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From: "Bruno Luong" <b.luong@fogale.findmycountry>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Piecewiese linear approximation function with a minimal largest error dev.
Date: Tue, 1 Jan 2013 09:48:07 +0000 (UTC)
Organization: FOGALE nanotech
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"Deyan Levski" <remove.this@gmail.com> wrote in message <kbu8d3$gcr$1@newscl01ah.mathworks.com>...
> Hello everyone,
> 
> In my practice I have faced a problem where I need to perform a piecewise linear approximation of a certain mathematical function for the use in a video application. 
> 
> Due to some hardware restrictions I will need to split the function in a number of uniform segments and then calculate the approximation points accordingly, but in such a way that the largest error is minimized (minmax sense).
> 
> Are there any existing functions that can help me with this task, I've looked at interp1 but I am afraid it is not what I am really looking for? I will be very happy if someone can guide me with some ideas or literature about this mathematical problem.
>

This problem can be formulated as linear programming, that can be solved with LINPROG.

Bruno