The Construction of Minimax Rational Approximations To Functions
The Construction of Minimax Rational Approximations To Functions
The Construction of Minimax Rational Approximations To Functions
J\ o
= 1,2, ...,p + r=l,2,...,N <f>(z) = e 2
dt (5.1)
rs
1 j Z. ? . . . j if I -
and F and G are diagonal matrices with elements f(xr) for 0< z < oo. Because <j>(z) = 0(z~') for large z,
and (— l)r, respectively, r = 1,2,..., N(here xr denotes we seek rational approximations with q = p + 1, which
the rth point of the current reference). it is convenient to take in the form
The full computation involves an outer iteration (the
exchange algorithm), and an inner iteration to determine
the current eigenvalue. There is no point in carrying P{z) 0 (5.2)
out the inner iteration for more steps than is justified by p
the approach to convergence of the outer iteration. In Cp +
fact if an inner iteration of order at least two is used s
0
then, provided the initial guess is good enough, the outer Let us write x = (1 + z)~', so that xe[0, 1]. Then
iteration will still be of second order even if only one z = x~ l — 1 and the approximation can be written
stage of the inner iteration is carried out. In Osborne
(1964) a third order iteration is given for general = x-Sr (5.3)
algebraic eigenvalue problems linear in the eigenvalue P+ ,(*)
parameter. As each iteration requires only one triangular where again the degrees are p and p + 1. The problem
factorisation, the resulting algorithm for the rational has been transformed into that of approximating to
case involves little more work per step (involving one
inner followed by one outer iteration) than does the
polynomial case. In the notation used here Osborne's
for 0 < x < 1. We chose the weight function to be
equal to/(x) so as to minimize the relative error.
algorithm is I writing * (l) = , (/) J The minimized errors are given as a function of/? in
Table 5.1, and the coefficients of the approximations in
Table 5.2.
The errors hp are rather well fitted by the expression
= [Oj h. ~ 0-0947(0-02592)" (5.5)
Most other methods (e.g. the Lanczos T method or the
[yo+o i _ q — d algorithm) for approximating to this function by
means of a general rational function of the form (5.2)
fail to give results useful over the whole range 0 < z < oo.
Note that since all terms in the numerator and
(4.2) denominator of (5.2) have the same sign, rounding errors
290
Approximations to functions
Table 4.1
Successive columns show the progress of the iteration
Table 5.1
Minimized relative errors hp of approximations (5.2)
p \ 2 3 4 5
3 5 6 8
hB 2-Al.10- 6-46.10- 1-67.10" 4-24.10~ 1-11.10" 9
291
Approximations to functions
Table 5.2 values of k; for values farther from the minimum, the
minimax error was typically of order 10 times the mini-
Coefficients a,, br of best approximations mum value we subsequently found.
In order to make progress, we generalized the
p r br exchange algorithm to allow us to vary k in (5.8) as
well as the coefficients in (5.7), treating the problem as
1 0 0-830924 0-939875 one of {q + 2) parameters. We then obtained the
1 0-498789 1-576026 results shown in Tables 5.3 and 5.4. The minimax
errors are fitted fairly well by the expression
0 1-69071595 1-90764542
2 1 1-45117156 3-79485940 Eq = 0-0442(0-230)9 (5.9)
2 0-50003230 2-90845448 The second difference of log Eq is positive, so that (5.9)
Book Review
The Application of Matrix Theory to Electrical Engineering, by The third is devoted to more advanced matrix operations
W. E. Lewis andD. G. Pryce, 1966; 195 pages. (London: and the subsequent chapters to their use in further electrical
E. and F. N. Spon Limited, 35s., Hard cover 50s.) applications. These include connection matrices for the
impedance and the nodal voltage equation transformations;
The use of matrix "language" in scientific papers and in the use of matrices for three-phase line fault finding by the
computer operation is sufficiently widespread by now to symmetrical component method and four-terminal network
warrant the number of books written lately on the subject, but analysis, including some well prepared tabulations of typical
most of them are in the realm of pure, rather than applied circuit matrices.
mathematics and would not convince a sceptical engineer that
it is worth his while to learn all about matrix algebra. The last chapter deals with the introduction of matrix
The book by Lewis and Pryce is one of the few which fill the concepts to the theory of rotating machines, but is sketchy and
gap in the field of electrical engineering. Its greatest value is contributes only an outline of a new and difficult subject, as
the development of matrix analysis, together with theexamples the authors' state themselves. It would have been better
of its application, whilst progressing from the simple to more perhaps, were this topic omitted and more space devoted to
difficult concepts. Thus the first chapter explains the elemen- the problems of matrix inversion and partitioning with the
tary properties of matrices while the second gives the topology addition of more examples. It might have been an advantage
of electrical networks with good examples of the matrix had a short chapter on determinants been included.
algebra used to solve network problems. J. B. RASHBA
293