Optimum parameters for the generalized ADI method

Summary. In the context of the generalized ADI method, we are concerned with the problem of finding in the set of rational functions r with numerator degree m and denominator degree n an element that minimizes where E,F are disjoint real intervals. By extending a recent analysis by Levin and Saff, we present an explicit formula for choosing the pair (m,n) for given m +n. Furthermore, we provide a characterization of and a Remes type algorithm for its determination. Extensive numerical computations furnish some comparison of with asymptotically optimal solutions based on Fejér-Walsh and Leja-Bagby points. Received September 6, 1996 / revised version received June 30, 1997