Abstract. Algorithms are described that make it possible to manipulate piecewise-smooth functions on real intervals numerically with close to machine precision. Breakpoints are introduced in some such calculations at points determined by numerical rootfinding, and in others by recursive subdivision or automatic edge detection. Functions are represented on each smooth subinterval by Chebyshev series or interpolants. The algorithms are implemented in object-oriented Matlab in an extension of the chebfun system, which was previously limited to smooth functions on [−1, 1].
The Remez algorithm, 75 years old, is a famous method for computing minimax polynomial approximations. Most implementations of this algorithm date to an era when tractable degrees were in the dozens, whereas today, degrees of hundreds or thousands are not a problem. We present a 21st-century update of the Remez ideas in the context of the chebfun software system, which carries out numerical computing with functions rather than numbers. A crucial feature of the new method is its use of chebfun global rootfinding to locate extrema at each iterative step, based on a recursive algorithm combining ideas of Specht, Good, Boyd, and Battles. Another important feature is the use of the barycentric interpolation formula to represent the trial polynomials, which points the way to generalizations for rational approximations. We comment on available software for minimax approximation and its scientific context, arguing that its greatest importance these days is probably for fundamental studies rather than applications.
A new method for interpolation by rational functions of prescribed numerator and denominator degrees is presented. When the interpolation nodes are roots of unity or Chebyshev points, the algorithm is particularly simple and relies on discrete Fourier transform matrices, which results in a fast implementation using the Fast Fourier Transform. The method is generalised for arbitrary grids, which requires the construction of polynomials orthogonal on the set of interpolation nodes. The appearance of common factors in the numerator and denominator due to finite precision arithmetic is explained by the behaviour of the singular values of the linear system associated to rational interpolation problem. The new algorithm has connections with other methods, particularly the work of Jacobi and Kronecker, Berrut and Mittelmann, and Egecioglu and Koç. Short codes in Matlab and numerical experiments are included.
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