Chebyshev approximation of multivariable functions with the interpolation

Abstract

A method of constructing a Chebyshev approximation of multivariable functions by a generalized polynomial with the exact reproduction of its values at a given points is proposed. It is based on the sequential construction of mean-power approximations, taking into account the interpolation condition. The mean-power approximation is calculated using an iterative scheme based on the method of least squares with the variable weight function. An algorithm for calculating the Chebyshev approximation parameters with the interpolation condition for absolute and relative error is described. The presented results of solving test examples confirm the rapid convergence of the method when calculating the parameters of the Chebyshev approximation of tabular continuous functions of one, two and three variables with the reproduction of the values of the function at given points.