find interpolation polynomial for $f(x) = x^4+3x^2$ of degree $le3$ , such that $max_{xin[-1,1]}|f(x)-p(x)|$...
$begingroup$
find interpolation polynomial for $f(x) = x^4+3x^2$ of degree $le3$ , such that $max_{xin[-1,1]}|f(x)-p(x)|$ is minimal.
Well I think I don't understand Chebyshev's interpolation points correctly, I tried to take Chebyshev's polynomial of order 4 ($T_4(x)$), to get 4 roots (interpolation points): ${x_k:=cos(frac{pi}{8} +frac{pi}{4}k) :k=0,1,2,3 }$, Yet when calculating $f[x_0],f[x_0,x_1],f[x_0,x_1,x_2], f[x_0,x_1,x_2,x_3]$ in order to get the interpolation polynomial, due to the fact that the roots are $x_0 = -x_3 , x_1 =-x_2$ and the function $x^4+3x^2$, calculated in $x_0,x_1,x_2,x_3$ leads to $f[x_0]=f[x_3] , f[x_1]=f[x_2]$ , thus $f[x_0,x_1,x_2,x_3] =0 $ and I get a interpolation polynomial of order 2, which doesn't best approximate $f(x)$. I was sure that Chebyshev's roots are the only interpolation points which solves the min-max problem of $|f(x)-p(x)|$, but I feel that, there is something which I don't fully understand here.
Any help or reference would be appreciated.
numerical-methods interpolation
$endgroup$
add a comment |
$begingroup$
find interpolation polynomial for $f(x) = x^4+3x^2$ of degree $le3$ , such that $max_{xin[-1,1]}|f(x)-p(x)|$ is minimal.
Well I think I don't understand Chebyshev's interpolation points correctly, I tried to take Chebyshev's polynomial of order 4 ($T_4(x)$), to get 4 roots (interpolation points): ${x_k:=cos(frac{pi}{8} +frac{pi}{4}k) :k=0,1,2,3 }$, Yet when calculating $f[x_0],f[x_0,x_1],f[x_0,x_1,x_2], f[x_0,x_1,x_2,x_3]$ in order to get the interpolation polynomial, due to the fact that the roots are $x_0 = -x_3 , x_1 =-x_2$ and the function $x^4+3x^2$, calculated in $x_0,x_1,x_2,x_3$ leads to $f[x_0]=f[x_3] , f[x_1]=f[x_2]$ , thus $f[x_0,x_1,x_2,x_3] =0 $ and I get a interpolation polynomial of order 2, which doesn't best approximate $f(x)$. I was sure that Chebyshev's roots are the only interpolation points which solves the min-max problem of $|f(x)-p(x)|$, but I feel that, there is something which I don't fully understand here.
Any help or reference would be appreciated.
numerical-methods interpolation
$endgroup$
$begingroup$
Could the mention of the function $x^4-3x^2$ in the description of the interpolation process be more than just a typo?
$endgroup$
– random
Jan 2 at 12:38
$begingroup$
@random nop,sorry just a typo
$endgroup$
– dan
Jan 2 at 16:19
add a comment |
$begingroup$
find interpolation polynomial for $f(x) = x^4+3x^2$ of degree $le3$ , such that $max_{xin[-1,1]}|f(x)-p(x)|$ is minimal.
Well I think I don't understand Chebyshev's interpolation points correctly, I tried to take Chebyshev's polynomial of order 4 ($T_4(x)$), to get 4 roots (interpolation points): ${x_k:=cos(frac{pi}{8} +frac{pi}{4}k) :k=0,1,2,3 }$, Yet when calculating $f[x_0],f[x_0,x_1],f[x_0,x_1,x_2], f[x_0,x_1,x_2,x_3]$ in order to get the interpolation polynomial, due to the fact that the roots are $x_0 = -x_3 , x_1 =-x_2$ and the function $x^4+3x^2$, calculated in $x_0,x_1,x_2,x_3$ leads to $f[x_0]=f[x_3] , f[x_1]=f[x_2]$ , thus $f[x_0,x_1,x_2,x_3] =0 $ and I get a interpolation polynomial of order 2, which doesn't best approximate $f(x)$. I was sure that Chebyshev's roots are the only interpolation points which solves the min-max problem of $|f(x)-p(x)|$, but I feel that, there is something which I don't fully understand here.
