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Math Help - Polynomial L^2 approximations

  1. #1
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    Polynomial L^2 approximations

    Here is a study problem for my final exam tomorrow (its in 9 hours... help!):

    Find the quadratic or lower-order polynomial that is the best approximation to cos(pie X) (using the L^2 norm) on the interval [-1, 1].

    Then repeat for a quartic or lower-order polynomial. Hints: (1) You need an orthonormal set of polynomials.

    Thanks!
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  2. #2
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    Quote Originally Posted by ktcyper03 View Post
    Here is a study problem for my final exam tomorrow (its in 9 hours... help!):

    Find the quadratic or lower-order polynomial that is the best approximation to cos(pie X) (using the L^2 norm) on the interval [-1, 1].

    Then repeat for a quartic or lower-order polynomial. Hints: (1) You need an orthonormal set of polynomials.

    Thanks!

    I don't understand your notation of L^2 norm. What do you mean?
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  3. #3
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    i think the L^2 inner product on the interval [-1, 1]
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  4. #4
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    Quote Originally Posted by ktcyper03 View Post
    i think the L^2 inner product on the interval [-1, 1]
    Is that this: <f,g>=\frac{1}{\pi}\int_{-1}^{1}f(x)g(x)dx in your book?
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  5. #5
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    i have it as just the (f, g) = the integral of f(x) conjugate times g(x) dx... i.e. f(x) bar g(x) dx
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  6. #6
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    Quote Originally Posted by ktcyper03 View Post
    Here is a study problem for my final exam tomorrow (its in 9 hours... help!):

    Find the quadratic or lower-order polynomial that is the best approximation to cos(pie X) (using the L^2 norm) on the interval [-1, 1].

    Then repeat for a quartic or lower-order polynomial. Hints: (1) You need an orthonormal set of polynomials.

    Thanks!
    You either know what the first few polynomials of the orthonormal basis polynomials on the interval are (They are multiples of the Legendre polynomials, see here) or you should generate them using the Gram-Schmidt process.

    let them be P_0, P_1, P_2, ...

    Then the best quadratic polynomial approximation to f(x)\in L^2_{[-1,1]} in the required sense is:

    P(x)=\langle f,P_0 \rangle P_0(x) + \langle f,P_1 \rangle P_1(x) +\langle f,P_2 \rangle P_2(x)

    where \langle .,. \rangle denotes the usual inner-product on L^2_{[-1,1]}

    CB
    Last edited by CaptainBlack; May 14th 2010 at 12:39 AM.
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