Score: 1

Computing the unitary best approximant to the exponential function

Published: April 14, 2025 | arXiv ID: 2504.10062v1

By: Tobias Jawecki

Potential Business Impact:

Finds the best math trick for certain signals.

Business Areas:
A/B Testing Data and Analytics

Unitary best approximation to the exponential function on an interval on the imaginary axis has been introduced recently. In the present work two algorithms are considered to compute this best approximant: an algorithm based on rational interpolation in successively corrected interpolation nodes and the AAA-Lawson method. Moreover, a posteriori bounds are introduced to evaluate the quality of a computed approximant and to show convergence to the unitary best approximant in practice. Two a priori estimates -- one based on experimental data, and one based on an asymptotic error estimate -- are introduced to determine the underlying frequency for which the unitary best approximant achieves a given accuracy. Performance of algorithms and estimates is verified by numerical experiments. In particular, the interpolation-based algorithm converges to the unitary best approximant within a small number of iterations in practice.

Repos / Data Links

Page Count
25 pages

Category
Mathematics:
Numerical Analysis (Math)