Any help or reference would be appreciated.
numerical-methods interpolation
$endgroup$
find interpolation polynomial for $f(x) = x^4+3x^2$ of degree $le3$ , such that $max_{xin[-1,1]}|f(x)-p(x)|$ is minimal.
Well I think I don't understand Chebyshev's interpolation points correctly, I tried to take Chebyshev's polynomial of order 4 ($T_4(x)$), to get 4 roots (interpolation points): ${x_k:=cos(frac{pi}{8} +frac{pi}{4}k) :k=0,1,2,3 }$, Yet when calculating $f[x_0],f[x_0,x_1],f[x_0,x_1,x_2], f[x_0,x_1,x_2,x_3]$ in order to get the interpolation polynomial, due to the fact that the roots are $x_0 = -x_3 , x_1 =-x_2$ and the function $x^4+3x^2$, calculated in $x_0,x_1,x_2,x_3$ leads to $f[x_0]=f[x_3] , f[x_1]=f[x_2]$ , thus $f[x_0,x_1,x_2,x_3] =0 $ and I get a interpolation polynomial of order 2, which doesn't best approximate $f(x)$. I was sure that Chebyshev's roots are the only interpolation points which solves the min-max problem of $|f(x)-p(x)|$, but I feel that, there is something which I don't fully understand here.
Any help or reference would be appreciated.
numerical-methods interpolation
numerical-methods interpolation
edited Jan 2 at 16:18
dan
asked Jan 2 at 11:22
dandan
607613
607613
$begingroup$
Could the mention of the function $x^4-3x^2$ in the description of the interpolation process be more than just a typo?
$endgroup$
– random
Jan 2 at 12:38
$begingroup$
@random nop,sorry just a typo
$endgroup$
– dan
Jan 2 at 16:19
add a comment |
$begingroup$
Could the mention of the function $x^4-3x^2$ in the description of the interpolation process be more than just a typo?
$endgroup$
– random
Jan 2 at 12:38
$begingroup$
@random nop,sorry just a typo
$endgroup$
– dan
Jan 2 at 16:19
$begingroup$
Could the mention of the function $x^4-3x^2$ in the description of the interpolation process be more than just a typo?
$endgroup$
– random
Jan 2 at 12:38
$begingroup$
Could the mention of the function $x^4-3x^2$ in the description of the interpolation process be more than just a typo?
$endgroup$
– random
Jan 2 at 12:38
$begingroup$
@random nop,sorry just a typo
$endgroup$
– dan
Jan 2 at 16:19
$begingroup$
@random nop,sorry just a typo
$endgroup$
– dan
Jan 2 at 16:19
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
The interpolation method finds the unique polynomial of degree 3 or less that has the same value as $f(x)$ at $x_0,x_1,x_2$ and $x_3$, the roots of $T_4(x)=8x^4-8x^2+1$.
Since $f(x)$ is a polynomial of degree 4, it can be written as $sum_{i=0}^4 a_i T_i(x)$, where comparison of the coefficients shows that $a_4=frac18$.
Therefore the required approximation is $f(x)-frac 18 T_4(x)$.
$endgroup$
$begingroup$
rethinking about this problem, If I use $T_4$ roots $x_0 ,x_1,x_2,x_3$ to calculate $p$ the interpolation polynomial using newton method. Am I suppose to get $f(x)-frac{1}{8}T_4(x)$ ? if so, why? otherwise, why $p$ is not the best approximation for $f$?
$endgroup$
– dan
Feb 18 at 11:31
1
$begingroup$
You are supposed to get $f(x)-frac{1}{8}T_4(x)$ because the candidates are all polynomials of degree 3 or less, so the remaining error can be any polynomial of degree 4 with leading term $x^4$. It can be shown that among those remaining error polyomials $frac 18T_4(x)$ is the one with the smallest maximum absolute value on $[-1,1]$.
