Discrete linearized least-squares rational approximation on the unit circle

DOI10.1016/0377-0427(94)90327-1MaRDI QIDQ1334798zbMATH OpenOpenAlexFDO

Authors Marc van Barel, Adhemar Bultheel

Publication date 22 September 1994

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(94)90327-1

zbMATH Keywords

algorithmblock Hessenberg matricesblock Schur parametrizationorthonormal polynomialsparallel computationrational approximationrational interpolationrational least squares problem

Mathematics Subject Classification ID

Approximation by rational functions (41A20) Numerical interpolation (65D05) Algorithms for approximation of functions (65D15) Parallel numerical computation (65Y05)

Review text

The linearized rational least squares problem is solved via manipulations of block Hessenberg matrices. Specifically the block Schur parametrization is used. It is described how the algorithm can be implemented in parallel.

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Cites work

• O( n^2 ) Reduction Algorithms for the Construction of a Band Matrix from Spectral Data
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• A new approach to the rational interpolation problem: The vector case
• A parallel algorithm for discrete least squares rational approximation
• A survey of matrix inverse eigenvalue problems
• Discrete Least Squares Approximation by Trigonometric Polynomials
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• Near-circularity of the error curve in complex Chebyshev approximation
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Cited in

(10)

• Orthogonal basis functions in discrete least-squares rational approximation.
• Orthogonal rational functions on the unit circle with prescribed poles not on the unit circle
• Orthonormal rational function vectors
• Formal orthogonal polynomials and Hankel/Toeplitz duality
• Inverse eigenvalue problems for extended Hessenberg and extended tridiagonal matrices
• Eigenvalue computation for unitary rank structured matrices
• Unitary rank structured matrices
• Discrete least squares approximation and prewavelets from radial function spaces
• The advantages of directly identifying continuous-time transfer function models in practical applications
• Uniform approximation by discrete least squares polynomials

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