Chebyshev Polynomials

Reading Problems

Differential Equation and Its Solution

The Chebyshev differential equation is written as

d2 y dy
(1 − x2 ) −x + n2 y = 0 n = 0, 1, 2, 3, . . .
dx2 dx

If we let x = cos t we obtain

d2 y
+ n2 y = 0
dt2

whose general solution is

y = A cos nt + B sin nt

or as

y = A cos(n cos−1 x) + B sin(n cos−1 x) |x| < 1

or equivalently

y = ATn (x) + BUn (x) |x| < 1

where Tn (x) and Un (x) are defined as Chebyshev polynomials of the first and second kind
of degree n, respectively.

1
If we let x = cosh t we obtain

d2 y
− n2 y = 0
dt2

whose general solution is

y = A cosh nt + B sinh nt

or as

y = A cosh(n cosh−1 x) + B sinh(n cosh−1 x) |x| > 1

or equivalently
y = ATn (x) + BUn (x) |x| > 1

The function Tn (x) is a polynomial. For |x| < 1 we have

 p n
Tn (x) + iUn (x) = (cos t + i sin t)n = x + i 1 − x2
 p n
Tn (x) − iUn (x) = (cos t − i sin t)n = x − i 1 − x2

from which we obtain

1 h p n  p n i
Tn (x) = x+i 1 − x2 + x − i 1 − x2
2

For |x| > 1 we have

 p n
Tn (x) + Un (x) = ent = x ± x2 − 1
 p n
−nt 2
Tn (x) − Un (x) = e = x∓ x −1

The sum of the last two relationships give the same result for Tn (x).

2
Chebyshev Polynomials of the First Kind of Degree n
The Chebyshev polynomials Tn (x) can be obtained by means of Rodrigue’s formula

(−2)n n! p dn
Tn (x) = 1 − x2 (1 − x2 )n−1/2 n = 0, 1, 2, 3, . . .
(2n)! dxn

The first twelve Chebyshev polynomials are listed in Table 1 and then as powers of x in
terms of Tn (x) in Table 2.

3
 Table 1: Chebyshev Polynomials of the First Kind

T0 (x) = 1

T1 (x) = x

T2 (x) = 2x2 − 1

T3 (x) = 4x3 − 3x

T4 (x) = 8x4 − 8x2 + 1

T5 (x) = 16x5 − 20x3 + 5x

T6 (x) = 32x6 − 48x4 + 18x2 − 1

T7 (x) = 64x7 − 112x5 + 56x3 − 7x

T8 (x) = 128x8 − 256x6 + 160x4 − 32x2 + 1

T9 (x) = 256x9 − 576x7 + 432x5 − 120x3 + 9x

T10 (x) = 512x10 − 1280x8 + 1120x6 − 400x4 + 50x2 − 1

T11 (x) = 1024x11 − 2816x9 + 2816x7 − 1232x5 + 220x3 − 11x

4
 Table 2: Powers of x as functions of Tn (x)

1 = T0

x = T1
1
x2 = (T0 + T2 )
2
1
x3 = (3T1 + T3 )
4
1
x4 = (3T0 + 4T2 + T4 )
8
1
x5 = (10T1 + 5T3 + T5 )
16
1
x6 = (10T0 + 15T2 + 6T4 + T6 )
32
1
x7 = (35T1 + 21T3 + 7T5 + T7 )
64
1
x8 = (35T0 + 56T2 + 28T4 + 8T6 + T8 )
128
1
x9 = (126T1 + 84T3 + 36T5 + 9T7 + T9 )
256
1
x10 = (126T0 + 210T2 + 120T4 + 45T6 + 10T8 + T10 )
512
1
x11 = (462T1 + 330T3 + 165T5 + 55T7 + 11T9 + T11 )
1024

5
Generating Function for Tn (x)
The Chebyshev polynomials of the first kind can be developed by means of the generating
function

∞
1 − tx X
= Tn (x)tn
1 − 2tx + t2 n=0

Recurrence Formulas for Tn (x)

When the first two Chebyshev polynomials T0 (x) and T1 (x) are known, all other polyno-
mials Tn (x), n ≥ 2 can be obtained by means of the recurrence formula