$endgroup$
– random
Feb 23 at 13:49
$begingroup$
yes, you are absolutely right I figured out how to show that for every monic polynomial of degree $n$ , $max{|p(x)| : xin[-1,1]} ge frac{1}{2^n}$ so $T_n (x)$ indeed solves the min-max problem
$endgroup$
– dan
Feb 23 at 14:11
add a comment |
$begingroup$
The solution to the uniform approximation problem will need to satisfy the Haar conditions
$$
f(x_k)-p(x_k)=(-1)^kr
$$
for 5 distinct points in the interval which also realize the maximum $|r|$ of $|f(x)-p(x)|$. The Chebyshev approximation usually provides a good starting point for the Remez exchange algorithm. It may be useful to compute the further stages still in terms of the Chebyshev polynomials as basis.
As result of solving this as general non-linear problem I get the results
xr = -0.707106947599892 -1.1668963128834e-16 0.707106947599893
r = 0.125000072497002
p = -4.05725754051219e-17 4 2.33379262604217e-16 -0.125000072497002
essentially replacing $x^4$ with $x^2-frac18$. The plots confirm the solution and Haar conditions
using octave/matlab's fsolve
function eqn = haar(u, f)
x = sort(u(1:3)); r = u(4); p = u(5:8);
df = polyder(f); dp=polyder(p);
fp = @(x) polyval(f,x)-polyval(p,x);
dfp = @(x) polyval(df,x)-polyval(dp,x);
eqn = [ fp(-1)-r,
fp(x(1))+r,
fp(x(2))-r,
fp(x(3))+r,
fp(1)-r,
dfp(x(1)),
dfp(x(2)),
dfp(x(3))
];
end
f = [1,0,3,0,0];
u = fsolve(@(u) haar(u,f), [-0.8,0.0, 0.8, 1, 0, 0, 0, 0]);
xr = u(1:3)
r = u(4)
p = u(5:8)
$endgroup$
add a comment |
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2 Answers
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2 Answers
2
active
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votes
$begingroup$
The interpolation method finds the unique polynomial of degree 3 or less that has the same value as $f(x)$ at $x_0,x_1,x_2$ and $x_3$, the roots of $T_4(x)=8x^4-8x^2+1$.
Since $f(x)$ is a polynomial of degree 4, it can be written as $sum_{i=0}^4 a_i T_i(x)$, where comparison of the coefficients shows that $a_4=frac18$.
Therefore the required approximation is $f(x)-frac 18 T_4(x)$.
$endgroup$
$begingroup$
rethinking about this problem, If I use $T_4$ roots $x_0 ,x_1,x_2,x_3$ to calculate $p$ the interpolation polynomial using newton method. Am I suppose to get $f(x)-frac{1}{8}T_4(x)$ ? if so, why? otherwise, why $p$ is not the best approximation for $f$?
$endgroup$
– dan
Feb 18 at 11:31
1
$begingroup$
You are supposed to get $f(x)-frac{1}{8}T_4(x)$ because the candidates are all polynomials of degree 3 or less, so the remaining error can be any polynomial of degree 4 with leading term $x^4$. It can be shown that among those remaining error polyomials $frac 18T_4(x)$ is the one with the smallest maximum absolute value on $[-1,1]$.
$endgroup$
– random
Feb 23 at 13:49
$begingroup$
yes, you are absolutely right I figured out how to show that for every monic polynomial of degree $n$ , $max{|p(x)| : xin[-1,1]} ge frac{1}{2^n}$ so $T_n (x)$ indeed solves the min-max problem
$endgroup$
– dan
Feb 23 at 14:11
add a comment |
$begingroup$
The interpolation method finds the unique polynomial of degree 3 or less that has the same value as $f(x)$ at $x_0,x_1,x_2$ and $x_3$, the roots of $T_4(x)=8x^4-8x^2+1$.
Since $f(x)$ is a polynomial of degree 4, it can be written as $sum_{i=0}^4 a_i T_i(x)$, where comparison of the coefficients shows that $a_4=frac18$.
Therefore the required approximation is $f(x)-frac 18 T_4(x)$.
$endgroup$
$begingroup$
rethinking about this problem, If I use $T_4$ roots $x_0 ,x_1,x_2,x_3$ to calculate $p$ the interpolation polynomial using newton method. Am I suppose to get $f(x)-frac{1}{8}T_4(x)$ ? if so, why? otherwise, why $p$ is not the best approximation for $f$?
