to a complementary pair of Lucas sequences and
with parameters
and
:
It follows that they also satisfy a pair of mutual recurrence equations:
The second of these may be rearranged using the recurrence definition for the Chebyshev polynomials of the second kind to give:
Using this formula iteratively gives the sum formula:
while replacing and
using the derivative formula for
gives the recurrence relationship for the derivative of
:
for
.
This relationship is used in the Chebyshev spectral method of solving differential equations.
Turán's inequalities for the Chebyshev polynomials are:
The integral relations are
where integrals are considered as principal value.
![The first few Chebyshev polynomials of the first kind in the domain −1 < x < 1: The flat 0</sub>"}},"i":0}}]}' id="mwAis">T0, 1</sub>"}},"i":0}}]}' id="mwAi0">T1, 2</sub>"}},"i":0}}]}' id="mwAi8">T2, 3</sub>"}},"i":0}}]}' id="mwAjE">T3, 4</sub>"}},"i":0}}]}' id="mwAjM">T4 and 5</sub>"}},"i":0}}]}' id="mwAjU">T5.](https://thumb.wikimedia.org/wikipedia/commons/thumb/e/eb/Chebyshev_Polynomials_of_the_1st_Kind_%28n%3D0-5%2C_x%3D%28-1%2C1%29%29.svg/500px-Chebyshev_Polynomials_of_the_1st_Kind_%28n%3D0-5%2C_x%3D%28-1%2C1%29%29.svg.png)
03Explicit expressions
Using the complex number exponentiation definition of the Chebyshev polynomial, one can derive the following expressions, valid for any real :
The two are equivalent because
An explicit form of the Chebyshev polynomial in terms of monomials can be obtained as follows. Letting
denote the real part of a complex number, the following equalities, in order, follow by the definition of
, the definition of
, de Moivre's formula, and the binomial theorem:
Because of the factor of
, the even-indexed terms are purely real, while the odd-indexed terms are purely imaginary; furthermore,
so
Finally, substituting
yields
This can be written as a
hypergeometric function:
with inverse
where the prime on the summation symbol indicates that the contribution of
needs to be halved if it appears.
A related expression for as a sum of monomials with binomial coefficients and powers of two is
Similarly,
can be expressed in terms of hypergeometric functions:
04Properties
Symmetry
That is, Chebyshev polynomials of even order have even symmetry and therefore contain only even powers of
. Chebyshev polynomials of odd order have odd symmetry and therefore contain only odd powers of
.
Roots and extrema
A Chebyshev polynomial of either kind with degree n has n different simple roots, called Chebyshev roots, in the interval [−1, 1]. The roots of the Chebyshev polynomial of the first kind are sometimes called Chebyshev nodes because they are used as nodes in polynomial interpolation. Using the trigonometric definition and the fact thatone can show that the roots of
are
Similarly, the roots of
are:
The extrema of
on the interval
are located at:
One unique property of the Chebyshev polynomials of the first kind is that on the interval
all of the extrema have values that are either −1 or 1. Thus these polynomials have only two finite critical values, the defining property of Shabat polynomials. Both the first and second kinds of Chebyshev polynomial have extrema at the endpoints, given by:
The extrema of
on the interval
where
are located at
values of
. They are
, or
where
,
,
and
, i.e.,
and
are relatively prime.
Specifically (Minimal polynomial of 2cos(2pi/n)) when is even:
if
, or
and
is even. There are
such values of
.
if
and
is odd. There are
such values of
.
When is odd:
if
, or
and
is even. There are
such values of
.
if
, or
and
is odd. There are
such values of
.
Differentiation and integration
The derivatives of the polynomials can be less than straightforward. By differentiating the polynomials in their trigonometric forms, it can be shown that:
The last two formulas can be numerically troublesome due to the division by zero (0/0 indeterminate form, specifically) at
and
. By L'Hôpital's rule:
More generally,
which is of great use in the numerical solution of eigenvalue problems.
Also, we have:where the prime at the summation symbols means that the term contributed by k = 0 is to be halved, if it appears.
