Matrix padé approximation: definitions and properties

Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential

The scaling and squaring method is the most widely used algorithm for computing the exponential of a square matrix A. We introduce an efficient variant that uses a much smaller squaring factor when ‖A‖ 1 and a subdiagonal Padé approximant of low degree, thereby significantly reducing the overall cost and avoiding the potential instability caused by overscaling, while giving forward error of the...

On Padé Approximation of Some Practical Functions

Robust Padé Approximation via SVD

Padé approximation is considered from the point of view of robust methods of numerical linear algebra, in particular the singular value decomposition. This leads to an algorithm for practical computation that bypasses most problems of solution of nearly-singular systems and spurious pole-zero pairs caused by rounding errors; a Matlab code is provided. The success of this algorithm suggests that...

Gröbner bases and generalized Padé approximation

It is shown how to find general multivariate Padé approximation using the Gröbner basis technique. This method is more flexible than previous approaches, and several examples are given to illustrate this advantage. When the number of variables is small compared to the degree of approximation, the Gröbner basis technique is more efficient than the linear algebra methods in the literature.

Matrix Padé Fractions and Their Computation

For matrix power series with coefficients over a field, the notion of a matrix power series remainder sequence and its corresponding cofactor sequence are introduced and developed. An algorithm for constructing these sequences is presented. It is shown that the cofactor sequence yields directly a sequence of Pad6 fractions for a matrix power series represented as a quotient B(z)-lA(z). When B(z...