The Mathematical Institute, University of Oxford, Eprints Archive

Robust Padé approximation via SVD

Gonnet, Pedro and Guettel, Stefan and Trefethen, Lloyd N. (2011) Robust Padé approximation via SVD. Technical Report. SIAM review. (Submitted)



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; a Matlab code is provided. The success of this algorithm suggests that there might be variants of Padé approximation that would be pointwise convergent as the degrees of the numerator and denominator increase to infinity, unlike traditional Padé approximants, which converge only in measure or capacity.

Item Type:Technical Report (Technical Report)
Subjects:A - C > Approximations and expansions
H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1408
Deposited By: Lotti Ekert
Deposited On:29 Oct 2011 08:00
Last Modified:29 May 2015 19:06

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