Title
An Algorithm For Real And Complex Rational Minimax Approximation
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 AAA-Lawson algorithm, available in Chebfun. The new algorithm solves a wide range of problems on arbitrary domains 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.
Year
DOI
Venue
2020
10.1137/19M1281897
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Keywords
DocType
Volume
rational approximation, barycentric formula, AAA algorithm, AAA-Lawson algorithm, iteratively reweighted least-squares
Journal
42
Issue
ISSN
Citations 
5
1064-8275
1
PageRank 
References 
Authors
0.37
0
2
Name
Order
Citations
PageRank
Yuji Nakatsukasa19717.74
Lloyd N. Trefethen21024203.66