Robust Padé Approximation via SVD.

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Bibliographic Details
Title: Robust Padé Approximation via SVD.
Authors: Gonnet, Pedro1, Güttel, Stefan2 stefan.guettel@manchester.ac.uk, Trefethen, Lloyd N.3 trefethen@maths.ox.ac.uk
Source: SIAM Review. 2013, Vol. 55 Issue 1, p101-117. 17p.
Subjects: Approximation theory, Linear algebra, Singular value decomposition, Algorithms, MatLab (Computer software), Padé approximant
Abstract: Padé approximation is considered from the point of view of robust methods of numerical linear algebra, in particular, the singular value decomposition. This leads to an algorithm for practical computation that bypasses most problems of solution of nearly-singular systems and spurious pole-zero pairs caused by rounding errors, for which a MATLAB code is provided. The success of this algorithm suggests that there might be variants of Pad#233; approximation that are pointwise convergent as the degrees of the numerator and denominator increase to ∞, unlike traditional Padé approximants, which converge only in measure or capacity. [ABSTRACT FROM AUTHOR]
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Database: Engineering Source
Description
Abstract:Padé approximation is considered from the point of view of robust methods of numerical linear algebra, in particular, the singular value decomposition. This leads to an algorithm for practical computation that bypasses most problems of solution of nearly-singular systems and spurious pole-zero pairs caused by rounding errors, for which a MATLAB code is provided. The success of this algorithm suggests that there might be variants of Pad#233; approximation that are pointwise convergent as the degrees of the numerator and denominator increase to ∞, unlike traditional Padé approximants, which converge only in measure or capacity. [ABSTRACT FROM AUTHOR]
ISSN:00361445
DOI:10.1137/110853236