2018
DOI: 10.1137/16m1106122
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The AAA Algorithm for Rational Approximation

Abstract: For Jean-Paul Berrut, the pioneer of numerical algorithms based on rational barycentric representations, on his 65th birthday.Abstract. We introduce a new algorithm for approximation by rational functions on a real or complex set of points, implementable in 40 lines of Matlab and requiring no user input parameters. Even on a disk or interval the algorithm may outperform existing methods, and on more complicated domains it is especially competitive. The core ideas are (1) representation of the rational approxim… Show more

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Cited by 349 publications
(435 citation statements)
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“…The primary method of this study is the Loewner framework [2] which addresses this problem in a natural and direct way. The other methods that were studied, vector fitting (VF) [5], and adaptive Antoulas-Anderson (AAA) [4], are instead based on an iterative and adaptive selection procedure. In order to present the adaptive selection as a feature in the Loewner framework and to reduce the time complexity at the same time, we introduced a Loewner CUR method based on the cross approximation algorithm [6,7].…”
mentioning
confidence: 99%
“…The primary method of this study is the Loewner framework [2] which addresses this problem in a natural and direct way. The other methods that were studied, vector fitting (VF) [5], and adaptive Antoulas-Anderson (AAA) [4], are instead based on an iterative and adaptive selection procedure. In order to present the adaptive selection as a feature in the Loewner framework and to reduce the time complexity at the same time, we introduced a Loewner CUR method based on the cross approximation algorithm [6,7].…”
mentioning
confidence: 99%
“…In this case, the approximant is sought to be an (approximant) interpolant as opposed to a LS fit. The recently developed Adaptive Anderson-Antoulas algorithm [29] is a hybrid approach where a rational interpolant is constructed to interpolate a subset of the data and to minimize LS error in the rest. As pointed out earlier, in this work, the focus is on the LS framework where the regular VF framework is used to solve the data-driven modeling problem.…”
Section: Data-driven Rational Approximationmentioning
confidence: 99%
“…There are various ways to fit this frequency domain data. One can enforce H(s) to interpolate the data at every sampling point using the Loewner framework [5,46], or construct H(s) to fit the data in a least-squares (LS) sense [20,25,39], or force H(s) to interpolate some of the data and while minimizing the LS fit in the rest [50]. In this paper, we will fit data solely in a LS sense.…”
Section: Data-driven Modeling From Transfer Function Samplesmentioning
confidence: 99%
“…that due to the nonlinear dependence on the poles of H(s), this is a nonlinear LS problem. There are various approaches for solving this problem, see, e.g., [20,25,32,39,41,50,60]. Our approach employs the Vector Fitting (VF) framework of [39] even though one can easily adapt any of the other LS methods.…”
Section: Data-driven Modeling From Transfer Function Samplesmentioning
confidence: 99%