A robust implementation of the Carathéodory-Fejér method for rational approximation

Author: 

Van Deun, J
Trefethen, L

Publication Date: 

1 December 2011

Journal: 

BIT Numerical Mathematics

Last Updated: 

2019-06-05T01:14:51.53+01:00

Issue: 

4

Volume: 

51

DOI: 

10.1007/s10543-011-0331-7

page: 

1039-1050

abstract: 

Best rational approximations are notoriously difficult to compute. However, the difference between the best rational approximation to a function and its Carathéodory-Fejér (CF) approximation is often so small as to be negligible in practice, while CF approximations are far easier to compute. We present a robust and fast implementation of this method in the Chebfun software system and illustrate its use with several examples. Our implementation handles both polynomial and rational approximation and substantially improves upon earlier published software. © 2011 Springer Science + Business Media B.V.

Symplectic id: 

216438

Submitted to ORA: 

Not Submitted

Publication Type: 

Journal Article