The Mathematical Institute, University of Oxford, Eprints Archive

A robust implementation of the Carathéodory-Fejér method

van Deun, Joris and Trefethen, Lloyd N. (2010) A robust implementation of the Carathéodory-Fejér method. Technical Report. Springer. (Submitted)

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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.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:926
Deposited By:Lotti Ekert
Deposited On:10 Jun 2010 07:52
Last Modified:24 Jul 2010 20:07

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