AAA Rational Approximation on a Continuum
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Publication:6154201
DOI10.1137/23M1570508arXiv2305.03677OpenAlexW4392674387MaRDI QIDQ6154201FDOQ6154201
Authors: Tobin A. Driscoll, Yuji Nakatsukasa, Lloyd N. Trefethen 
Publication date: 19 March 2024
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Abstract: AAA rational approximation has normally been carried out on a discrete set, typically hundreds or thousands of points in a real interval or complex domain. Here we introduce a continuum AAA algorithm that discretizes a domain adaptively as it goes. This enables fast computation of high-accuracy rational approximations on domains such as the unit interval, the unit circle, and the imaginary axis, even in some cases where resolution of singularities requires exponentially clustered sample points, support points, and poles. Prototype MATLAB (or Octave) and Julia codes aaax, aaaz, and aaai are provided for these three special domains; the latter two are equivalent by a Moebius transformation. Execution is very fast since the matrices whose SVDs are computed have only three times as many rows as columns. The codes include a AAA-Lawson option for improvement of a AAA approximant to minimax, so long as the accuracy is well above machine precision. The result returned is pole-free in the approximation domain.
Full work available at URL: https://arxiv.org/abs/2305.03677
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Cited In (3)
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