Tn+1 (x) = 2xTn (x) − Tn−1 (x)

The derivative of Tn (x) with respect to x can be obtained from

(1 − x2 )Tn0 (x) = −nxTn (x) + nTn−1 (x)

Special Values of Tn (x)

The following special values and properties of Tn (x) are often useful:

Tn (−x) = (−1)n Tn (x) T2n (0) = (−1)n

Tn (1) = 1 T2n+1 (0) = 0

Tn (−1) = (−1)n

6
Orthogonality Property of Tn (x)
We can determine the orthogonality properties for the Chebyshev polynomials of the first
kind from our knowledge of the orthogonality of the cosine functions, namely,



 0 (m 6= n)
Z π 


cos(mθ) cos(n θ) dθ = π/2 (m = n 6= 0)
0 



π (m = n = 0)


Then substituting

Tn (x) = cos(nθ)

cos θ = x

to obtain the orthogonality properties of the Chebyshev polynomials:



 0 (m 6= n)
Z 1 

Tm (x) Tn (x) dx 
√ = π/2 (m = n 6= 0)
−1 1 − x2 



π (m = n = 0)


We observe that the Chebyshev polynomials form an orthogonal set on the interval −1 ≤
x ≤ 1 with the weighting function (1 − x2 )−1/2

Orthogonal Series of Chebyshev Polynomials

An arbitrary function f (x) which is continuous and single-valued, defined over the interval
−1 ≤ x ≤ 1, can be expanded as a series of Chebyshev polynomials:

f (x) = A0 T0 (x) + A1 T1 (x) + A2 T2 (x) + . . .

∞
X
= An Tn (x)
n=0

7
where the coefficients An are given by

1
1 f (x) dx
Z
A0 = √ n=0
π −1 1 − x2

and

1
2 f (x) Tn (x) dx
Z
An = √ n = 1, 2, 3, . . .
π −1 1 − x2

The following definite integrals are often useful in the series expansion of f (x):

1
dx x3 dx
1
Z Z
√ = π √ = 0
−1 1 − x2 −1 1 − x2
1
x dx x4 dx
1
3π
Z Z
√ = 0 √ =
−1 1 − x2 −1 1 − x2 8
1
x2 dx π x5 dx
1
Z Z
√ = √ = 0
−1 1 − x2 2 −1 1 − x2

Chebyshev Polynomials Over a Discrete Set of Points

A continuous function over a continuous interval is often replaced by a set of discrete values
of the function at discrete points. It can be shown that the Chebyshev polynomials Tn (x)
are orthogonal over the following discrete set of N + 1 points xi , equally spaced on θ,

π 2π π
θi = 0, , , . . . (N − 1) , π
N N N

where

xi = arccos θi

We have

8
 

 0 (m 6= n)
N −1


1 X 1 
Tm (−1)Tn (−1)+ Tm (xi )Tn (xi )+ Tm (1)Tn (1) = N/2 (m = n 6= 0)
2 i=2
2 



N (m = n = 0)


The Tm (x) are also orthogonal over the following N points ti equally spaced,

π 3π 5π (2N − 1)π
θi = , , , ...,
2N 2N 2N 2N

and

ti = arccos θi



 0 (m 6= n)
N


X 
Tm (ti )Tn (ti ) = N/2 (m = n 6= 0)

i=1 


N (m = n = 0)


The set of points ti are clearly the midpoints in θ of the first case. The unequal spacing of
the points in xi (N ti ) compensates for the weight factor

W (x) = (1 − x2 )−1/2

in the continuous case.

9
Additional Identities of Chebyshev Polynomials
The Chebyshev polynomials are both orthogonal polynomials and the trigonometric cos nx
functions in disguise, therefore they satisfy a large number of useful relationships.

