The original PDF has indices ; the exponent is lost in the TeX transcription. This lacunary indexing is essential to the positive lacunary Chebyshev series argument below.
Let be the least nonnegative integer with , so for . Define
For the sum is empty and means the zero polynomial. Each included Chebyshev polynomial has degree at most . Also on the interval, so summability of the positive coefficients gives uniform convergence by the Weierstrass M-test, and
Choose and the points , . For every omitted index , the integer is odd. Consequently,
Every term of the tail has the same sign at a given point, and therefore
This shows both that the error norm is exactly and that it alternates at distinct points. The points are in decreasing order; reversing their order still gives alternation. The Chebyshev alternation theorem proves that this partial sum is the unique best uniform approximation. Hence
In particular, and . The equal signs of all tail terms at the same extrema are the reason positivity and the odd integer frequency ratios are useful.
Two consecutive steps multiply by the polynomial of the symmetric matrix
The Chebyshev polynomial bound on gives , and the actual endpoints attain it. At the dominant eigenvalue, . Thus
For a small prescribed error relative to a fixed initial-component factor , the number of matrix-vector iterations is approximately . The three leading denominators are . Therefore the iteration counts are in the ratio : the single shift halves and the alternating double shift quarters the leading count. A pair of double-shift steps costs two matrix-vector products, already accounted for by using per iteration rather than .
Substitute the power series and compare the coefficient of . This gives
or
The two arbitrary coefficients determine all solutions. The condition sets , leaving the even series. It terminates precisely when for some nonnegative integer . Therefore the permitted real values are or for ; these are the even Chebyshev polynomials up to normalization.
The degrees below six occur for . Taking , the corresponding polynomials are
For the forced equation, try . Comparing the coefficients of gives
Thus one polynomial satisfying is
The Chebyshev polynomial identity implies on . Since , the Weierstrass M-test shows that
converges uniformly on . Every partial sum is continuous, so the uniform limit theorem makes a well-defined continuous function.
Let
Then . Since every is odd and, for , is an odd integer,
It follows that
Thus the error has equal alternating extrema at ordered points. The Chebyshev alternation theorem shows that is a best uniform approximation among polynomials of degree at most , and in particular
Now let be the prescribed decreasing positive sequence. Define
Then decreases strictly to zero, so every , the series converges, and
Given , choose with . Monotonicity of best-approximation errors and of gives
Hence this continuous satisfies
for every polynomial of degree at most . This is the polynomial form of Bernstein's lethargy theorem.
Take the degree- Chebyshev polynomial , characterized by
Its Julia set is the interval . The complement is connected, and it is exactly the basin of infinity. Hence has exactly one Fatou component. This is the Chebyshev polynomial Julia set example.
Multiplication by puts the equation in Sturm-Liouville theory form:
Multiply the equations for by , subtract and integrate. The boundary term vanishes because at both endpoints and the polynomial derivatives are bounded. Therefore, for ,
This is the usual Chebyshev polynomial orthogonality.
Differentiating the original equation and writing gives
Its self-adjoint form is
The same subtraction argument now yields, for ,
These two relations form the Chebyshev derivative Sturm-Liouville pair.
For any , take , the Chebyshev polynomial of degree . It has alternating extrema of magnitude one on . The Chebyshev alternation theorem shows that the zero polynomial is best from , with error one. Since it also lies in when ,
Now suppose throughout and, contrary to the claim, . A best would then also be best in . Its error would have alternating extrema by the alternation theorem, hence at least distinct zeros. Applying the Rolle theorem times gives a zero of
contradicting positivity. Therefore
The th Chebyshev polynomial is defined on by
The cosine addition formula gives
Induction therefore shows that every is a polynomial. Its defining cosine formula also gives