Algebraic properties of robust Pade approximants

被引:5
作者
Beckermann, Bernhard [1 ]
Matos, Ana C. [1 ]
机构
[1] Univ Lille, UFR Math M3, Lab Painleve, UMR 8524, F-59655 Villeneuve Dascq, France
关键词
Pade approximation; SVD; Regularization; Froissart doublet; Spurious poles; NOISE; CONVERGENCE;
D O I
10.1016/j.jat.2014.05.018
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
For a recent new numerical method for computing so-called robust Fade approximants through SVD techniques, the authors gave numerical evidence that such approximants are insensitive to perturbations in the data and do not have so-called spurious poles, that is, poles with close-by zero or poles with small residuals. A black box procedure for eliminating spurious poles would have a major impact on the convergence theory of Fade approximants since it is known that convergence in capacity plus the absence of poles in some domain D implies locally uniform convergence in D. In the present paper we provide a proof for forward stability (or robustness) and show the absence of spurious poles for the subclass of so-called well-conditioned Pade approximants. We also give a numerical example of some robust Pade approximant which has spurious poles and discuss related questions. It turns out that it is not sufficient to discuss only linear algebra properties of the underlying rectangular Toeplitz matrix, since in our results other matrices like Sylvester matrices also occur. These types of matrices have been used before in numerical greatest common divisor computations. (C) 2014 Elsevier Inc. All rights reserved.
引用
收藏
页码:91 / 115
页数:25
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