$endgroup$
– dan
Feb 18 at 11:31
1
$begingroup$
You are supposed to get $f(x)-frac{1}{8}T_4(x)$ because the candidates are all polynomials of degree 3 or less, so the remaining error can be any polynomial of degree 4 with leading term $x^4$. It can be shown that among those remaining error polyomials $frac 18T_4(x)$ is the one with the smallest maximum absolute value on $[-1,1]$.
$endgroup$
– random
Feb 23 at 13:49
$begingroup$
yes, you are absolutely right I figured out how to show that for every monic polynomial of degree $n$ , $max{|p(x)| : xin[-1,1]} ge frac{1}{2^n}$ so $T_n (x)$ indeed solves the min-max problem
$endgroup$
– dan
Feb 23 at 14:11
add a comment |
$begingroup$
The interpolation method finds the unique polynomial of degree 3 or less that has the same value as $f(x)$ at $x_0,x_1,x_2$ and $x_3$, the roots of $T_4(x)=8x^4-8x^2+1$.
Since $f(x)$ is a polynomial of degree 4, it can be written as $sum_{i=0}^4 a_i T_i(x)$, where comparison of the coefficients shows that $a_4=frac18$.
Therefore the required approximation is $f(x)-frac 18 T_4(x)$.
$endgroup$
The interpolation method finds the unique polynomial of degree 3 or less that has the same value as $f(x)$ at $x_0,x_1,x_2$ and $x_3$, the roots of $T_4(x)=8x^4-8x^2+1$.
Since $f(x)$ is a polynomial of degree 4, it can be written as $sum_{i=0}^4 a_i T_i(x)$, where comparison of the coefficients shows that $a_4=frac18$.
Therefore the required approximation is $f(x)-frac 18 T_4(x)$.
answered Jan 3 at 0:21
randomrandom
57626
57626
$begingroup$
rethinking about this problem, If I use $T_4$ roots $x_0 ,x_1,x_2,x_3$ to calculate $p$ the interpolation polynomial using newton method. Am I suppose to get $f(x)-frac{1}{8}T_4(x)$ ? if so, why? otherwise, why $p$ is not the best approximation for $f$?
$endgroup$
– dan
Feb 18 at 11:31
1
$begingroup$
You are supposed to get $f(x)-frac{1}{8}T_4(x)$ because the candidates are all polynomials of degree 3 or less, so the remaining error can be any polynomial of degree 4 with leading term $x^4$. It can be shown that among those remaining error polyomials $frac 18T_4(x)$ is the one with the smallest maximum absolute value on $[-1,1]$.
$endgroup$
– random
Feb 23 at 13:49
$begingroup$
yes, you are absolutely right I figured out how to show that for every monic polynomial of degree $n$ , $max{|p(x)| : xin[-1,1]} ge frac{1}{2^n}$ so $T_n (x)$ indeed solves the min-max problem
$endgroup$
– dan
Feb 23 at 14:11
add a comment |
$begingroup$
rethinking about this problem, If I use $T_4$ roots $x_0 ,x_1,x_2,x_3$ to calculate $p$ the interpolation polynomial using newton method. Am I suppose to get $f(x)-frac{1}{8}T_4(x)$ ? if so, why? otherwise, why $p$ is not the best approximation for $f$?
$endgroup$
– dan
Feb 18 at 11:31
1
$begingroup$
You are supposed to get $f(x)-frac{1}{8}T_4(x)$ because the candidates are all polynomials of degree 3 or less, so the remaining error can be any polynomial of degree 4 with leading term $x^4$. It can be shown that among those remaining error polyomials $frac 18T_4(x)$ is the one with the smallest maximum absolute value on $[-1,1]$.
$endgroup$
– random
Feb 23 at 13:49
$begingroup$
yes, you are absolutely right I figured out how to show that for every monic polynomial of degree $n$ , $max{|p(x)| : xin[-1,1]} ge frac{1}{2^n}$ so $T_n (x)$ indeed solves the min-max problem
$endgroup$
– dan
Feb 23 at 14:11
$begingroup$
rethinking about this problem, If I use $T_4$ roots $x_0 ,x_1,x_2,x_3$ to calculate $p$ the interpolation polynomial using newton method. Am I suppose to get $f(x)-frac{1}{8}T_4(x)$ ? if so, why? otherwise, why $p$ is not the best approximation for $f$?
