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Practical Rational Interpolation of Exact and Inexact Data Theory ...

Practical Rational Interpolation of Exact and Inexact Data Theory ...

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8 1. Classical rational interpolation<br />

valuable computational tool for three reasons. First <strong>of</strong> all, the condition<br />

number <strong>of</strong> V<strong>and</strong>ermonde-like matrices grows exponentially with n [GI87],<br />

such that the obtained coefficients <strong>of</strong> p(x) <strong>and</strong> q(x) may be very inaccurate.<br />

Changing to orthogonal basis polynomials is necessary for improving<br />

the conditioning <strong>of</strong> the problem. Second, there is the normalization. Usually,<br />

an a priori normalization is agreed upon for one <strong>of</strong> the coefficients in<br />

the numerator or denominator polynomial. Although an appropriate normalization<br />

can always be found, choosing an inappropriate normalization<br />

for the problem at h<strong>and</strong> may cause the linear system to be inconsistent.<br />

Third, if the homogeneous system is not <strong>of</strong> full rank <strong>and</strong> the nullspace is<br />

therefore multidimensional, finding a representation for the minimal degree<br />

solution from a basis for the nullspace is not obvious. If the obtained couple<br />

(p(x),q(x)) is not the minimum degree solution, then it may happen that<br />

both p(xi) = q(xi) = 0 for some xi ∈ Xn, while after cancellation <strong>of</strong> (x −xi)<br />

nonetheless p(xi)/q(xi) = fi. This complicates the practical detection <strong>of</strong><br />

unattainable points.<br />

Example 1.3.1. As an example, consider the data xi = i+1 <strong>and</strong> fi = 1/xi<br />

for i = 0,... ,4 <strong>and</strong> let ℓ = m = 2. The rational interpolant for these data<br />

is rℓ,m(x) = 1/x. Let us consider a solution <strong>of</strong> (1.2) in classical powerform.<br />

A popular normalization is β0 = 1. With this normalization, the linear<br />

system (1.2) is inconsistent, although the rational interpolation problem has<br />

a solution. Without normalization, the system (1.2) for these data is rank<br />

deficient by one, <strong>and</strong> its kernel (or nullspace) is therefore two dimensional.<br />

All solutions <strong>of</strong> (1.2) are parameterized as follows α2 = 0 = β0, α1 = β2,<br />

α0 = β1. Hence all solutions <strong>of</strong> (1.2) are polynomials <strong>of</strong> the form p(x) =<br />

α0 + α1x <strong>and</strong> q(x) = x(α0 + α1x). If we choose for example α0 = −α1 = 0,<br />

then both p(x) <strong>and</strong> q(x) contain the factor (x − 1) = (x − x0). Although x0<br />

is not unattainable, both p(x0) <strong>and</strong> q(x0) vanish.<br />

Due to such difficulties, solving (1.2) directly is not recommended. A<br />

more convenient alternative are recursive algorithms that build up consecutive<br />

interpolants along a path in the table <strong>of</strong> rational interpolants, which is<br />

defined below.<br />

In a strictly formal sense, consider the infinite, fixed sequence {xn} ∞ n=0 .<br />

For different values <strong>of</strong> ℓ + m = n, the rational interpolants <strong>of</strong> order (ℓ,m)

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