Concerning integration, the first derivative of the Tn implies that:and the recurrence relation for the first kind polynomials involving derivatives establishes that for
:
The last formula can be further manipulated to express the integral of
as a function of Chebyshev polynomials of the first kind only:
Furthermore, we have:
Products of Chebyshev polynomials
The Chebyshev polynomials of the first kind satisfy the relationfor all non-negative values of
and
, which is easily proved from the product-to-sum formula for the cosine:
For
this results in the already-known recurrence formula, just arranged differently, and with
it forms the recurrence relation for all even or all odd indexed Chebyshev polynomials (depending on the parity of the lowest m) which implies the evenness or oddness of these polynomials. Three more useful formulas for evaluating Chebyshev polynomials can be concluded from this product expansion:
The polynomials of the second kind satisfy the similar relation:
(with the definition
by convention ). They also satisfy:
for
. For
this recurrence reduces to:
which establishes the evenness or oddness of the even or odd indexed Chebyshev polynomials of the second kind depending on whether
starts with 2 or 3.
Composition and divisibility properties
The trigonometric definitions of and
imply the composition or nesting properties:
For
the order of composition may be reversed, making the family of polynomial functions
a commutative semigroup under composition.
Since is divisible by
if
is odd, it follows that
is divisible by
if
is odd. Furthermore,
is divisible by
, and in the case that
is even, divisible by
.
Orthogonality
Both and
form a sequence of orthogonal polynomials. The polynomials of the first kind
are orthogonal with respect to the weight:
on the interval [−1, 1], i.e. we have
This can be proven by letting
and using the defining identity
.
Similarly, the polynomials of the second kind Un are orthogonal with respect to the weighton the interval [−1, 1], i.e. we have
(The measure
is, to within a normalizing constant, the Wigner semicircle distribution.)
These orthogonality properties follow from the fact that the Chebyshev polynomials solve the Chebyshev differential equationswhich are Sturm-Liouville differential equations. It is a general feature of such differential equations that there is a distinguished orthonormal set of solutions. (Another way to define the Chebyshev polynomials is as the solutions to those equations.)
The also satisfy a discrete orthogonality condition:
where
is any integer greater than
, and the
are the
Chebyshev nodes (see above) of
:
For the polynomials of the second kind and any integer
with the same Chebyshev nodes
, there are similar sums:
and without the weight function:
For any integer
, based on the
} zeros of
:
one can get the sum:
and again without the weight function:
Minimal ∞-norm
For any given , among the polynomials of degree
with leading coefficient 1 (monic polynomials):
is the one of which the maximal absolute value on the interval [−1, 1] is minimal.
This maximal absolute value is:
and
reaches this maximum exactly
times at:
Let's assume that is a polynomial of degree
with leading coefficient 1 with maximal absolute value on the interval [−1, 1] less than 1 / 2n − 1.
Define
Because at extreme points of Tn we have
From the intermediate value theorem, fn(x) has at least n roots. However, this is impossible, as fn(x) is a polynomial of degree n − 1, so the fundamental theorem of algebra implies it has at most n − 1 roots.
Remark
By the equioscillation theorem, among all the polynomials of degree ≤ n, the polynomial f minimizes ‖ f ‖∞ on [−1, 1] if and only if there are n + 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 only n + 1 times because we are searching for the best polynomial of degree n ≥ 1 (therefore the theorem evoked previously cannot be used).
Chebyshev polynomials as special cases of more general polynomial families
The Chebyshev polynomials are a special case of the ultraspherical or Gegenbauer polynomials , which themselves are a special case of the Jacobi polynomials
:
Chebyshev polynomials are also a special case of Dickson polynomials:
In particular, when
, they are related by
and
.
Other properties
The curves given by y = Tn(x), or equivalently, by the parametric equations y = Tn(cos θ) = cos nθ, x = cos θ, are a special case of Lissajous curves with frequency ratio equal to n.
Similar to the formula:
we have the analogous formula:
For x ≠ 0:
and:
which follows from the fact that this holds by definition for x = eiθ.
There are relations between Legendre polynomials and Chebyshev polynomials
These identities can be proven using generating functions and discrete convolution.
Chebyshev polynomials as determinants
From their definition by recurrence it follows that the Chebyshev polynomials can be obtained as determinants of special tridiagonal matrices of size :
and similarly for
.
