Skip to main content
Log in

A new formal approach to the rational interpolation problem

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Summary

An elegant and fast recursive algorithm is developed to solve the rational interpolation problem in a complementary way compared to existing methods. We allow confluent interpolation points, poles, and infinity as one of the interpolation points. Not only one specific solution is given but a nice parametrization of all solutions. We also give a linear algebra interpretation of the problem showing that our algorithm can also be used to handle a specific class of structured matrices.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Anderson, B.D.O., Antoulas, A.C. (1990): Rational interpolation and state variable realizations. Linear Algebra Appl.137–138, 479–509

    Article  Google Scholar 

  2. Antoulas, A.C. (1988): Rational interpolation and the Euclidean algorithm. Linear Algebra Appl.108, 157–171

    Google Scholar 

  3. Antoulas, A.C., Anderson, B.D.O. (1986): On the scalar rational interpolation problem. IMA J. Math. Control Inf.3, 61–88

    Google Scholar 

  4. Antoulas, A.C., Anderson, B.D.O. (1989): State-space and polynomial approaches to rational interpolation. In: Proceedings MTNS89

  5. Antoulas, A.C., Ball, J.A., Kang, J., Willems, J.C. (1990): On the solution of the minimal rational interpolation problem. Linear Algebra Appl.137–138, 511–573

    Google Scholar 

  6. Baker, G.A. Jr., Graves-Morris, P. (1981): Padé Approximants. Part I: Basic Theory. Addison-Wesley, Reading, Mass.

    Google Scholar 

  7. Baker, G.A. Jr., Graves-Morris, P. (1981): Padé Approximants. Part II. Extensions and Applications. Addison-Wesley, Reading, Mass.

    Google Scholar 

  8. Belevitch, V. (1970): Interpolation matrices. Philips Res. Rep.25, 337–369

    Google Scholar 

  9. Bruckstein, A., Kailath, T. (1987): An inverse scattering framework for several problems in signal processing. IEEE Acoust. Speech Signal Magazine Process 6–20

  10. Claessens, G. (1978): On the structure of the Newton-Padé table. J. Approx. Theory22, 304–319

    Google Scholar 

  11. Cordellier, F. (1983): Utilisation de l'invariance homographique dans les algorithmes de losanges. In: H.J. Bünger, H. Werner, eds., Padé Approximation and its Applications, p. 62–94. Lecture Notes in Math. 1071, Bad Honnef

  12. Gragg, W.B. (1972): The Padé table and its relation to certain algorithms of numerical analysis. SIAM Rev.14, 1–62

    Article  Google Scholar 

  13. Graves-Morris, P.R. (1980): Practical, reliable, rational interpolation. J. Inst. Math. Appl.25, 267–286

    Google Scholar 

  14. Graves-Morris, P.R., Hopkins, T.R. (1981): Reliable rational interpolation. Numer. Math.36, 111–128

    Google Scholar 

  15. Gutknecht, M.H. (1989): Continued fractions associated with the Newton-Padé table. Numer. Math.56, 547–589

    Google Scholar 

  16. Gutknecht, M.H. (1991): The rational interpolation problem revisited. Rocky Mountain J. Math.21 (1), 263–280

    Google Scholar 

  17. Heinig, G., Hoppe, W., Rost, K. (1989): Structured matrices in interpolation and approximation problems. Wiss. Z. d. TU Karl-Marx-Stadt31, 196–202

    Google Scholar 

  18. Kalman, R.E. (1979): On partial realizations, transfer functions, and canonical forms. Acta Polytech. Scand.31, 9–32

    Google Scholar 

  19. Löwner, K. (1934): Über monotone Matrixfunktionen. Math. Z.38, 177–216

    Google Scholar 

  20. Magnus, A. (1962): Certain continued fractions associated with the Padé table. Math. Z.78, 361–374

    Google Scholar 

  21. Magnus, A. (1962): Expansion of power series intoP-fractions. Math. Z.80, 209–216

    Google Scholar 

  22. Meinguet, J. (1970): On the solubility of the Cauchy interpolation problem. In: A. Talbot, ed., Approximation theory. Academic Press, London New York, p. 137–163

    Google Scholar 

  23. Padé, H. (1892): Sur la représentation approchée d'une fonction par des fractions rationelles. Ann. de l'Ecole Normale Sup. 3ieme serie9, 3–93

    Google Scholar 

  24. Rutishauser, H. (1954): Der Quotienten-Differenzen-Algorithmus. Z. Angew. Math.5, 233–251

    Google Scholar 

  25. Van Barel, M. (1989): Nested Minimal Partial Realizations and Related Matrix Rational Approximants. PhD thesis, K.U. Leuven

  26. Van Barel, M., Bultheel, A. (1989): Minimal Padé sense matrix approximations arounds=0 ands=∞. In: A. Cuyt, ed., Nonlinear numerical methods and rational approximation. Reidel, Dordrecht, p. 143–154

    Google Scholar 

  27. Van Barel, M., Bultheel, A. (1990): A new approach to the rational interpolation problem. J. Comput. Appl. Math.32, 281–289

    Google Scholar 

  28. Van Barel, M., Bultheel, A. (1990): A new approach to the rational interpolation problem: the vector case. J. Comput. Appl. Math.33, 331–346

    Google Scholar 

  29. Werner, H. (1979): A reliable method for rational interpolation. In: L. Wuytack, ed., Padé approximation and its applications. Springer, Berlin Heidelberg New York, p. 257–277

    Google Scholar 

  30. Werner, H. (1980): Ein Algorithmus zur rationalen Interpolation. In: H. Werner, L. Collatz, G. Meinardus, eds., Numerische Methoden der Approximationstheorie, Vol. 5. Birkhäuser, Basel, pp. 319–337

    Google Scholar 

  31. Werner, H. (1981): Altes und Neues zur rationalen Interpolation. Vortrag 10. Österreichischer Mathematiker-Kongress, Innsbruck

  32. Werner, H. (1983): Algorithm 51: A reliable and numerically stable program for rational interpolation of Lagrange data. Computing31, 269–286

    Google Scholar 

  33. Wuytack, L. (1973): An algorithm for rational interpolation similar to theQD-algorithm. Numer. Math.20, 418–424

    Google Scholar 

  34. Wuytack, L. (1974): Extrapolation to the limit by using continued fraction interpolation. Rocky Mountain J. Math.4, 395–397

    Google Scholar 

  35. Xu, G.-L., Bultheel, A. (1990): Matrix-Padé approximation: Definitions and properties. Linear Algebra Appl.137–138, 67–136

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Van Barel, M., Bultheel, A. A new formal approach to the rational interpolation problem. Numer. Math. 62, 87–122 (1992). https://doi.org/10.1007/BF01396222

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01396222

Mathematics Subject Classification (1991)

Navigation