An Algorithm for the Computation of Hermite–Padé Approximations to the Exponential Function: Divided Differences and Hermite–Padé Forms

We present the first of two different algorithms for the explicit computation of Hermite–Padé forms (HPF) associated with the exponential function. Some roots of the algebraic equation associated with a given HPF are good approximants to the exponential in some subsets of the complex plane: they are called Hermite–Padé approximants (HPA) to this function. Our algorithm is recursive and based upon the expression of HPF as divided differences of the function texp(xt) at multiple integer nodes. Using this algorithm, we find again the results obtained by Borwein and Driver for quadratic HPF. As an example, we give an interesting family of quadratic HPA to the exponential.     

Multiple Wilson and Jacobi–Piñeiro polynomials

We introduce multiple Wilson polynomials, which give a new example of multiple orthogonal polynomials (Hermite–Padé polynomials) of type II. These polynomials can be written as a Jacobi–Piñeiro transform, which is a generalization of the Jacobi transform for Wilson polynomials, found by Koornwinder. Here we need to introduce Jacobi and Jacobi–Piñeiro polynomials with complex parameters. Some explicit formulas are provided for both Jacobi–Piñeiro and multiple Wilson polynomials, one of them in terms of Kampé de Fériet series. Finally, we look at some limiting relations and construct a part of a multiple AT-Askey table.     

Quadratic Hermite–Padé polynomials associated with the exponential function

The asymptotic behavior of quadratic Hermite–Padé polynomials associated with the exponential function is studied for n→∞. These polynomials are defined by the relation

(*)

p_n(z)+q_n(z)e^z+r_n(z)e^2z=O(z³ⁿ⁺²) as z→0,

where O(·) denotes Landau's symbol. In the investigation analytic expressions are proved for the asymptotics of the polynomials, for the asymptotics of the remainder term in (*), and also for the arcs on which the zeros of the polynomials and of the remainder term cluster if the independent variable z is rescaled in an appropriate way. The asymptotic expressions are defined with the help of an algebraic function of third degree and its associated Riemann surface. Among other possible applications, the results form the basis for the investigation of the convergence of quadratic Hermite–Padé approximants, which will be done in a follow-up paper.     

Hermite–Padé approximation and simultaneous quadrature formulas

We study Hermite–Padé approximation of the so-called Nikishin systems of functions. In particular, the set of multi-indices for which normality is known to take place is considerably enlarged as well as the sequences of multi-indices for which convergence of the corresponding simultaneous rational approximants takes place. These results are applied to the study of the convergence properties of simultaneous quadrature rules of a given function with respect to different weights.     

Normal indices in Nikishin systems

We improve the class of indices for which normality takes place in a Nikishin system and apply this in Hermite–Padé approximation of such systems of functions.     

Reduction of the Gibbs phenomenon for smooth functions with jumps by the -algorithm

Recently, Brezinski has proposed to use Wynn's ε-algorithm in order to reduce the Gibbs phenomenon for partial Fourier sums of smooth functions with jumps, by displaying very convincing numerical experiments. In the present paper we derive analytic estimates for the error corresponding to a particular class of hypergeometric functions, and obtain the rate of column convergence for such functions, possibly perturbed by another sufficiently differentiable function. We also analyze the connection to Padé–Fourier and Padé–Chebyshev approximants, including those recently studied by Kaber and Maday.     

On the Domain of Divergence of Hermite–Fejér Interpolating Polynomials

Recently, the study of the behavior of the Hermite–Fejér interpolants in the complex plane was initiated by L. Brutman and I. Gopengauz (1999, Constr. Approx.15, 611–617). It was shown that, for a broad class of interpolatory matrices on [−1, 1], the sequence of polynomials induced by Hermite–Fejér interpolation to f(z)≡z diverges everywhere in the complex plane outside the interval of interpolation [−1, 1]. In this note we amplify this result and prove that the divergence phenomenon takes place without any restriction on the interpolatory matrices.     

Convergence of the Nested Multivariate Padé Approximants

The nested multivariate Padé approximants were recently introduced. In the case of two variablesxandy, they consist in applying the Padé approximation with respect to y to the coefficients of the Padé approximation with respect tox. The principal advantage of the method is that the computation only involves univariate Padé approximation. This allows us to obtain uniform convergence where the classical multivariate Padé approximants fail to converge.     

