FAST AND STABLE RATIONAL INTERPOLATION IN ROOTS OF UNITY AND CHEBYSHEV POINTS
A new method for interpolation by rational functions of prescribed numerator and denominator degrees is presented. When the interpolation nodes are roots of unity or Chebyshev points, the algorithm is particularly simple and relies on discrete Fourier transform matrices, which results in a fast impl...
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| Veröffentlicht in: | SIAM journal on numerical analysis 2012-01, Vol.50 (3), p.1713-1734 |
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| container_title | SIAM journal on numerical analysis |
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| creator | PACHÓN, RICARDO GONNET, PEDRO VAN DEUN, JORIS |
| description | A new method for interpolation by rational functions of prescribed numerator and denominator degrees is presented. When the interpolation nodes are roots of unity or Chebyshev points, the algorithm is particularly simple and relies on discrete Fourier transform matrices, which results in a fast implementation using the fast Fourier transform. The method is generalized for arbitrary grids, which requires the construction of polynomials orthogonal on the set of interpolation nodes. The appearance of common factors in the numerator and denominator due to finite-precision arithmetic is explained by the behavior of the singular values of the linear system associated with the rational interpolation problem. The new algorithm has connections with other methods, particularly the work of Jacobi and Kronecker, Berrut and Mittelmann, and Egecioglu and Koç. Short MATLAB codes and numerical experiments are included. |
| doi_str_mv | 10.1137/100797291 |
| format | Article |
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| source | SIAM Journals Online; JSTOR Mathematics & Statistics; Jstor Complete Legacy |
| subjects | Algorithms Approximation Coefficients Fourier transforms Interpolation Mathematical functions Mathematical vectors Matrices Methods Polynomials Rational functions Zero |
| title | FAST AND STABLE RATIONAL INTERPOLATION IN ROOTS OF UNITY AND CHEBYSHEV POINTS |
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