How to get an "optimal" piecewise linear spline for any functions?

For given f(x), x in [a, b],

I want to get a piecewise linear spline.

Then how to segment f(x) so as to achieve a good spline?

That is, how to place the knots?

Answer 1

[Matt J]

This might be applicable

http://www.mathworks.com/matlabcentral/fileexchange/25872-free-knot-spline-approximation

Answer 2

[Greg Dionne]

If you have R2016a Signal Processing Toolbox, you can try FINDCHANGEPTS with 'linear' to find the locations.