The differentiation and integration properties are very important in analytical and numerical
work. We begin with

Tn+1 (x) = cos[(n + 1) cos−1 x]

and

Tn−1 (x) = cos[(n − 1) cos−1 x]

Differentiating both expressions gives

1 d[Tn+1 (x)] − sin[(n + 1) cos−1 x

= √
(n + 1) dx − 1 − x2

and

1 d[Tn−1 (x)] − sin[(n − 1) cos−1 x

= √
(n − 1) dx − 1 − x2

Subtracting the last two expressions yields

1 d[Tn+1 (x)] 1 d[Tn−1 (x)] sin(n + 1)θ − sin(n − 1)θ

− =
(n + 1) dx (n − 1) dx sin θ

or

0 0
Tn+1 (x) Tn−1 (x) 2 cos nθ sin θ
− = = 2Tn (x) n≥2
(n + 1) (n − 1) sin θ

10
Therefore

T20 (x) = 4T1

T10 (x) = T0

T00 (x) = 0

We have the formulas for the differentiation of Chebyshev polynomials, therefore these for-
mulas can be used to develop integration for the Chebyshev polynomials:

 
1 Tn+1 (x) Tn−1 (x)
Z
Tn (x)dx = − +C n≥2
2 (n + 1) (n − 1)
1
Z
T1 (x)dx = T2 (x) + C
4
Z
T0 (x)dx = T1 (x) + C

The Shifted Chebyshev Polynomials

For analytical and numerical work it is often convenient to use the half interval 0 ≤ x ≤ 1
instead of the full interval −1 ≤ x ≤ 1. For this purpose the shifted Chebyshev polynomials
are defined:

Tn∗ (x) = Tn ∗ (2x − 1)

Thus we have for the first few polynomials

T0∗ = 1

T1∗ = 2x − 1

T2∗ = 8x2 − 8x + 1

T3∗ = 32x3 − 48x2 + 18x − 1

T4∗ = 128x4 − 256x3 + 160x2 − 32x + 1

11
and the following powers of x as functions of Tn∗ (x);

1 = T0∗
1
x = (T0∗ + T1∗ )
2
1
x2 = (3T0∗ + 4T1∗ + T2∗ )
8
1
x3 = (10T0∗ + 15T1∗ + 6T2∗ + T3∗ )
32
1
x4 = (35T0∗ + 56T1∗ + 28T2∗ + 8T3∗ + T4∗ )
128

The recurrence relationship for the shifted polynomials is:

∗
Tn+1 (x) = (4x − 2)Tn∗ (x) − Tn−1
∗
(x) T0∗ (x) = 1

or

1 1 1
xTn∗ (x) = ∗
Tn+1 (x) + Tn∗ (x) + ∗
Tn−1 (x)
4 2 4

where

Tn∗ (x) = cos n cos−1 (2x − 1) = Tn (2x − 1)

 

Expansion of xn in a Series of Tn (x)

A method of expanding xn in a series of Chebyshev polynomials employes the recurrence
relation written as

1
xTn (x) = [Tn+1 (x) + Tn−1 (x)] n = 1, 2, 3 . . .
2
xT0 (x) = T1 (x)

12
To illustrate the method, consider x4

4 2
x2 x
x = x (xT1 ) = [T2 + T0 ] = [T1 + T3 + 2T1 ]
2 4
1 1
= [3xT1 + xT3 ] = [3T0 + 3T2 + T4 + T2 ]
4 8
1 1 3
= T4 + T2 + T0
8 2 8

This result is consistent with the expansion of x4 given in Table 2.

Approximation of Functions by Chebyshev Polynomials

Sometimes when a function f (x) is to be approximated by a polynomial of the form

∞
X
f (x) = an xn + EN (x) |x| ≤ 1
n=0

where |En (x)| does not exceed an allowed limit, it is possible to reduce the degree of the
polynomial by a process called economization of power series. The procedure is to convert
the polynomial to a linear combination of Chebyshev polynomials:

N
X N
X
n
an x = bn Tn (x) n = 0, 1, 2, . . .
n=0 n=0

It may be possible to drop some of the last terms without permitting the error to exceed
the prescribed limit. Since |Tn (x)| ≤ 1, the number of terms which can be omitted is
determined by the magnitude of the coefficient b.

