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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.,…

数值分析 · 数学 2020-05-07 Ion Victor Gosea , Athanasios C. Antoulas

This work brings together the moment matching approach based on Loewner functions and the classical Loewner framework based on the Loewner pencil in the case of bilinear systems. New Loewner functions are defined based on the bilinear…

经典分析与常微分方程 · 数学 2024-12-13 Pauline Kergus , Ion Victor Gosea , Mihaly Petreczky

We propose a two-phase systematical framework for approximation algorithm design and analysis via Lyapunov function. The first phase consists of using Lyapunov function as an input and outputs a continuous-time approximation algorithm with…

最优化与控制 · 数学 2022-09-08 Donglei Du

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…

数值分析 · 数学 2019-08-19 Yuji Nakatsukasa , Lloyd N. Trefethen

We consider the problem of finding a rational function in barycentric form to approximate a given function or data set in $\mathbb{R}$ or $\mathbb{C}$. The famous AAA algorithm, introduced in 2018, constructs such a rational function: the…

数值分析 · 数学 2025-08-18 William Mitchell

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…

Rational approximation is a powerful tool to obtain accurate surrogates for nonlinear functions that are easy to evaluate and linearize. The interpolatory adaptive Antoulas--Anderson (AAA) method is one approach to construct such…

数值分析 · 数学 2024-06-27 Stefan Güttel , Daniel Kressner , Bart Vandereycken

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…

数值分析 · 数学 2021-04-21 Ion Victor Gosea , Stefan Güttel

Computing the discrete rational minimax approximation in the complex plane is challenging. Apart from Ruttan's sufficient condition, there are few other sufficient conditions for global optimality. The state-of-the-art rational…

数值分析 · 数学 2024-08-30 Lei-Hong Zhang , Linyi Yang , Wei Hong Yang , Ya-Nan Zhang

We develop a mixed-precision iterative refinement framework for solving low-rank Lyapunov matrix equations $AX + XA^T + W =0$, where $W=LL^T$ or $W=LSL^T$. Via rounding error analysis of the algorithms we derive sufficient conditions for…

数值分析 · 数学 2026-05-14 Peter Benner , Xiaobo Liu

Lawson's iteration is a classical and effective method for solving the linear (polynomial) minimax approximation problem in the complex plane. Extension of Lawson's iteration for the rational minimax approximation problem with both…

数值分析 · 数学 2025-08-08 Lei-Hong Zhang , Shanheng Han

In this work, we develop a framework aiming at designing quantum algorithms for combinatorial optimization problems while providing theoretical guarantees on their approximation ratios. The principal innovative aspect of our work is the…

量子物理 · 物理学 2025-12-29 Shengminjie Chen , Ziyang Li , Hongyi Zhou , Jialin Zhang , Wenguo Yang , Xiaoming Sun

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…

数值分析 · 数学 2023-12-07 Yuji Nakatsukasa , Olivier Sete , Lloyd N. Trefethen

The Loewner framework is an interpolatory approach for the approximation of linear and nonlinear systems. The purpose here is to extend this framework to linear parametric systems with an arbitrary number n of parameters. To achieve this, a…

数值分析 · 数学 2025-04-28 Athanasios C. Antoulas , Ion Victor Gosea , Charles Poussot-Vassal

For the approximation and simulation of twofold iterated stochastic integrals and the corresponding L\'{e}vy areas w.r.t. a multi-dimensional Wiener process, we review four algorithms based on a Fourier series approach. Especially, the very…

数值分析 · 数学 2023-01-24 Felix Kastner , Andreas Rößler

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…

数值分析 · 数学 2019-08-26 Yuji Nakatsukasa , Olivier Sète , Lloyd N. Trefethen

In this paper, we discuss the acceleration of the regularized alternating least square (RALS) algorithm for tensor approximation. We propose a fast iterative method using a Aitken-Stefensen like updates for the regularized algorithm.…

数值分析 · 数学 2017-07-25 Xiaofei Wang , Carmeliza Navasca , Stefan Kindermann

The Loewner framework-(LF) in combination with Volterra series-(VS) offers a non-intrusive approximation method that is capable of identifying bilinear models from time-domain measurements. This method uses harmonic inputs which establish a…

动力系统 · 数学 2020-09-23 D. S. Karachalios , I. V. Gosea , A. C. Antoulas

We provide rigorous theoretical bounds for Anderson acceleration (AA) that allow for approximate calculations when applied to solve linear problems. We show that, when the approximate calculations satisfy the provided error bounds, the…

数值分析 · 数学 2024-04-30 Massimiliano Lupo Pasini , M. Paul Laiu

We present a method for solving nonlinear eigenvalue problems using rational approximation. The method uses the AAA method by Nakatsukasa, S\`{e}te, and Trefethen to approximate the nonlinear eigenvalue problem by a rational eigenvalue…

数值分析 · 数学 2018-02-05 Pieter Lietaert , Javier Pérez , Bart Vandereycken , Karl Meerbergen
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