Remez algorithm

Summary

The Remez algorithm is an iterative method that computes the minimax approximation of a continuous function by polynomials of a given degree. Each round has two steps. First it fits a polynomial whose error has equal size and alternating signs on $n + 2$ reference points. Then it moves the reference points to the places where the error is largest. It was introduced by Evgeny Remez in 1934 and is a standard way to design polynomial and rational approximations in numerical libraries.