The Mathematical Institute, University of Oxford, Eprints Archive

Robust rational interpolation and least-squares

Gonnet, Pedro and Pachon, Ricardo and Trefethen, Lloyd N. (2011) Robust rational interpolation and least-squares. Technical Report. ETNA. (Submitted)

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Abstract

An efficient and robust algorithm and a Matlab code ratdisk are presented for rational interpolation or linearized least-squares approximation of a function based on its values at points equally spaced on a circle. The use of the singular value decomposition enables the detection and elimination of spurious poles or Froissart doublets that commonly complicate such fits without contributing to the quality of the approximation. As an application, the algorithm leads to a method for the stable computation of certain radial basis function interpolants in the difficult case of smoothness parameter epsilon close to zero.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1047
Deposited By:Lotti Ekert
Deposited On:16 Feb 2011 09:14
Last Modified:16 Feb 2011 09:14

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