The AAA algorithm for rational approximation

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Publication:5745133

DOI10.1137/16M1106122zbMATH Open1390.41015arXiv1612.00337WikidataQ129782152 ScholiaQ129782152MaRDI QIDQ5745133FDOQ5745133


Authors: Yuji Nakatsukasa, Olivier Sète, Lloyd N. Trefethen Edit this on Wikidata


Publication date: 5 June 2018

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

Abstract: We introduce a new algorithm for approximation by rational functions on a real or complex set of points, implementable in 40 lines of Matlab and requiring no user input parameters. 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 and (2) greedy selection of the support points to avoid exponential instabilities. The name AAA stands for "adaptive Antoulas--Anderson" in honor of the authors who introduced a scheme based on (1). We present the core algorithm with a Matlab code and nine applications and describe variants targeted at problems of different kinds. Comparisons are made with vector fitting, RKFIT, and other existing methods for rational approximation.


Full work available at URL: https://arxiv.org/abs/1612.00337




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