Padé approximation of Stieltjes series

Using Nuttall's compact formula for the [n, n − 1] Pad'e approximant, the authors show that there is a natural connection between the Padé approximants of a series of Stieltjes and orthogonal polynomials. In particular, we obtain the precise error formulas. The [n, n − 1] Padé approximant in this case is just a Gaussian quadrature of the Stieltjes integral. Hence, analysis of the error is now possible and under very mild conditions it is shown that the [n, n + j], j − 1, Padé approximants converge to the Stieltjes integral.     

On the Convergence of Bounded J-Fractions on the Resolvent Set of the Corresponding Second Order Difference Operator

We study connections between continued fractions of type J and spectral properties of second order difference operators with complex coefficients. It is known that the convergents of a bounded J-fraction are diagonal Padé approximants of the Weyl function of the corresponding difference operator and that a bounded J-fraction converges uniformly to the Weyl function in some neighborhood of infinity. In this paper we establish convergence in capacity in the unbounded connected component of the resolvent set of the difference operator and specify the rate of convergence. Furthermore, we show that the absence of poles of Padé approximants in some subdomain implies already local uniform convergence. This enables us to verify the Baker–Gammel–Wills conjecture for a subclass of Weyl functions. For establishing these convergence results, we study the ratio and the nth root asymptotic behavior of Padé denominators of bounded J-fractions and give relations with the Green function of the unbounded connected component of the resolvent set. In addition, we show that the number of “spurious” Padé poles in this set may be bounded.     

On the Positivity of the Fundamental Polynomials for Generalized Hermite–Fejér Interpolation on the Chebyshev Nodes

It is shown that the fundamental polynomials for (0, 1, …, 2m+1) Hermite–Fejér interpolation on the zeros of the Chebyshev polynomials of the first kind are non-negative for −1x1, thereby generalising a well-known property of the original Hermite–Fejér interpolation method. As an application of the result, Korovkin's 10theorem on monotone operators is used to present a new proof that the (0, 1, …, 2m+1) Hermite–Fejér interpolation polynomials offC[−1, 1], based onnChebyshev nodes, converge uniformly tofasn→∞.     

L∞ convergence of interpolation and associated product integration for exponential weights

We investigate convergence in a weighted L_∞ norm of Hermite–Fejér, Hermite, and Grünwald interpolations at zeros of orthogonal polynomials with respect to exponential weights such as Freud, Erd s, and exponential weight on (−1,1). Convergence of product integration rules induced by the various approximation processes is deduced. We also give more precise weight conditions for convergence of interpolations with respect to above three types of weights, respectively.     

Legendre modified moments for Euler's constant

Polynomial moments are often used for the computation of Gauss quadrature to stabilize the numerical calculation of the orthogonal polynomials, see [W. Gautschi, Computational aspects of orthogonal polynomials, in: P. Nevai (Ed.), Orthogonal Polynomials-Theory and Practice, NATO ASI Series, Series C: Mathematical and Physical Sciences, vol. 294. Kluwer, Dordrecht, 1990, pp. 181–216 [6]; W. Gautschi, On the sensitivity of orthogonal polynomials to perturbations in the moments, Numer. Math. 48(4) (1986) 369–382 [5]; W. Gautschi, On generating orthogonal polynomials, SIAM J. Sci. Statist. Comput. 3(3) (1982) 289–317 [4]] or numerical resolution of linear systems [C. Brezinski, Padé-type approximation and general orthogonal polynomials, ISNM, vol. 50, Basel, Boston, Stuttgart, Birkhäuser, 1980 [3]]. These modified moments can also be used to accelerate the convergence of sequences to a real or complex numbers if the error satisfies some properties as done in [C. Brezinski, Accélération de la convergence en analyse numérique, Lecture Notes in Mathematics, vol. 584. Springer, Berlin, New York, 1977; M. Prévost, Padé-type approximants with orthogonal generating polynomials, J. Comput. Appl. Math. 9(4) (1983) 333–346]. In this paper, we use Legendre modified moments to accelerate the convergence of the sequence H_n-log(n+1) to the Euler's constant γ. A formula for the error is given. It is proved that it is a totally monotonic sequence. At last, we give applications to the arithmetic property of γ.     

