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The AAA algorithm for rational approximation

Abstract:

We introduce a new algorithm for approximation by rational functions on a real interval or a set in the complex plane, implementable in 40 lines of Matlab. Even on a disk or interval the algorithm may outperform existing methods, and on more complicated domains it is especially competitive. The core ideas are (1) representation of the rational approximant in barycentric form with interpolation at certain support points, (2) greedy selection of the support points to avoid exponential instabili...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1137/16M1106122

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author
More from this funder
Funding agency for:
Sète, O
Trefethen, L
Grant:
291068
291068
More from this funder
Funding agency for:
Nakatsukasa, Y
Grant:
Postdoctoral Fellowship for Research Abroad
Publisher:
Society for Industrial and Applied Mathematics Publisher's website
Journal:
SIAM Journal on Scientific Computing Journal website
Volume:
40
Issue:
3
Pages:
A1494–A1522
Publication date:
2018-05-24
Acceptance date:
2017-12-11
DOI:
EISSN:
1095-7197
ISSN:
1064-8275
Keywords:
Pubs id:
pubs:663871
UUID:
uuid:37a9158d-059d-4377-b754-660d3b3672cb
Local pid:
pubs:663871
Source identifiers:
663871
Deposit date:
2016-12-17

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