An error analysis for absolute and relative approximation

We consider the vectorial algorithm for finding best polynomial approximationsp P_n to a given functionf C[a, b], with respect to the norm ·_s, defined byp – f_s =w₁ (p – f)+w₂ (p – f) A bound for the modulus of continuity of the best vectorial approximation operator is given, and using the floating point calculus of J. H. Wilkinson, a bound for the rounding error in the algorithm is derived. For givenf, these estimates provide an indication of the conditioning of the problem, an estimate of the obtainable accuracy, and a practical method for terminating the iteration.This paper was supported in part by the Canadian NCR A-8108, FCAC 74-09 and G.E.T.M.A.Part of this research was done during the first-named author's visit to theB! Chair of Applied Mathematics, University of Athens, Spring term, 1975.