Method of Generalized Moment Representations in the Theory of Rational Approximation (A Survey)

We give a survey of the method of generalized moment representations introduced by Dzyadyk in 1981 and its applications to Padé approximations. In particular, some properties of biorthogonal polynomials are investigated and numerous important examples are given. We also consider applications of this method to joint Padé approximations, Padé–Chebyshev approximations, Hermite–Padé approximations, and two-point Padé approximations.     

On the distribution of poles of Padé approximants to the Z-transform of complex Gaussian white noise

In the application of Padé methods to signal processing a basic problem is to take into account the effect of measurement noise on the computed approximants. Qualitative deterministic noise models have been proposed which are consistent with experimental results. In this paper the Padé approximants to the Z-transform of a complex Gaussian discrete white noise process are considered. Properties of the condensed density of the Padé poles such as circular symmetry, asymptotic concentration on the unit circle and independence on the noise variance are proved. An analytic model of the condensed density of the Padé poles for all orders of the approximants is also computed. Some Monte Carlo simulations are provided.     

On the Divergence Phenomenon in Hermite–Fejér Interpolation

Generalizing results of L. Brutman and I. Gopengauz (1999, Constr. Approx.15, 611–617), we show that for any nonconstant entire function f and any interpolation scheme on [−1, 1], the associated Hermite–Fejér interpolating polynomials diverge on any infinite subset of \[−1, 1]. Moreover, it turns out that even for the locally uniform convergence on the open interval ]−1, 1[ it is necessary that the interpolation scheme converges to the arcsine distribution.     

On certain order constrained Chebyshev rational approximations

Some rational approximations which share the properties of Padé and best uniform approximations are considered. The approximations are best in the Chebyshev sense, but the optimization is performed over subsets of the rational functions which have specified derivatives at one end point of the approximation interval. Explicit relationships between the Padé and uniform approximations are developed assuming the function being approximated satisfies easily verified constraints. The results are applied to the exponential function to determine the existence of best uniform A-acceptable approximations.     

Quadratic Hermite–Padé Approximation to the Exponential Function: A Riemann–Hilbert Approach

We investigate the asymptotic behavior of the polynomials p, q, r of degrees n in type I Hermite–Padé approximation to the exponential function, defined by p(z)e^-z + q(z) + r(z) e^z = O(z³ⁿ⁺²) as z 0. These polynomials are characterized by a Riemann–Hilbert problem for a 3 × 3 matrix valued function. We use the Deift–Zhou steepest descent method for Riemann–Hilbert problems to obtain strong uniform asymptotics for the scaled polynomials p(3nz), q(3nz), and r(3nz) in every domain in the complex plane. An important role is played by a three-sheeted Riemann surface and certain measures and functions derived from it. Our work complements the recent results of Herbert Stahl.     

On Extremal Permutations AvoidingωN = NN − 1 . . . 1

Dedicated to the memory of Marcel–Paul Schützenberger Cet article présente une étude des permutations qui évitent le motif de la permutation maximaleω_N = NN − 1 . . . 1. Après avoir donné les définitions classiques, nous montrons que l’ensemble de ces permutations est un idéal pour l’ordre de Bruhat faible et faisons l’étude de ses éléments maximaux. Nous exhibons alors un algorithme pour calculer ces éléments et nous montrons que ceux-ci peuvent être obtenus à partir d’un automate. Nous terminons en donnant des estimations asymptotiques de leur nombre. This paper presents a study of permutations avoiding the patternω_N = NN − 1 . . . 1. After recalling the basic definitions, we prove that this set of permutations is an ideal for the weak Bruhat order and begin the study of its maximal elements. We then present an algorithm that generates these elements and find out that they can be obtained from an automaton. Finally, we give some asymptotics about their number.     

Rational Approximation to the Exponential Function with Complex Conjugate Interpolation Points

In this paper, we study asymptotic properties of rational functions that interpolate the exponential function. The interpolation is performed with respect to a triangular scheme of complex conjugate points lying in bounded rectangular domains included in the horizontal strip |Im z|<2π. Moreover, the height of these domains cannot exceed some upper bound which depends on the type of rational functions. We obtain different convergence results and precise estimates for the error function in compact sets of that generalize the classical properties of Padé approximants to the exponential function. The proofs rely on, among others, Walsh's theorem on the location of the zeros of linear combinations of derivatives of a polynomial and on Rolle's theorem for real exponential polynomials in the complex domain.