$endgroup$
– dan
Feb 18 at 11:31
$begingroup$
rethinking about this problem, If I use $T_4$ roots $x_0 ,x_1,x_2,x_3$ to calculate $p$ the interpolation polynomial using newton method. Am I suppose to get $f(x)-frac{1}{8}T_4(x)$ ? if so, why? otherwise, why $p$ is not the best approximation for $f$?
$endgroup$
– dan
Feb 18 at 11:31
1
1
$begingroup$
You are supposed to get $f(x)-frac{1}{8}T_4(x)$ because the candidates are all polynomials of degree 3 or less, so the remaining error can be any polynomial of degree 4 with leading term $x^4$. It can be shown that among those remaining error polyomials $frac 18T_4(x)$ is the one with the smallest maximum absolute value on $[-1,1]$.
$endgroup$
– random
Feb 23 at 13:49
$begingroup$
You are supposed to get $f(x)-frac{1}{8}T_4(x)$ because the candidates are all polynomials of degree 3 or less, so the remaining error can be any polynomial of degree 4 with leading term $x^4$. It can be shown that among those remaining error polyomials $frac 18T_4(x)$ is the one with the smallest maximum absolute value on $[-1,1]$.
$endgroup$
– random
Feb 23 at 13:49
$begingroup$
yes, you are absolutely right I figured out how to show that for every monic polynomial of degree $n$ , $max{|p(x)| : xin[-1,1]} ge frac{1}{2^n}$ so $T_n (x)$ indeed solves the min-max problem
$endgroup$
– dan
Feb 23 at 14:11
$begingroup$
yes, you are absolutely right I figured out how to show that for every monic polynomial of degree $n$ , $max{|p(x)| : xin[-1,1]} ge frac{1}{2^n}$ so $T_n (x)$ indeed solves the min-max problem
$endgroup$
– dan
Feb 23 at 14:11
add a comment |
$begingroup$
The solution to the uniform approximation problem will need to satisfy the Haar conditions
$$
f(x_k)-p(x_k)=(-1)^kr
$$
for 5 distinct points in the interval which also realize the maximum $|r|$ of $|f(x)-p(x)|$. The Chebyshev approximation usually provides a good starting point for the Remez exchange algorithm. It may be useful to compute the further stages still in terms of the Chebyshev polynomials as basis.
As result of solving this as general non-linear problem I get the results
xr = -0.707106947599892 -1.1668963128834e-16 0.707106947599893
r = 0.125000072497002
p = -4.05725754051219e-17 4 2.33379262604217e-16 -0.125000072497002
essentially replacing $x^4$ with $x^2-frac18$. The plots confirm the solution and Haar conditions
using octave/matlab's fsolve
function eqn = haar(u, f)
x = sort(u(1:3)); r = u(4); p = u(5:8);
df = polyder(f); dp=polyder(p);
fp = @(x) polyval(f,x)-polyval(p,x);
dfp = @(x) polyval(df,x)-polyval(dp,x);
eqn = [ fp(-1)-r,
fp(x(1))+r,
fp(x(2))-r,
fp(x(3))+r,
fp(1)-r,
dfp(x(1)),
dfp(x(2)),
dfp(x(3))
];
end
f = [1,0,3,0,0];
u = fsolve(@(u) haar(u,f), [-0.8,0.0, 0.8, 1, 0, 0, 0, 0]);
xr = u(1:3)
r = u(4)
p = u(5:8)
$endgroup$
add a comment |
$begingroup$
The solution to the uniform approximation problem will need to satisfy the Haar conditions
$$
f(x_k)-p(x_k)=(-1)^kr
$$
for 5 distinct points in the interval which also realize the maximum $|r|$ of $|f(x)-p(x)|$. The Chebyshev approximation usually provides a good starting point for the Remez exchange algorithm. It may be useful to compute the further stages still in terms of the Chebyshev polynomials as basis.
