Question 8
Approximate on by a polynomial . Use the squared error . For this inner product, and are orthogonal, with squared norms and respectively.
Tasks
Compute the projection coefficients onto and find the unique polynomial minimizing the squared integral error.
Verify directly that the residual is orthogonal to both and . Prove the error decomposition that establishes the minimum and uniqueness.
Compute the exact minimum squared error. Sketch and , and identify where the largest absolute residual occurs.
Does the least-squares optimum also minimize the maximum absolute error? Compare it with and justify your conclusion by exact uniform error bounds.
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Question 8 – Solution
Strategy. Use an orthogonal basis for the integral objective, then test the distinct uniform-error objective separately.
Step 1: Compute the projection. The needed moments are and . Thus
Step 2: Verify residual orthogonality and uniqueness. For , For any other , the cross term vanishes, so . The second term is zero only when the two continuous polynomials agree, proving both optimality and uniqueness.
Step 3: Evaluate the two errors for the optimum. Subtracting the squared projection norm from gives On , has maximum at , and endpoint values . By evenness, the largest absolute error is , attained at zero.
Step 4: Disprove uniform optimality. For , put . Then , with both extremes attained. Hence . This competitor proves that the unique least-squares solution is not a uniform best approximation. Different error objectives need not select the same function.
See the diagram in the original worksheet below.