Error Autocorrection in Rational Approximation and Interval Estimates

The error autocorrection effect means that in a calculation all the intermediate errors compensate each other, so the final result is much more accurate than the intermediate results. In this case standard interval estimates (in the framework of interval analysis including the so-called a posteriori interval analysis of Yu. Matijasevich) are too pessimistic. We shall discuss a very strong form of the effect which appears in rational approximations to functions. The error autocorrection effect occurs in all efficient methods of rational approximation (e.g., best approximations, Padé approximations, multipoint Padé approximations, linear and nonlinear PadéChebyshev approximations, etc.), where very significant errors in the approximant coefficients do not affect the accuracy of this approximant. The reason is that the errors in the coefficients of the rational approximant are not distributed in an arbitrary way, but form a collection of coefficients for a new rational approximant to the same approximated function. The understanding of this mechanism allows to ∗Partly supported by the Fields Institute for Research in Mathematical Sciences (Toronto, Canada).