As result of solving this as general non-linear problem I get the results
xr = -0.707106947599892 -1.1668963128834e-16 0.707106947599893
r = 0.125000072497002
p = -4.05725754051219e-17 4 2.33379262604217e-16 -0.125000072497002
essentially replacing $x^4$ with $x^2-frac18$. The plots confirm the solution and Haar conditions
using octave/matlab's fsolve
function eqn = haar(u, f)
x = sort(u(1:3)); r = u(4); p = u(5:8);
df = polyder(f); dp=polyder(p);
fp = @(x) polyval(f,x)-polyval(p,x);
dfp = @(x) polyval(df,x)-polyval(dp,x);
eqn = [ fp(-1)-r,
fp(x(1))+r,
fp(x(2))-r,
fp(x(3))+r,
fp(1)-r,
dfp(x(1)),
dfp(x(2)),
dfp(x(3))
];
end
f = [1,0,3,0,0];
u = fsolve(@(u) haar(u,f), [-0.8,0.0, 0.8, 1, 0, 0, 0, 0]);
xr = u(1:3)
r = u(4)
p = u(5:8)
$endgroup$
add a comment |
$begingroup$
The solution to the uniform approximation problem will need to satisfy the Haar conditions
$$
f(x_k)-p(x_k)=(-1)^kr
$$
for 5 distinct points in the interval which also realize the maximum $|r|$ of $|f(x)-p(x)|$. The Chebyshev approximation usually provides a good starting point for the Remez exchange algorithm. It may be useful to compute the further stages still in terms of the Chebyshev polynomials as basis.
As result of solving this as general non-linear problem I get the results
xr = -0.707106947599892 -1.1668963128834e-16 0.707106947599893
r = 0.125000072497002
p = -4.05725754051219e-17 4 2.33379262604217e-16 -0.125000072497002
essentially replacing $x^4$ with $x^2-frac18$. The plots confirm the solution and Haar conditions
using octave/matlab's fsolve
function eqn = haar(u, f)
x = sort(u(1:3)); r = u(4); p = u(5:8);
df = polyder(f); dp=polyder(p);
fp = @(x) polyval(f,x)-polyval(p,x);
dfp = @(x) polyval(df,x)-polyval(dp,x);
eqn = [ fp(-1)-r,
fp(x(1))+r,
fp(x(2))-r,
fp(x(3))+r,
fp(1)-r,
dfp(x(1)),
dfp(x(2)),
dfp(x(3))
];
end
f = [1,0,3,0,0];
u = fsolve(@(u) haar(u,f), [-0.8,0.0, 0.8, 1, 0, 0, 0, 0]);
xr = u(1:3)
r = u(4)
p = u(5:8)
$endgroup$
The solution to the uniform approximation problem will need to satisfy the Haar conditions
$$
f(x_k)-p(x_k)=(-1)^kr
$$
for 5 distinct points in the interval which also realize the maximum $|r|$ of $|f(x)-p(x)|$. The Chebyshev approximation usually provides a good starting point for the Remez exchange algorithm. It may be useful to compute the further stages still in terms of the Chebyshev polynomials as basis.
As result of solving this as general non-linear problem I get the results
xr = -0.707106947599892 -1.1668963128834e-16 0.707106947599893
r = 0.125000072497002
p = -4.05725754051219e-17 4 2.33379262604217e-16 -0.125000072497002
essentially replacing $x^4$ with $x^2-frac18$. The plots confirm the solution and Haar conditions
using octave/matlab's fsolve
function eqn = haar(u, f)
x = sort(u(1:3)); r = u(4); p = u(5:8);
df = polyder(f); dp=polyder(p);
fp = @(x) polyval(f,x)-polyval(p,x);
dfp = @(x) polyval(df,x)-polyval(dp,x);
eqn = [ fp(-1)-r,
fp(x(1))+r,
fp(x(2))-r,
fp(x(3))+r,
fp(1)-r,
dfp(x(1)),
dfp(x(2)),
dfp(x(3))
];
end
f = [1,0,3,0,0];
u = fsolve(@(u) haar(u,f), [-0.8,0.0, 0.8, 1, 0, 0, 0, 0]);
xr = u(1:3)
r = u(4)
p = u(5:8)
edited Jan 2 at 17:18
answered Jan 2 at 16:21
LutzLLutzL
59.3k42057
59.3k42057
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$begingroup$
Could the mention of the function $x^4-3x^2$ in the description of the interpolation process be more than just a typo?
$endgroup$
– random
Jan 2 at 12:38
$begingroup$
@random nop,sorry just a typo
$endgroup$
– dan
Jan 2 at 16:19