A subject that is concerned with the approximation of a class of objects, say F, by a subclass, say P ⊂ F, that is in some sense simpler. For example, let
the real continuous functions on [a,b], then a subclass of practical use is Pn, i.e. polynomials of degree n. The means of measuring the closeness or accuracy of the approximation is provided by a metric or norm. This is a nonnegative function that is defined on F and measures the size of its elements. Norms of particular value in the approximation of mathematical functions (for computer subroutines, say) are the Chebyshev norm and the 2-norm (or Euclidean norm). For functions
these norms are given respectively as
For approximation of data these norms take the discrete form
The 2-norm frequently incorporates a weight function (or weights). From these two norms the problems of
Chebyshev approximation and
least squares approximation arise. For example, with polynomial approximation we seek
for which
are acceptably small. Best approximation problems arise when, for example, we seek
for which these measures of errors are as small as possible with respect to Pn.
Other examples of norms that are particularly important are vector and matrix norms. For n-component vectors
important examples are
Corresponding to a given vector norm, a subordinate matrix norm can be defined for
n ×
n matrices
A, by
For the vector norm
this reduces to the expression
where
aij is the
i,jth element of
A. Vector and matrix norms are indispensable in most areas of numerical analysis.