The Chebyshev polynomials are useful in numerical work for the interval −1 ≤ x ≤ 1
because

1. |Tn (x)] ≤ 1 within −1 ≤ x ≤ 1

2. The maxima and minima are of comparable value.

13
 3. The maxima and minima are spread reasonably uniformly over the interval
−1 ≤ x ≤ 1

4. All Chebyshev polynomials satisfy a three term recurrence relation.

5. They are easy to compute and to convert to and from a power series form.

These properties together produce an approximating polynomial which minimizes error in

its application. This is different from the least squares approximation where the sum of
the squares of the errors is minimized; the maximum error itself can be quite large. In
the Chebyshev approximation, the average error can be large but the maximum error is
minimized. Chebyshev approximations of a function are sometimes said to be mini-max
approximations of the function.

The following table gives the Chebyshev polynomial approximation of several power series.

14
 Table 3: Power Series and its Chebyshev Approximation

1. f (x) = a0

f (x) = a0 T0

2. f (x) = a0 + a1 x

f (x) = a0 T0 + a1 T1

3. f (x) = a0 + a1 x + a2 x2
   
a2 a2
f (x) = a0 + T0 + a1 T1 + T2
2 2

4. f (x) = a0 + a1 x + a2 x2 + a3 x3
       
a2 3a3 a2 a3
f (x) = a0 + T0 + a1 + T1 + T2 + T3
2 4 2 4

5. f (x) = a0 + a1 x + a2 x2 + a3 x3 + a4 x4
       
a2 a3 3a3 a2 a4 a3
f (x) = a0 + + T0 + a1 + T1 + + T2 + T3
2 8 4 2 2 8
 
a4
+ T4
8

6. f (x) = a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + a5 x5
     
a2 3a4 3a3 5a5 a2 a4
f (x) = a0 + + T0 + a1 + + T1 + + T2
2 8 4 8 2 2
     
a3 5a5 a4 a5
+ + T3 + T4 + T5
4 16 8 16

15
 Table 4: Formulas for Economization of Power Series

x = T1
1
x2 = (1 + T2 )
2
1
x3 = (3x + T3 )
4
1
x4 = (8x2 − 1 + T4 )
8
1
x5 = (20x3 − 5x + T5 )
16
1
x6 = (48x4 − 18x2 + 1 + T6 )
32
1
x7 = (112x5 − 56x3 + 7x + T7 )
64
1
x8 = (256x6 − 160x4 + 32x2 − 1 + T8 )
128
1
x9 = (576x7 − 432x5 + 120x3 − 9x + T9 )
256
1
x10 = (1280x8 − 1120x6 + 400x4 − 50x2 + 1 + T10 )
512
1
x11 = (2816x9 − 2816x7 + 1232x5 − 220x3 + 11x + T11 )
1024

For easy reference the formulas for economization of power series in terms of Chebyshev are
given in Table 4.

16
Assigned Problems

Problem Set for Chebyshev Polynomials

1. Obtain the first three Chebyshev polynomials T0 (x), T1 (x) and T2 (x) by means of
the Rodrigue’s formula.

2. Show that the Chebyshev polynomial T3 (x) is a solution of Chebyshev’s equation of

order 3.

3. By means of the recurrence formula obtain Chebyshev polynomials T2 (x) and T3 (x)
given T0 (x) and T1 (x).

4. Show that Tn (1) = 1 and Tn (−1) = (−1)n

5. Show that Tn (0) = 0 if n is odd and (−1)n/2 if n is even.

6. Setting x = cos θ show that

1 h p n  p n i
Tn (x) = x + i 1 − x2 + x − i 1 − x2
2
√
where i = −1.

