Optimal rational functions for the generalized Zolotarev problem in the complex plane

DOI10.1137/S0036142999360688MaRDI QIDQ2706369zbMATH OpenOpenAlexFDO

Authors B. Le Bailly, J. P. Thiran

Publication date 19 March 2001

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0036142999360688

zbMATH Keywords

complex Chebyshev approximationgeneralized ADI methodrational functionZolotarev problem

Mathematics Subject Classification ID

Approximation in the complex plane (30E10) Elliptic functions and integrals (33E05) Approximation by rational functions (41A20) Iterative numerical methods for linear systems (65F10)

Review text

It has been recognised that the determination of optimal parameters for the classical alternating direction implicit (ADI) method leads to the Zolotarev probloem. Generalised rational Zolotarev problem concerns rational functions with the numerator and denominator of different degrees [\textit{N. Levenberg} and \textit{L. Reichel}, Numer. Math. 66, No. 2, 215-233 (1993; Zbl 0797.65030)]. The authors present a method to construct optimal rational functions for the generalised Zolotarev problem in the complex plane. Considering line segments on the real axis and parallel to the imaginary axis, numerical tests for the corresponding Zolotarev problem are given. These examples highlight significant improvements over the classical solution.

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