Computing high precision matrix Padé approximants

DOI10.1007/S11075-012-9596-4MaRDI QIDQ695617zbMATH OpenOpenAlexFDO

Authors Bernhard Beckermann, D. Bessis, Luca Perotti, Daniel Vrinceanu

Publication date 21 December 2012

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-012-9596-4

zbMATH Keywords

algorithmfraction-free computationsmatrix Padé approximantsmatrix-valued generating functionstime series

Mathematics Subject Classification ID

Padé approximation (41A21) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical computation of matrix exponential and similar matrix functions (65F60)

Review text

The authors propose a new method of computing matrix Padé approximants of series with integer data in an efficient and fraction-free way, by controlling the growth of the size of intermediate coefficients. The algorithm is applied to compute high precision Padé approximants of matrix-valued generating functions of time series.

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Cites work

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Cited in

(8)

• A new application of the extended Euclidean algorithm for matrix Padé approximants
• Matrix Approaches for Variable Precision Rough Approximations
• scientific article; zbMATH DE number 4078608 (Why is no real title available?)
• A tabular methodology to identify minimal row degrees for matrix Padé approximants
• scientific article; zbMATH DE number 69567 (Why is no real title available?)
• Squeezing a Matrix into Half Precision, with an Application to Solving Linear Systems
• Comparisons Between Vector and Matrix Padé Approximants
• A new algorithm for calculating Padé approximants and its Matlab implementation

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