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A selection of algorithms for the rational approximation of matrix-valued functions are discussed, including variants of the interpolatory AAA method, the RKFIT method based on approximate least squares fitting, vector fitting, and a method…

Numerical Analysis · Mathematics 2021-04-21 Ion Victor Gosea , Stefan Güttel

Approximations based on rational functions are widely used in various applications across computational science and engineering. For univariate functions, the adaptive Antoulas-Anderson algorithm (AAA), which uses the barycentric form of a…

Numerical Analysis · Mathematics 2025-02-06 Linus Balicki , Serkan Gugercin

We introduce a new algorithm for approximation by rational functions on a real or complex set of points, implementable in 40 lines of Matlab and requiring no user input parameters. Even on a disk or interval the algorithm may outperform…

Numerical Analysis · Mathematics 2019-08-26 Yuji Nakatsukasa , Olivier Sète , Lloyd N. Trefethen

In this work, we propose an extensive numerical study on approximating the absolute value function. The methods presented in this paper compute approximants in the form of rational functions and have been proposed relatively recently, e.g.,…

Numerical Analysis · Mathematics 2020-05-07 Ion Victor Gosea , Athanasios C. Antoulas

Rational minimax approximation of real functions on real intervals is an established topic, but when it comes to complex functions or domains, there appear to be no algorithms currently in use. Such a method is introduced here, the {\em…

Numerical Analysis · Mathematics 2019-08-19 Yuji Nakatsukasa , Lloyd N. Trefethen

The AAA algorithm, introduced in 2018, computes best or near-best rational approximations to functions or data on subsets of the real line or the complex plane. It is much faster and more robust than previous algorithms for such problems…

Numerical Analysis · Mathematics 2023-12-07 Yuji Nakatsukasa , Olivier Sete , Lloyd N. Trefethen

Computing rational minimax approximations can be very challenging when there are singularities on or near the interval of approximation - precisely the case where rational functions outperform polynomials by a landslide. We show that far…

Numerical Analysis · Mathematics 2018-05-14 Silviu-Ioan Filip , Yuji Nakatsukasa , Lloyd N. Trefethen , Bernhard Beckermann

The exponential function maps the imaginary axis to the unit circle and, for many applications, this unitarity property is also desirable from its approximations. We show that this property is conserved not only by the (k,k)-rational…

Numerical Analysis · Mathematics 2023-08-30 Tobias Jawecki , Pranav Singh

AAA rational approximation has normally been carried out on a discrete set, typically hundreds or thousands of points in a real interval or complex domain. Here we introduce a continuum AAA algorithm that discretizes a domain adaptively as…

Numerical Analysis · Mathematics 2023-05-08 Toby Driscoll , Yuji Nakatsukasa , Lloyd N. Trefethen

The adaptive Antoulas-Anderson (AAA) algorithm for rational approximation is a widely used method for the efficient construction of highly accurate rational approximations to given data. While AAA can often produce rational approximations…

Numerical Analysis · Mathematics 2026-01-28 Michael S. Ackermann , Linus Balicki , Serkan Gugercin , Steffen W. R. Werner

Potential theory for rational approximation is reviewed by means of examples computed with the AAA algorithm.

Numerical Analysis · Mathematics 2025-01-03 Lloyd N. Trefethen

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker

In this article a fast and parallelizable algorithm for rational approximation is presented. The method, called (P)QR-AAA, is a (parallel) set-valued variant of the AAA algorithm for scalar functions. It builds on the set-valued AAA…

Numerical Analysis · Mathematics 2024-12-04 Simon Dirckx , Karl Meerbergen , Daan Huybrechs

We present two new methods for multivariate exponential analysis. In [7], we developed a new algorithm for reconstruction of univariate exponential sums by exploiting the rational structure of their Fourier coefficients and reconstructing…

Numerical Analysis · Mathematics 2025-04-29 Nadiia Derevianko , Lennart Aljoscha Hübner

We introduce a new method that uses AAA approximation to reliably compute all the zeros of a holomorphic function in a specified search region in the complex plane. Specifically, the method is based on rational approximation of the…

Numerical Analysis · Mathematics 2025-09-30 Jake Bowhay , Yuji Nakatsukasa , Irwin Zaid

Rational approximation appears in many contexts throughout science and engineering, playing a central role in linear systems theory, special function approximation, and many others. There are many existing methods for solving the rational…

Numerical Analysis · Mathematics 2018-12-03 Jeffrey M. Hokanson , Caleb C. Magruder

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle

In this work, we propose a numerical study concerning the approximation of functions associated with the 3rd and 4th Zolotarev problems. We compare various methods, in particular the Loewner framework, the standard AAA algorithm, and…

Numerical Analysis · Mathematics 2025-11-07 Athanasios C. Antoulas , Ion Victor Gosea , Charles Poussot-Vassal

The AAA algorithm for rational approximation is employed to illustrate applications of rational functions all across numerical analysis.

Numerical Analysis · Mathematics 2025-10-21 Yuji Nakatsukasa , Lloyd N. Trefethen

Several applications of the QR-AAA algorithm, a greedy scheme for vector-valued rational approximation, are presented. The focus is on demonstrating the flexibility and practical effectiveness of QR-AAA in a variety of computational…

Numerical Analysis · Mathematics 2026-02-02 Simon Dirckx
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