7. Find the general solution of Chebyshev’s equation for n = 0.

8. Obtain a series expansion for f (x) = x2 in terms of Chebyshev polynomials Tn (x),

3
X
2
x = An Tn (x)
n=0

9. Express x4 as a sum of Chebyshev polynomials of the first kind.

17
 Trigonometry Problems
Amir Hossein Parvardi
February 16, 2011

1. Prove that:

√
2π 6π 8π 13 − 1
cos + cos + cos =
13 13 13 4

2. Prove that 2 cos 4π 6π 10π

19 + cos 19 + cos 19 is a root of the equation:

r
√
q
4+ 4+ 4−x=x

3. Prove that v
u s r
t1 1 1 1 1 1
u
+ + + cos 8θ = cos θ
2 2 2 2 2 2

4. Prove that

π       
3π 5π 7π 3
sin4 + sin4 + sin4 + sin4 =
8 8 8 8 2

5. Prove that

x x x sin 2x

cos x · cos · cos · cos =
16 sin x8


2 4 8

6. Prove that
3
64 · sin 10◦ · sin 20◦ · sin 30◦ · sin 40◦ · sin 50◦ · sin 60◦ · sin 70◦ · sin 80◦ · sin 90◦ =
4

1
7. Find x if
sin x = tan 12◦ · tan 48◦ · tan 54◦ · tan 72◦ ·

8. Solve the following equations in R:

• sin 9x + sin 5x + 2 sin2 x = 1

• cos 5x · cos 3x − sin 3x · sin x = cos 2x

π


• cos 5x + cos 3x + sin 5x + sin 3x = 2 · cos 4 − 4x

• sin x + cos x − sin x · cos x = −1

√
• sin 2x − 3 cos 2x = 2

9. Prove following equations:

2π 4π 6π π 3π 5π







• sin 7 + sin 7 − sin 7 = 4 sin 7 · sin 7 · sin 7

π 3π 5π 7π 9π 11π 1







• cos 13 + cos 13 + cos 13 + cos 13 + cos 13 + cos 13 = 2
     
π 3π (2k−1)π 1
• ∀k ∈ N : cos 2k+1 + cos 2k+1 + · · · + cos 2k+1 = 2

π

2π

3π

1 π


• sin 7 + sin 7 + sin 7 = · cot 4
4

10. Show that

π 2π nπ
cos + cos + · · · + cos = −1.
n n n
sin 2na
11.Show that cos a + cos 3a + cos 5a + · · · + cos(2n − 1)a = 2 sin a .
sin2 na
12. Show that sin a + sin 3a + sin 5a + · · · + sin(2n − 1)a = sin a .

13. Calculate

(tan 1◦ )2 + (tan 2◦ )2 + (tan 3◦ )2 + . . . + (tan 89◦ )2 .

2π
14. Prove that cot2 π
7 + cot2 7 + cot2 3π
7 = 5.
√
15. Show that tan π7 tan 2π
7 tan 3π
7 = 7.

2
16. cos 2π 4π
and cos 6π




7 , cos 7 7 are the roots of an equation of the form
ax3 + bx2 + cx + d = 0 where a, b, c, d are integers. Determine a, b, c and d.
*17. Find the value of the sum

r r r
3 2π 3 4π 3 6π
cos + cos + cos .
7 7 7

18. Solve the equation

2 sin4 x(sin 2x − 3) − 2 sin2 x(sin 2x − 3) − 1 = 0.

19. Express the sum of the following series in terms of sin x and cos x.

n  
X
2 k
(2k + 1) sin x + π
2
k=0

20. Find the smallest positive integer N for which

1 1 1 1
+ + ···+ = .
sin 45◦ · sin 46 ◦ sin 47 · sin 48
◦ ◦ sin 133 · sin 134
◦ ◦ sin N ◦

21. Find the value of

sin 40◦ + sin 80◦
.
sin 110◦

22. Evaluate the sum

S = tan 1◦ · tan 2◦ + tan 2◦ · tan 3◦ + tan 3◦ · tan 4◦ + · · · + tan 2004◦ · tan 2005◦.

23. Solve the equation :

√ √ √ √
3 sin x(cos x − sin x) + (2 − 6) cos x + 2 sin x + 3 − 2 2 = 0.

1
24. Let f (x) = sin πx . Prove that f (3) + f (2) = f (1).
7

25. Suppose that real numbers x, y, z satisfy

cos x + cos y + cos z sin x + sin y + sin z

= =p
cos (x + y + z) sin (x + y + z)

3
Prove that
cos (x + y) + cos (y + z) + cos (x + z) = p.

π
26. Solve for θ, 0 ≤ θ ≤ 2:

sin5 θ + cos5 θ = 1.

