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In the mathematical subfield of numerical analysis, a Bernstein polynomial, named after Sergei Natanovich Bernstein, is a polynomial in the Bernstein form, that is a linear combination of Bernstein basis polynomials. A numerically stable way to evaluate polynomials in Bernstein form is de Casteljau's algorithm. Polynomials in Bernstein form were first used by Bernstein in a constructive proof for the Stone-Weierstrass approximation theorem. With the advent of computer graphics, Bernstein polynomials, restricted to the interval [0,1], became important in the form of Bézier curves.
DefinitionThe n + 1 Bernstein basis polynomials of degree n are defined as
The Bernstein basis polynomials of degree n form a basis for the vector space <math>\Pi_n<math> of polynomials of degree n. A linear combination of Bernstein basis polynomials
is called a Bernstein polynomial or polynomial in Bernstein form of degree n. The coefficients βν are called Bernstein coefficients or Bézier coefficients. NotesThe Bernstein basis polynomials have the following properties:
The Bernstein basis polynomials of degree n form a partition of unity:
ExampleThe first few Bernstein basis polynomials are
Approximating continuous functionsLet f(x) be a continuous function on the interval [0, 1]. Consider the Bernstein polynomial
It can be shown that
uniformly on the interval [0, 1]. This is a stronger statement than the proposition that the limit holds for each value of x separately; that would be pointwise convergence rather than uniform convergence. Specifically, the word uniformly signifies that
Bernstein polynomials thus afford one way to prove the Stone-Weierstrass approximation theorem that every real-valued continuous function on a real interval [a,b] can be uniformly approximated by polynomial functions over R. ProofSuppose K is a random variable distributed as the number of successes in n independent Bernoulli trials with probability x of success on each trial; in other words, K has a binomial distribution with parameters n and x. Then we have the expected value E(K/n) = x. Then the weak law of large numbers of probability theory tells us that
Because f, being continuous on a closed bounded interval, must be uniformly continuous on that interval, we can infer a statement of the form
Consequently
P(\left|f(K/n)-E(f(K/n))\right|+\left|E(f(K/n))-f(x)\right|>\varepsilon)=0.<math>
P(\left|f(K/n)-E(f(K/n))\right|>\varepsilon/2)+P( \left|E(f(K/n))-f(x)\right|>\varepsilon/2)=0.<math> And so the second probability above approaches 0 as n grows. But the second probability is either 0 or 1, since the only thing that is random is K, and that appears within the scope of the expectation operator E. Finally, observe that E(f(K/n)) is just the Bernstein polynomial Bn(f,x). See also
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