The Weierstrass approximation theorem asserts that every real continuous function on a compact interval is a uniform limit of polynomials. An affine change of variable reduces the interval to . There are two complementary routes: construct positive approximation operators, or construct an algebra dense enough to approximate absolute values and hence pointwise maxima and minima.
For the first route, the Korovkin theorem reduces convergence of positive linear operators on continuous functions to the three tests . Here is its proof. Given and , uniform continuity supplies a such that for . For all one then has
Apply positivity to the two real inequalities obtained from this bound. At this gives
The expression in brackets is nonnegative and tends uniformly to zero by the three test assumptions. Also uniformly. Taking the upper limit of the supremum norm and then letting proves convergence for every . This is the quadratic barrier estimate for positive approximation operators.
The Bernstein polynomial supplies the constructive corollary
The binomial theorem makes its nonnegative weights sum to one. Differentiating the binomial theorem, or using the first two binomial distribution moments, gives
The Korovkin theorem proves uniformly, and each is a polynomial, proving the Weierstrass approximation theorem. The same criterion gives the Schoenberg spline operator convergence in Solution 3. For periodic functions its counterpart uses : the nonnegative barrier is bounded away from zero outside any fixed small arc. This periodic Korovkin test set gives convergence of the normalized Fejér sums and density of trigonometric polynomials.
The Lebesgue convergence criterion for approximation operators addresses stability. Suppose bounded linear operators converge to the identity on every polynomial. Then they converge on every continuous function if and only if . Sufficiency is the extension of approximation operators from a dense subspace: for a polynomial with and a common bound ,
First let , then . Necessity follows from the Uniform boundedness principle, since a convergent is bounded for every . Applied to approximation projectors, the Lebesgue inequality for approximation projectors is
Indeed makes ; take the infimum. Thus density of the ranges and a uniform bound on the Lebesgue constants of interpolation imply convergence. Density alone does not control a sequence of interpolation projectors.
There is also a kernel version of this stability criterion, useful for trigonometric polynomial approximation. If integrable periodic kernels have uniformly bounded norms, their integrals tend to one, and for every , then convolution with converges uniformly to every continuous periodic function. Subtract and split the error into a small arc, bounded by , and its complement, bounded by . The remaining mass error tends to zero. This approximate identity argument shows directly why nonnegative unit-mass Fejér kernels work even though ordinary Fourier partial sums need not converge uniformly for every continuous target.
Lebesgue's constructive approach to the Weierstrass approximation theorem starts instead with the absolute value. On define the polynomial recurrence for the absolute value
Induction gives , monotonicity, and
The pointwise limit satisfies and is nonnegative, hence equals . Dini's theorem makes the convergence uniform. More explicitly, the continuous decreasing errors have, for any positive tolerance, open sublevel sets covering the compact interval; a finite subcover supplies one index valid everywhere. Every continuous piecewise linear function has the form
The are its changes in slope. Scaling and translating the absolute-value approximation shows that is uniformly approximable by polynomials. Solution 4, or polygonal interpolation and uniform continuity, makes these piecewise linear functions dense in . Approximating first by and then by a polynomial is another complete proof of the Weierstrass approximation theorem.
The Stone-Weierstrass theorem generalizes from intervals to a compact Hausdorff space : a real subalgebra containing the constants and separating points is uniformly dense. Its proof uses the same absolute-value mechanism. The uniform closure of a function algebra is an algebra. If belongs to this closure, approximation of by polynomials on a bounded interval containing its range proves that also belongs to the closure. Therefore the closure contains
Point separation and constants allow exact interpolation of any two real values: choose with and solve for in . The lattice approximation from two-point approximation proved in Solution 4 now makes the closure all of .
The complex version requires a unital, point-separating subalgebra closed under complex conjugation. Its real-valued members separate points using real or imaginary parts, so the real result approximates both parts of every complex target. Conjugation closure is essential: polynomials in alone on the closed unit disk cannot approximate uniformly, because whereas .
Among the corollaries are density of multivariate polynomials on compact subsets of real Euclidean space, since coordinates separate points, and density of trigonometric polynomials on the circle, since sine and cosine separate points there. On a compact interval, polynomials with rational coefficients are a countable dense family, giving separability of . The real and complex approximation results above concern uniform approximation of continuous targets; neither asserts convergence of arbitrary interpolation schemes or arbitrary Fourier series.
The Weierstrass approximation theorem states that the polynomials are a dense subspace of in the supremum norm. By linearity and (c), uniformly for every polynomial . Given and , choose a polynomial with . The operator norm estimate in (a) gives
First let , then . Hence for every continuous . This is an instance of extension of approximation operators from a dense subspace.