Skip to main content

Multivariate Rational Interpolation of Scattered Data

  • Conference paper

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 2907))

Abstract

Rational data fitting has proved extremely useful in a number of scientific applications. We refer among others to its use in some network problems [6,7,15,16], to the modelling of electro-magnetic components [20,13], to model reduction of linear shift-invariant systems [2,3,8] and so on.

When computing a rational interpolant in one variable, all existing techniques deliver the same rational function, because all rational functions that satisfy the interpolation conditions reduce to the same unique irreducible form. When switching from one to many variables, the situation is entirely different. Not only does one have a large choice of multivariate rational functions, but moreover, different algorithms yield different rational interpolants and apply to different situations.

The rational interpolation of function values that are given at a set of points lying on a multidimensional grid, has extensively been dealt with in [11,10,5]. The case where the interpolation data are scattered in the multivariate space, is far less discussed and is the subject of this paper. We present a fast solver for the linear block Cauchy-Vandermonde system that translates the interpolation conditions, and combine it with an interval arithmetic verification step.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Brent, R.P.: Stability of fast algorithms for structured linear systems. In: Kailath, T., Sayed, A.H. (eds.) Fast reliable algorithms for matrices with structure, pp. 103–116. SIAM, Philadelphia (1999)

    Google Scholar 

  2. Bultheel, A.: Algorithms to compute the reflection coefficients of digital filters. In: Collatz, L., et al. (eds.) Numer. Math. Approx. Th., vol. 7, pp. 33–50 (1984)

    Google Scholar 

  3. Bultheel, A., Van Barel, M.: Padé techniques for model reduction in linear system theory: a survey. J. Comput. Appl. Math. 14, 401–438 (1986)

    Article  MathSciNet  Google Scholar 

  4. Chaffy, C.: Interpolation polynomiale et rationnelle d’une fonction de plusieurs variables complexes. Thèse, Institut National Polytechnique de Grenoble (1984)

    Google Scholar 

  5. Cuyt, A.: A recursive computation scheme for multivariate rational interpolants. SIAM J. Numer. Anal. 24, 228–239 (1987)

    Article  MATH  MathSciNet  Google Scholar 

  6. Cuyt, A., Lenin, R.B.: Computing packet loss probabilities in multiplexer models using adaptive rational interpolation with optimal pole placement. IEEE Transactions on Computers (submitted for publication)

    Google Scholar 

  7. Cuyt, A., Lenin, R.B.: Multivariate rational approximants for multiclass closed queuing networks. IEEE Transactions on Computers 50, 1279–1288 (2001)

    Article  Google Scholar 

  8. Cuyt, A., Ogawa, S., Verdonk, B.: Model reduction of multidimensional linear shift-invariant recursive systems using Padé techniques. Multidimensional systems and Signal processing 3, 309–321 (1992)

    Article  MATH  MathSciNet  Google Scholar 

  9. Cuyt, A., Verdonk, B.: Different techniques for the construction of multivariate rational interpolants. In: Cuyt, A. (ed.) Nonlinear numerical methods and rational approximation (Wilrijk, 1987), pp. 167–190. Reidel, Dordrecht (1988)

    Google Scholar 

  10. Cuyt, A.: A multivariate qd-like algorithm. BIT 28, 98–112 (1988)

    Article  MATH  MathSciNet  Google Scholar 

  11. Cuyt, A., Verdonk, B.: General order Newton-Padé approximants for multivariate functions. Numer. Math. 43, 293–307 (1984)

    Article  MATH  MathSciNet  Google Scholar 

  12. Cuyt, A., Verdonk, B.: A review of branched continued fraction theory for the construction of multivariate rational approximants. Appl. Numer. Math. 4, 263–271 (1988)

    Article  MATH  MathSciNet  Google Scholar 

  13. De Geest, J., Dhaene, T., Faché, N., De Zutter, D.: Adaptive CAD-model building algorithm for general planar microwave structures. IEEE Transactions on microwave theory and techniques 47, 1801–1809 (1999)

    Article  Google Scholar 

  14. Gohberg, I., Kailath, T., Olshevsky, V.: Fast Gaussian elimination with partial pivoting for matrices with displacement structure. Math. Comp. 64, 1557–1576 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  15. Gong, W.B., Nananukul, S.: Rational interpolation for rare event probabilities. In: Stochastic Networks: Lecture Notes in Statistics, pp. 139–168 (1996)

    Google Scholar 

  16. Gong, W.B., Yang, H.: Rational approximants for some performance analysis problems. IEEE Trans. Comput. 44, 1394–1404 (1995)

    Article  MATH  Google Scholar 

  17. Hammer, R., Hocks, M., Kulisch, U., Ratz, D.: Numerical Toolbox for verified computing I. Springer, Heidelberg (1993)

    MATH  Google Scholar 

  18. Kailath, T., Kung, S.Y., Morf, M.: Displacement ranks of matrices and linear equations. J. Math. Anal. Appl. 68, 395–407 (1979)

    Article  MATH  MathSciNet  Google Scholar 

  19. Kuchminskaya, K.I.: On approximation of functions by two-dimensional continued fractions. In: Gilewicz, J., Pindor, M., Siemaszko, W. (eds.) Rational approximation and applications in mathematics and physics (Łańcut, 1985). Lecture Notes in Mathematics, vol. 1237, pp. 207–216. Springer, Berlin (1987)

    Chapter  Google Scholar 

  20. Lehmensiek, R., Meyer, P.: An efficient adaptive frequency sampling algorithm for model-based parameter estimation as applied to aggressive space mapping. Microwave and Optical Technology Letters 24, 71–78 (2000)

    Article  Google Scholar 

  21. O’Donohoe, M.: Applications of continued fractions in one and more variables. PhD thesis, Brunel University (1974)

    Google Scholar 

  22. Siemaszko, W.: Thiele-type branched continued fractions for two-variable functions. J. Comput. Appl. Math. 9, 137–153 (1983)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2004 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Becuwe, S., Cuyt, A., Verdonk, B. (2004). Multivariate Rational Interpolation of Scattered Data. In: Lirkov, I., Margenov, S., Waśniewski, J., Yalamov, P. (eds) Large-Scale Scientific Computing. LSSC 2003. Lecture Notes in Computer Science, vol 2907. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-24588-9_22

Download citation

  • DOI: https://doi.org/10.1007/978-3-540-24588-9_22

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-21090-0

  • Online ISBN: 978-3-540-24588-9

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics