Matrix Padé Approximation of rational functions

In many applications it is of major interest to decide whether a given formal power series with matrix-valued coefficients of arbitrary dimensions results from a matrix-valued rational function. As the main result of this paper we provide an answer to this question in terms of Matrix Padé Approximants of the given power series. Furthermore, given a matrix rational function, the smallest degrees of the matrix polynomials which represent it are not necessarily unique. Therefore we study a certain minimality-type, that is, minimum degrees. We aim to obtain all the minimum degrees for the polynomials which represent the function as equivalents. In addition, given that the rational representation of the function for the same pair of degrees need not be unique, we have obtained conditions to study the uniqueness of said representation. All the results obtained are presented graphically in tables setting out the above information. They lead to a number of properties concerning special structures, staired blocks, in the Padé Table.     

A type of matrix Padé approximant inspired by scalar component models

In this paper we define a type of matrix Padé approximant inspired by the identification stage of multivariate time series models considering scalar component models. Of course, the formalization of certain properties in the matrix Padé approximation framework can be applied to time series models and in other fields. Specifically, we want to study matrix Padé approximants as follows: to find rational representations (or rational approximations) of a matrix formal power series, with both matrix polynomials, numerator and denominator, satisfying three conditions: (a) minimum row degrees for the numerator and denominator, (b) an invertible denominator at the origin, and (c) canonical representation (without free parameters).     

Rational approximation to harmonic functions

Padé-type approximation is the rational function analogue of Taylor’s polynomial approximation to a power series. A general method for obtaining Padé-type approximants to Fourier series expansions of harmonic functions is defined. This method is based on the Newton-Cotes and Gauss quadrature formulas. Several concrete examples are given and the convergence behavior of a sequence of such approximants is studied. This revised version was published online in June 2006 with corrections to the Cover Date.     

Kronecker type theorems,normality and continuity of the multivariate Padé operator

Summary. For univariate functions the Kronecker theorem, stating the equivalence between the existence of an infinite block in the table of Padé approximants and the approximated function being rational, is well-known. In [Lubi88] Lubinsky proved that if is not rational, then its Padé table is normal almost everywhere: for an at most countable set of points the Taylor series expansion of is such that it generates a non-normal Padé table. This implies that the Padé operator is an almost always continuous operator because it is continuous when computing a normal Padé approximant [Wuyt81]. In this paper we generalize the above results to the case of multivariate Padé approximation. We distinguish between two different approaches for the definition of multivariate Padé approximants: the general order one introduced in [Levi76, CuVe84] and the so-called homogeneous one discussed in [Cuyt84]. Received December 19, 1994     

Rectangular matrix Padé approximants and square matrix orthogonal polynomials

In this paper we study Padé-type and Padé approximants for rectangular matrix formal power series, as well as the formal orthogonal polynomials which are a consequence of the definition of these matrix Padé approximants. Recurrence relations are given along a diagonal or two adjacent diagonals of the table of orthogonal polynomials and their adjacent ones. A matrix qd-algorithm is deduced from these relations. Recurrence relations are also proved for the associated polynomials. Finally a short presentation of right matrix Padé approximants gives a link between the degrees of orthogonal polynomials in right and left matrix Padé approximants in order to show that the latter are identical. This revised version was published online in June 2006 with corrections to the Cover Date.     

Asymptotic Uniqueness of Best Rational Approximants of Given Degree to Markov Functions in L 2 of the Circle

We improve over a sufficient condition given in [8] for uniqueness of a nondegenerate critical point in best rational approximation of prescribed degree over the conjugate-symmetric Hardy space of the complement of the disk. The improved condition connects to error estimates in AAK approximation, and is necessary and sufficient when the function to be approximated is of Markov type. For Markov functions whose defining measure satisfies the Szego condition, we combine what precedes with sharp asymptotics in multipoint Padé approximation from [43], [40] in order to prove uniqueness of a critical point when the degree of the approximant goes large. This lends perspective to the uniqueness issue for more general classes of functions defined through Cauchy integrals.     

Generalized matrix Pade approximants

For rectangular matrix functions with restricted sizes of their column and row, we introduce the problem of Padé approximation similar to its scalar counterpart. Results on the existence and uniqueness of the approximants are given. Determinantal expressions and some properties of the approximants are established. Supported by Science Fund for Youth of Chinese Academy of Sciences.     

Fractional-rational regularization of a system of linear equations over the skew-field of quaternions

We generalize the Padé approximation method of transforming a power series into a rational function for systems of linear equations over the skew-field of quaternions. We carry out a regularization of the solution for the case when the operator equation is ill-posed. Translated fromMatematichni Metodi ta Fiziko-Mekhanichni Polya, Vol. 39, No. 2, 1996, pp. 89–95.     

On the convergence of Padé-type approximants to analytic functions

For a given summability method, the Okada theorem describes a domain, into which an arbitrary power series can be analytically continued, if such a domain is known for the geometric series. In this paper, Okada's theorem is extended to more general methods of analytic continuation. This results is applied to a special rational approximation, the so-called Padé-type approximation.     

Rational approximation of analytic functions

The paper provides an overview of the author’s contribution to the theory of constructive rational approximations of analytic functions. The results presented are related to the convergence theory of Padé approximants and of more general rational interpolation processes, which significantly expand the classical theory’s framework of continuous fractions, to inverse problems in the theory of Padé approximants, to the application of multipoint Padé approximants (solutions of Cauchy-Jacobi interpolation problem) in explorations connected with the rate of Chebyshev rational approximation of analytic functions and to the asymptotic properties of Padé-Hermite approximation for systems of Markov type functions.     

A Padé family of iterations for the matrix sign function and related problems

In this paper we consider the Pad'e family of iterations for computing the matrix sign function and the Padé family of iterations for computing the matrix p‐sector function. We prove that all the iterations of the Padé family for the matrix sign function have a common convergence region. It completes a similar result of Kenney and Laub for half of the Padé family. We show that the iterations of the Padé family for the matrix p‐sector function are well defined in an analogous common region, depending on p. For this purpose we proved that the Padé approximants to the function (1?z)^?σ, 0<σ<1, are a quotient of hypergeometric functions whose poles we have localized. Furthermore we proved that the coefficients of the power expansion of a certain analytic function form a positive sequence and in a special case this sequence has the log‐concavity property. Copyright © 2011 John Wiley & Sons, Ltd.     

Error autocorrection in rational approximation and interval estimates. [A survey of results.]

The error autocorrection effect means that in a calculation all the intermediate errors compensate each other, so the final result is much more accurate than the intermediate results. In this case standard interval estimates (in the framework of interval analysis including the so-called a posteriori interval analysis of Yu. Matijasevich) are too pessimistic. We shall discuss a very strong form of the effect which appears in rational approximations to functions. The error autocorrection effect occurs in all efficient methods of rational approximation (e.g., best approxmations, Padé approximations, multipoint Padé approximations, linear and nonlinear Padé-Chebyshev approximations, etc.), where very significant errors in the approximant coefficients do not affect the accuracy of this approximant. The reason is that the errors in the coefficients of the rational approximant are not distributed in an arbitrary way, but form a collection of coefficients for a new rational approximant to the same approximated function. The understanding of this mechanism allows to decrease the approximation error by varying the approximation procedure depending on the form of the approximant. Results of computer experiments are presented. The effect of error autocorrection indicates that variations of an approximated function under some deformations of rather a general type may have little effect on the corresponding rational approximant viewed as a function (whereas the coefficients of the approximant can have very significant changes). Accordingly, while deforming a function for which good rational approximation is possible, the corresponding approximant’s error can rapidly increase, so the property of having good rational approximation is not stable under small deformations of the approximated functions. This property is “individual”, in the sense that it holds for specific functions.     

On the Froissart phenomenon in multivariate homogeneous Padé approximation

In univariate Padé approximation we learn from the Froissart phenomenon that Padé approximants to perturbed Taylor series exhibit almost cancelling pole–zero combinations that are unwanted. The location of these pole–zero doublets was recently characterized for rational functions by the so‐called Froissart polynomial. In this paper the occurrence of the Froissart phenomenon is explored for the first time in a multivariate setting. Several obvious questions arise. Which definition of Padé approximant is to be used? Which multivariate rational functions should be investigated? When considering univariate projections of these functions, our analysis confirms the univariate results obtained so far in [13], under the condition that the noise is added after projection. At the same time, it is apparent from section 4 that for the unprojected multivariate Froissart polynomial no conjecture can be formulated yet.

     

Fourier–Padé Approximants for Nikishin Systems

We study type I Fourier–Padé approximation for certain systems of functions formed by the Cauchy transform of finite Borel measures supported on bounded intervals of the real line. This construction is similar to type I Hermite–Padé approximation. Instead of power series expansions of the functions in the system, we take their development in a series of orthogonal polynomials. We give the exact rate of convergence of the corresponding approximants. The answer is expressed in terms of the extremal solution of an associated vector-valued equilibrium problem for the logarithmic potential.      

Two Families of Approximation Schemes for Delay Systems

Based on the Trotter-Kato approximation theorem for strongly continuous semigroups we develop a general framework for the approximation of delay systems. Using this general framework we construct two families of concrete approximation schemes. Approximation of the state is done by functions which are piecewise polynomials on a mesh (m-th order splines of deficiency m). For the two families we also prove convergence of the adjoint semigroups and uniform exponential stability, properties which are essential for approximation of linear quadratic control problems involving delay systems. The characteristic matrix of the delay system is in both cases approximated by matrices of the same structure but with the exponential function replaced by approximations where Padé fractions in the main diagonal resp. in the diagonal below the main diagonal of the Padé table for the exponential function play an essential role.     

