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  "body": "\n## Definition\n\nLet $T_k$ be the [[Chebyshev polynomials|M6EAR1JHPP]] of the first kind.\nLet $f \\colon [-1, 1] \\to \\R$ be measurable with $\\int_{-1}^{1} \\abs{f(x)} (1 - x^2)^{-1/2} \\, dx \u003c \\infty$.\nThe *Chebyshev coefficients* of $f$ are\n$$a_k = \\frac{2}{\\pi} \\int_{-1}^{1} \\frac{f(x) \\, T_k(x)}{\\sqrt{1 - x^2}} \\, dx, \\qquad k = 0, 1, 2, \\dots$$\nThe *Chebyshev series* of $f$ is the formal series\n$$\\frac{a_0}{2} + \\sum_{k=1}^{\\infty} a_k T_k(x).$$\n\n## Remarks\n\nExample: for $f(x) = x^2$, one finds $a_0 = 1$, $a_2 = 1/2$ and $a_k = 0$ otherwise.\nCheck: $\\frac{2}{\\pi} \\int_{-1}^{1} x^2 (1 - x^2)^{-1/2} \\, dx = \\frac{2}{\\pi} \\cdot \\frac{\\pi}{2} = 1$, and $\\frac{1}{2} + \\frac{1}{2}(2x^2 - 1) = x^2$.\n\nNon-example: $f(x) = (1 - x^2)^{-1/2}$ has no Chebyshev series, since $\\int_{-1}^{1} (1 - x^2)^{-1} \\, dx$ diverges.\n\nWith $x = \\cos \\theta$ and $g(\\theta) = f(\\cos \\theta)$, one gets $a_k = \\frac{2}{\\pi} \\int_0^{\\pi} g(\\theta) \\cos(k\\theta) \\, d\\theta$.\nSo the Chebyshev series of $f$ is the [[Fourier series|G12KXDHPPS]] of the even function $g$, and convergence results transfer.\nFor example, if $f$ is Lipschitz on $[-1, 1]$, the series converges uniformly to $f$.\nThe $T_k$ are [[orthogonal polynomials|8TXASARQN1]] for the weight $(1 - x^2)^{-1/2}$, and, when $\\int_{-1}^{1} f(x)^2 (1 - x^2)^{-1/2} \\, dx \u003c \\infty$, the partial sums are the least squares approximations of $f$ for this weight.\n",
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