Title: Discrete linearized least squares rational approximation on the unit circle (revised)
Authors: Van Barel, Marc ×
Bultheel, Adhemar
Issue Date: Feb-1993
Publisher: Department of Computer Science, K.U.Leuven
Series Title: TW Reports vol:TW179
Abstract: We already generalized the Rutishauser-Gragg-Harrod-Reichel algorithm for discrete least squares polynomial approximantion on the real axis to the rational case. In this paper, a new method for discrete least squares linearized rational approximation on the unit circle is presented. It generalizes the algorithm of Reichel-Ammar-Gragg for discrete least squares polynomial approximation on the unit circle to the rational case. The algorithm is fast in the sense that it requires order mα computation time where m is the number of data points and α is the degree of the approximant. We describe how this algorithm can be implemented in parallel. Examples illustrate the numerical behavior of the algorithm.
Description: revised version
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Numerical Analysis and Applied Mathematics Section
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