The routine also returns a number whose absolute value is the final reference deviation (see Section 5). The routine is an adaptation of Boothroyd (1967).

4 References

Boothroyd J B (1967) Algorithm 318 Comm. ACM 10 801

Stieffel E (1959) Numerical methods of Tchebycheff approximation On Numerical Approximation (ed R E Langer) 217–232 University of Wisconsin Press

5 Arguments

1: $n$ – Integer Input: On entry: $n$ , the number of data points.

Constraint: $n \geq 1$ .
2: $x (n)$ – Real (Kind=nag_wp) array Input: On entry: the values of the $x$ coordinates, $x_{i}$ , for $i = 1, 2, \dots, n$ .

Constraint: $x_{1} < x_{2} < \dots < x_{n}$ .
3: $y (n)$ – Real (Kind=nag_wp) array Input: On entry: the values of the $y$ coordinates, $y_{i}$ , for $i = 1, 2, \dots, n$ .
4: $m$ – Integer Input: On entry: $m$ , where $m$ is the degree of the polynomial to be found.

Constraint: $0 \leq m < \min (100, n - 1)$ .
5: $a (m + 1)$ – Real (Kind=nag_wp) array Output: On exit: the coefficients $a_{i}$ of the minimax polynomial, for $i = 0, 1, \dots, m$ .
6: $ref$ – Real (Kind=nag_wp) Output: On exit: the final reference deviation, i.e., the maximum deviation of the computed polynomial evaluated at $x_{i}$ from the reference values $y_{i}$ , for $i = 1, 2, \dots, n$ . ref may return a negative value which indicates that the algorithm started to cycle due to round-off errors.
7: $ifail$ – Integer Input/Output: On entry: ifail must be set to $0$ , $−1$ or $1$ to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of $0$ causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of $−1$ means that an error message is printed while a value of $1$ means that it is not.

If halting is not appropriate, the value $−1$ or $1$ is recommended. If message printing is undesirable, then the value $1$ is recommended. Otherwise, the value $0$ is recommended. When the value $- 1$ or $1$ is used it is essential to test the value of ifail on exit.

On exit: $ifail = 0$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry

ifail = 0

−1

, explanatory error messages are output on the current error message unit (as defined by x04aaf).

Errors or warnings detected by the routine:

$ifail = 1$: On entry, $n = ⟨ value ⟩$ .
Constraint: $n \geq 1$ .

$ifail = 2$: On entry, $m = ⟨ value ⟩$ .
Constraint: $m < 100$ .

On entry, $m = ⟨ value ⟩$ .
Constraint: $m \geq 0$ .

On entry, $m = ⟨ value ⟩$ and $n = ⟨ value ⟩$ .
Constraint: $m < n - 1$ .

$ifail = 3$: On entry, $i = ⟨ value ⟩$ , $x (i + 1) = ⟨ value ⟩$ and $x (i) = ⟨ value ⟩$ .
Constraint: $x (i + 1) > x (i)$ .

$ifail = - 99$: An unexpected error has been triggered by this routine. Please contact NAG.
See Section 7 in the Introduction to the NAG Library FL Interface for further information.

$ifail = - 399$: Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.

$ifail = - 999$: Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

This is dependent on the given data points and on the degree of the polynomial. The data points should represent a fairly smooth function which does not contain regions with markedly different behaviours. For large numbers of data points (

n > 100

, say), rounding error will affect the computation regardless of the quality of the data; in this case, relatively small degree polynomials (

m ≪ \sqrt{n}

) may be used when this is consistent with the required approximation. A limit of

99

is placed on the degree of polynomial since it is known from experiment that a complete loss of accuracy often results from using such high degree polynomials in this form of the algorithm.

8 Parallelism and Performance

e02alf makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.

Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The time taken increases with

m

10 Example

This example calculates a minimax fit with a polynomial of degree

5

to the exponential function evaluated at

21

points over the interval

[0, 1]

. It then prints values of the function and the fitted polynomial.

e02al: FL CL CPP AD

NAG FL Interfacee02alf (dim1_​minimax_​polynomial)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG FL Interface
e02alf (dim1_minimax_polynomial)