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arXiv 1908.06001math.NAcs.NA
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实复有理极小化极大逼近的一个算法

An algorithm for real and complex rational minimax approximation

Yuji Nakatsukasa, Lloyd N. Trefethen

摘要:

实区间上实函数的有理极小化极大逼近是一个既定的主题,但当涉及到复杂的函数或域时,目前似乎没有使用的算法。这里介绍这样一种方法,Chebfun中提供的{ \em AAA-Lawson算法}。新的算法解决了广泛的问题,在一个由两个步骤组成的过程中,在几分之一秒的笔记本电脑的时间在任意域。首先,运行标准AAA算法以获得近最佳逼近和用于有理逼近的重心表示的一组支撑点。然后,“劳森阶段”的重心系数的迭代重加权最小二乘调整进行,以改善近似极小极大。

英文摘要:

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 AAA-Lawson algorithm,} available in Chebfun. The new algorithm solves a wide range of problems on arbitrary domains in a fraction of a second of laptop time by a procedure consisting of two steps. First, the standard AAA algorithm is run to obtain a near-best approximation and a set of support points for a barycentric representation of the rational approximant. Then a "Lawson phase" of iteratively reweighted least-squares adjustment of the barycentric coefficients is carried out to improve the approximation to minimax.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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