Rational minimax approximation via adaptive barycentric representations

DOI10.1137/17M1132409zbMATH Open1396.41011arXiv1705.10132WikidataQ129414204 ScholiaQ129414204MaRDI QIDQ4580291FDOQ4580291

Bernhard Beckermann, Lloyd N. Trefethen, Yuji Nakatsukasa, Silviu-Ioan Filip

Publication date: 14 August 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: Computing rational minimax approximations can be very challenging when there are singularities on or near the interval of approximation - precisely the case where rational functions outperform polynomials by a landslide. We show that far more robust algorithms than previously available can be developed by making use of rational barycentric representations whose support points are chosen in an adaptive fashion as the approximant is computed. Three variants of this barycentric strategy are all shown to be powerful: (1) a classical Remez algorithm, (2) a "AAA-Lawson" method of iteratively reweighted least-squares, and (3) a differential correction algorithm. Our preferred combination, implemented in the Chebfun MINIMAX code, is to use (2) in an initial phase and then switch to (1) for generically quadratic convergence. By such methods we can calculate approximations up to type (80, 80) of $|x|$ on $[-1,1]$ in standard 16-digit floating point arithmetic, a problem for which Varga, Ruttan, and Carpenter required 200-digit extended precision.

Full work available at URL: https://arxiv.org/abs/1705.10132

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zbMATH Keywords

Remez algorithmbarycentric formularational minimax approximationdifferential correction algorithmAAA algorithmLawson algorithm

Mathematics Subject Classification ID

Algorithms for approximation of functions (65D15) Approximation by rational functions (41A20)

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Cited In (33)

• A Newton's method for best uniform polynomial approximation
• Rational approximation of 𝐱ⁿ
• Pseudospectra of Loewner Matrix Pencils
• Exponential node clustering at singularities for rational approximation, quadrature, and PDEs
• Exponential asymptotics of woodpile chain nanoptera using numerical analytic continuation
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• Data-Driven Algorithms for Signal Processing with Trigonometric Rational Functions
• The p-AAA Algorithm for Data-Driven Modeling of Parametric Dynamical Systems
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• On the rational approximation of Markov functions, with applications to the computation of Markov functions of Toeplitz matrices
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• An Algorithm for Real and Complex Rational Minimax Approximation
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Uses Software

• SPECFUN
• CVX
• Mosek
• mctoolbox
• Chebfun
• RKToolbox
• FUNPACK
• AAA

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