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Barycentric interpolation via the AAA algorithm

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The following lines compute Ritz approximations to the eigenvalues of the linearization from a rational Krylov space of dimension , having all shifts identically placed at the center of the target disk:. As one can see, the two Ritz values close to the center of the disk are already quite close to the desired eigenvalues. The accuracy can be increased by computing Ritz values of order higher than.

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Nevanlinna-Pick interpolation

Elsworth and S. Nakatsukasa, O.

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About this book This book aims to present the theory of interpolation for rational matrix functions as a recently matured independent mathematical subject with its own problems, methods and applications. Show all.


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