A Newton method for best uniform rational approximation

被引:1
作者
Georgieva, Irina [1 ]
Hofreither, Clemens [2 ]
机构
[1] Bulgarian Acad Sci, Inst Math & Informat, Acad G Bonchev Bl 8, Sofia 1113, Bulgaria
[2] Johann Radon Inst Computat & Appl Math RICAM, Altenberger Str 69, A-4040 Linz, Austria
基金
奥地利科学基金会;
关键词
Rational approximation; Best uniform rational approximation; Newton's method; Barycentric interpolation; ALGORITHM; GEOMETRY;
D O I
10.1007/s11075-022-01487-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We present a novel algorithm, inspired by the recent BRASIL algorithm, for best uniform rational approximation of real continuous functions on real intervals based on a formulation of the problem as a nonlinear system of equations and barycentric interpolation. We derive a closed form for the Jacobian of the system of equations and formulate a Newton's method for its solution. The resulting method for best uniform rational approximation can handle singularities and arbitrary degrees for numerator and denominator. We give some numerical experiments which indicate that it typically converges globally and exhibits superlinear convergence in a neighborhood of the solution. A software implementation of the algorithm is provided. Interesting auxiliary results include formulae for the derivatives of barycentric rational interpolants with respect to the interpolation nodes, and for the derivative of the nullspace of a full-rank matrix.
引用
收藏
页码:1741 / 1758
页数:18
相关论文
共 29 条
[1]   Riemannian geometry of Grassmann manifolds with a view on algorithmic computation [J].
Absil, PA ;
Mahony, R ;
Sepulchre, R .
ACTA APPLICANDAE MATHEMATICAE, 2004, 80 (02) :199-220
[2]  
Achieser N. I., 1992, Theory of approximation
[3]  
Berrut J.-P., 2005, TRENDS APPL CONSTRUC, P27
[4]   Barycentric Lagrange interpolation [J].
Berrut, JP ;
Trefethen, LN .
SIAM REVIEW, 2004, 46 (03) :501-517
[5]   Matrices for the direct determination of the barycentric weights of rational interpolation [J].
Berrut, JP ;
Mittelmann, HD .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1997, 78 (02) :355-370
[6]  
Braess D., 1986, NONLINEAR APPROXIMAT
[7]  
CARPENTER AJ, 1984, LECT NOTES MATH, V1105, P383
[8]  
Danczul T., 2021, ARXIV
[9]   On rational Krylov and reduced basis methods for fractional diffusion [J].
Danczul, Tobias ;
Hofreither, Clemens .
JOURNAL OF NUMERICAL MATHEMATICS, 2022, 30 (02) :121-140
[10]   Computing the singular value decomposition with high relative accuracy [J].
Demmel, J ;
Gu, M ;
Eisenstat, S ;
Slapnicar, I ;
Veselic, K ;
Drmac, Z .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1999, 299 (1-3) :21-80