Emergent Mind

An algorithm for real and complex rational minimax approximation

(1908.06001)
Published Aug 16, 2019 in math.NA and cs.NA

Abstract

Rational minimax approximation of real functions on real intervals is an established topic, but when it comes to complex functions or domains, there appear to be no algorithms currently in use. Such a method is introduced here, the {\em AAA-Lawson algorithm,} available in Chebfun. The new algorithm solves a wide range of problems on arbitrary domains in a fraction of a second of laptop time by a procedure consisting of two steps. First, the standard AAA algorithm is run to obtain a near-best approximation and a set of support points for a barycentric representation of the rational approximant. Then a "Lawson phase" of iteratively reweighted least-squares adjustment of the barycentric coefficients is carried out to improve the approximation to minimax.

We're not able to analyze this paper right now due to high demand.

Please check back later (sorry!).

Generate a summary of this paper on our Pro plan:

We ran into a problem analyzing this paper.

Newsletter

Get summaries of trending comp sci papers delivered straight to your inbox:

Unsubscribe anytime.