Approximation in the 2-norm

Abstract

Introduction In Chapter 8 we discussed the idea of best approximation of a continuous real-valued function by polynomials of some fixed degree in the ∞-norm. Here we consider the analogous problem of best approximation in the 2-norm. Why, you might ask, is it necessary to consider best approximation in the 2-norm when we have already developed a perfectly adequate theory of best approximation in the ∞-norm? As our first example in Section 9.3 will demonstrate, the choice of norm can significantly influence the outcome of the problem of best approximation: the polynomial of best approximation of a certain fixed degree to a given continuous function in one norm need not bear any resemblance to the polynomial of best approximation of the same degree in another norm. Ultimately, in a practical situation, the choice of norm will be governed by the sense in which the given continuous function has to be well approximated. As will become apparent, best approximation in the 2-norm is closely related to the notion of orthogonality and this in turn relies on the concept of inner product . Thus, we begin the chapter by recalling from linear algebra the definition of inner product space . Throughout the chapter [ a, b ] will denote a nonempty, bounded, closed interval of the real line, and ( a, b ) will signify a nonempty bounded open interval of the real line.