27. For x, y ∈ [0, π3 ] prove that cos x + cos y ≤ 1 + cos xy.

28. Prove that among any four distinct numbers from the interval (0, π2 ) there
are two, say x, y, such that:

8 cos x cos y cos(x − y) + 1 > 4(cos2 x + cos2 y).

π
29. Let B = 7. Prove that

tan B · tan 2B + tan 2B · tan 4B + tan 4B · tan B = −7.

30. a) Calculate
1 4π 5π
6π − 4 cos 13 − 4 cos 13 =?
cos 13

b) Prove that
π 4π 3π 3π
tan + 4 sin = tan + 4 sin
13 13 13 13

c) Prove that
2π 6π 5π 2π
tan + 4 sin = tan + 4 sin
13 13 13 13

31. Prove that if α, β are angles of a triangle and cos2 α + cos2 β (1 + tan α · tan β) =

2, then α + β = 90◦ .

32. Let a, b, c, d ∈ [− π2 , π2 ] be real numbers such that sin a+sin b+sin c+sin d = 1
and cos 2a + cos 2b + cos 2c + cos 2d ≥ 10 π
3 . Prove that a, b, c, d ∈ [0, 6 ]

33. Find all integers m, n for which we have sinm x + cosn x = 1, for all x.
34. Prove that tan 55◦ · tan 65◦ · tan 75◦ = tan 85◦ .
4 cos 12◦ +4 ◦
√ cos 36 +1
35. Prove that 3
= tan 78◦ .

4
36. Prove that
v v
u u s
u r
√
u  
4π 6π 10π
u q
t
4 + 4 + 4 − 4 + 4 + 4 − · · · = 2 cos + cos + cos .
t
19 19 19

The signs: + + − + + − + + − + + − · · ·
37. For reals x, y Prove that cos x + cos y + sin x sin y ≤ 2.
38. Solve the equation in real numbers

r
√
q
7+2 7 − 2 7 − 2x = x.

39. Let A, B, C be three angles of triangle ABC. Prove that

(1 − cos A)(1 − cos B)(1 − cos C) ≥ cos A cos B cos C.

40. Solve the equation

sin3 (x) − cos3 (x) = sin2 (x) .

Pn
41. Find Sn = k=1 sin2 kθ for n > 1
42. Prove the following without using induction:

cos n+1 n
2 x · sin 2 x
cos x + cos 2x + · · · + cos nx = x .
sin 2

43. Evaluate:
1 1 1
sin θ + · sin 2θ + 2 · sin 3θ + 3 · sin 4θ + · · ·
2 2 2

44. Compute
n−1  
X
2 kπ
csc .
n
k=1

45. Prove that

h i
π

2π

(n−1)π nπ


• tan θ+tan θ + n +tan θ + n +· · ·+tan θ + n = −n cot nθ + 2 .

5
 h i
π

2π

(n−1)π
• cot θ + cot θ + n + cot θ + n + · · · + cot θ + n = n cot nθ.

46. Calculate
∞
X a
22n sin4 .
n=1
2n

47. Compute the following sum:

tan 1◦ + tan 5◦ + tan 9◦ + · · · + tan 177◦ .

48. Show that for any positive integer n > 1,

n−1 √
X 2πk 2 n nπ nπ
• cos = (1 + cos + sin )
n 2 2 2
k=0

n−1 √
X 2πk 2 n nπ nπ
• sin = (1 + cos − sin )
n 2 2 2
k=0

49. Evaluate the product

n
Y kπ
tan .
2(n + 1)
k=1

n
X (2k − 1)π
50. Prove that, (−1)k−1 cot = n for even n.
4n
k=1
n  
X (2k − 1)π
51. Prove that cot2 = n(2n − 1).
2n
k=1
n
n(2n − 1)(4n2 + 10n − 9)
 
X kπ
52. Prove that cot4 = .
2n + 1 45
k=1

53. Let x be a real number with 0 < x < π. Prove that, for all natural numbers
n, the sum sin x + sin33x + sin55x + · · · + sin(2n−1)x
2n−1 is positive.