Title
A robust implementation of the Carathéodory-Fejér method for rational approximation A robust implementation of the Carathéodory-Fejér method for rational approximation
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
Lund ,
Subject
Mathematics
Computer. Automation
Source (journal)
Bit : numerical mathematics. - Lund
Volume/pages
51(2011) :4 , p. 1039-1050
ISSN
0006-3835
ISI
000297362000013
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
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.
E-info
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