Simultaneous partial Padé approximants

In this paper the concept of partial Padé approximation, introduced by Claude Brezinski, is generalised to the case of simultaneous rational approximation with common denominator. The use of information about known poles and/or zeros, can lead to approximants with a better numerical behaviour than in the case of ordinary simultaneous Padé approximation.     

An algorithm for the quadratic approximation

The quadratic approximation is a three dimensional analogue of the two dimensional Padé approximation. A determinantal expression for the polynomial coefficients of the quadratic approximation is given. A recursive algorithm for the construction of these coefficients is derived. The algorithm constructs a table of quadratic approximations analogous to the Padé table of rational approximations.     

Convergence and computation of simultaneous rational quadrature formulas

We discuss the convergence and numerical evaluation of simultaneous quadrature formulas which are exact for rational functions. The problem consists in integrating a single function with respect to different measures using a common set of quadrature nodes. Given a multi-index n, the nodes of the integration rule are the zeros of the multi-orthogonal Hermite–Padé polynomial with respect to (S, α, n), where S is a collection of measures, and α is a polynomial which modifies the measures in S. The theory is based on the connection between Gauss-type simultaneous quadrature formulas of rational type and multipoint Hermite–Padé approximation. The numerical treatment relies on the technique of modifying the integrand by means of a change of variable when it has real poles close to the integration interval. The output of some tests show the power of this approach in comparison with other ones in use.     

On nonstandard Padé approximants suitable for effective properties of two-phase composite materials

This article investigates the existence of the nonstandard Padé approximants introduced by Cherkaev and Zhang [D.-L. Zhang and E. Cherkaev, Reconstruction of spectral function from effective permittivity of a composite material using rational function approximations, J. Comput. Phys. 228 (2009), pp. 5390–5409] for approximating the spectral function of composites from effective properties at different frequencies. The spectral functions contain information on microstructure of composites. Since this reconstruction problem is ill-posed Cherkaev [Inverse homogenization for evaluation of effective properties of a mixture, Inverse Probl. 17 (2001), pp. 1203–1218], the well-performed Padé approach is noteworthy and deserves further investigations. In this article, we validate the assumption that the effective dielectric component of interest of all two-phase composites can be approximated by Padé approximants whose denominator has nonzero power one term. We refer to this as the nonstandard Padé approximant, in contrast to the standard approximants whose denominators have nonzero constant terms. For composites whose spectral function assumes infinitely many different values such as the checkerboard microstructure, the proof is carried by using classical results for Markov–Stieltjes functions (also referred to as Stieltjes functions) Golden and Papanicolaou [Bounds on effective parameters of heterogeneous media by analytic continuation, Commun. Math. Phys. 90 (1983), pp. 473–491] and Cherkaev and Ou [De-homogenization: Reconstruction of moments of the spectral measure of the composite, Inverse Probl. 24 (2008), p. 065008]. However, it is well-known that spectral functions for microstructure such as rank-n laminates assume only finitely many different values, i.e. the measure in the Markov–Stieltjes function is supported at only finitely many points. For this case, we cannot find any existence results for nonstandard Padé approximants in the literature. The proof for this case is the focus of this article. It is done by utilizing a special product decomposition of the coefficient matrix of the Padé system. The results in this article can be considered as an extension of the Padé theory for Markov–Stieltjes functions whose spectral function take infinitely many different values to those taking only finitely many values. In the literature, the latter is usually excluded from the definition of Markov–Stieltjes functions because they correspond to rational functions, hence convergence of their Padé approximants is trivial. However, from an inverse problem point of view, we need to assure both the existence and convergence of the nonstandard Padé approximants, for all microstructures. The results in this article provide a mathematical foundation for applying the Padé approach for reconstructing the spectral functions of composites whose microstructure is not a priori known.     

Inverse homogenization with diagonal Padé approximants

The paper formulates inverse homogenization problem as a problem of recovery of Markov function using diagonal Padé approximants. Inverse homogenization or de-homogenization problem is a problem of deriving information about the micro-geometry of composite material from its effective properties. The approach is based on reconstruction of the spectral measure in the analytic Stieltjes representation of the effective tensor of two-component composite. This representation relates the n-point correlation functions of the microstructure to the moments of the spectral measure, which contains all information about the microgeometry. The problem of identification of the spectral function from effective measurements in an interval of frequency has a unique solution. The problem is formulated as an optimization problem which results in diagonal Padé approximation and exact formulas for the moments of the measure. The reconstructed spectral function can be used to evaluate geometric parameters of the structure and to compute other effective parameters of the same composite; this gives solution to the problem of coupling of different effective properties of a two-component composite material with random microstructure. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)