Lasserre, Jean-Bernard (2024) The Christoffel function: Applications, connections and extensions. Numerical Algebra, Control and Optimization.

Abstract

We provide an introduction to the Christoffel function (CF), a well-known (and old) tool from the theory of approximation and orthogonal polynomials. We then describe how it provides a simple and easy-to-use tool to address some problems in data analysis and mining, and in approximation and interpolation of discontinuous functions. Finally we also reveal some surprising links of the CF with seemingly different disciplines, including polynomial optimization, positivity certificates, and equilibrium measures of compact sets.