![The first few Chebyshev polynomials of the second kind in the domain −1 < x < 1: The flat 0</sub>"}},"i":0}}]}' id="mwAkA">U0, 1</sub>"}},"i":0}}]}' id="mwAkI">U1, 2</sub>"}},"i":0}}]}' id="mwAkQ">U2, 3</sub>"}},"i":0}}]}' id="mwAkY">U3, 4</sub>"}},"i":0}}]}' id="mwAkg">U4 and 5</sub>"}},"i":0}}]}' id="mwAko">U5. Although not visible in the image, ''n''</sub>(1) = ''n'' + 1"}},"i":0}}]}' id="mwAks">Un(1) = n + 1 and ''n''</sub>(−1) = (''n'' + 1)(−1)<sup>''n''</sup>"}},"i":0}}]}' id="mwAkw">Un(−1) = (n + 1)(−1)n.](https://thumb.wikimedia.org/wikipedia/commons/thumb/7/74/Chebyshev_Polynomials_of_the_2nd_Kind_%28n%3D0-5%2C_x%3D%28-1%2C1%29%29.svg/500px-Chebyshev_Polynomials_of_the_2nd_Kind_%28n%3D0-5%2C_x%3D%28-1%2C1%29%29.svg.png)
05Examples
06As a basis set
In the appropriate Sobolev space, the set of Chebyshev polynomials form an orthonormal basis, so that a function in the same space can, on −1 ≤ x ≤ 1, be expressed via the expansion:
Furthermore, as mentioned previously, the Chebyshev polynomials form an orthogonal basis which (among other things) implies that the coefficients an can be determined easily through the application of an inner product. This sum is called a Chebyshev series or a Chebyshev expansion.
Since a Chebyshev series is related to a Fourier cosine series through a change of variables, all of the theorems, identities, etc. that apply to Fourier series have a Chebyshev counterpart. These attributes include:
- The Chebyshev polynomials form a complete orthogonal system.
- The Chebyshev series converges to f(x) if the function is piecewise smooth and continuous. The smoothness requirement can be relaxed in most cases , as long as there are a finite number of discontinuities in f(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 from Fourier series make the Chebyshev polynomials important tools in numeric analysis; for example they are the most popular general purpose basis functions used in the spectral method, often in favor of trigonometric series due to generally faster convergence for continuous functions (Gibbs' phenomenon is still a problem).
The Chebfun software package supports function manipulation based on their expansion in the Chebyshev basis.
Example 1
Consider the Chebyshev expansion of log(1 + x). One can express:
One can find the coefficients an either through the application of an inner product or by the discrete orthogonality condition. For the inner product:
which gives:
Alternatively, when the inner product of the function being approximated cannot be evaluated, the discrete orthogonality condition gives an often useful result for approximate coefficients:
where δij is the Kronecker delta function and the xk are the N Gauss-Chebyshev zeros of TN (x):
For any N, these approximate coefficients provide an exact approximation to the function at xk with a controlled error between those points. The exact coefficients are obtained with N = ∞, 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 coefficients an very efficiently through the discrete cosine transform:
Example 2
To provide another example:
Partial sums
The partial sums of:
are very useful in the approximation of various functions and in the solution of differential equations (see spectral method). Two common methods for determining the coefficients an are through the use of the inner product as in Galerkin's method and through the use of collocation which is related to interpolation.
As an interpolant, the N coefficients of the (N − 1)st partial sum are usually obtained on the Chebyshev-Gauss-Lobatto points (or Lobatto grid), which results in minimum error and avoids Runge'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:
Polynomial in Chebyshev form
An arbitrary polynomial of degree N can be written in terms of the Chebyshev polynomials of the first kind. Such a polynomial p(x) is of the form:
Polynomials in Chebyshev form can be evaluated using the Clenshaw algorithm.
![The non-smooth function (top) 3</sup>''H''(−''x'')"}},"i":0}}]}' id="mwAlU">y = −x3H(−x), where H is the Heaviside 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.](https://thumb.wikimedia.org/wikipedia/commons/thumb/d/d6/ChebyshevExpansion.png/330px-ChebyshevExpansion.png)
Sources and credits
This article is adapted from the Wikipedia article “Chebyshev polynomials”, written by its contributors and licensed under CC BY-SA 4.0. Fathomly has changed the layout, removed citation markers, navigation and maintenance notices, and adjusted punctuation. This adapted version is shared under the same license. For references, see the original article.
Images, from Wikimedia Commons:
- Chebyshev Polynomials of the First Kind.svg by Glosser.ca, CC BY-SA 4.0
- Chebyshev Polynomials of the Second Kind.svg by Glosser.ca, CC BY-SA 4.0
- Chebyshev Polynomials of the 1st Kind (n=0-5, x=(-1,1)).svg by Inductiveload, Public domain
- Chebyshev Polynomials of the 2nd Kind (n=0-5, x=(-1,1)).svg by Inductiveload, Public domain
- ChebyshevExpansion.png by Ben_pcc (talk) (Uploads), Public domain
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