Approximation Theory

Padé Approximation

Numerical Analysis and Computing

Lecture Notes #13
— Approximation Theory —
Rational Function Approximation

Joe Mahaffy,
[email protected]
Department of Mathematics
Dynamical Systems Group
Computational Sciences Research Center
San Diego State University
San Diego, CA 92182-7720
http://www-rohan.sdsu.edu/∼jmahaffy

Spring 2010
Joe Mahaffy, [email protected] Rational Function Approximation — (1/21)
 Approximation Theory
Padé Approximation

Outline

1 Approximation Theory
Pros and Cons of Polynomial Approximation
New Bag-of-Tricks: Rational Approximation
Padé Approximation: Example #1

2 Padé Approximation
Example #2
Finding the Optimal Padé Approximation

Joe Mahaffy, [email protected] Rational Function Approximation — (2/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Polynomial Approximation: Pros and Cons.

Advantages of Polynomial Approximation:

[1] We can approximate any continuous function on a closed inter-
val to within arbitrary tolerance. (Weierstrass approximation
theorem)

Joe Mahaffy, [email protected] Rational Function Approximation — (3/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Polynomial Approximation: Pros and Cons.

Advantages of Polynomial Approximation:

[1] We can approximate any continuous function on a closed inter-
val to within arbitrary tolerance. (Weierstrass approximation
theorem)
[2] Easily evaluated at arbitrary values. (e.g. Horner’s method)

Joe Mahaffy, [email protected] Rational Function Approximation — (3/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Polynomial Approximation: Pros and Cons.

Advantages of Polynomial Approximation:

[1] We can approximate any continuous function on a closed inter-
val to within arbitrary tolerance. (Weierstrass approximation
theorem)
[2] Easily evaluated at arbitrary values. (e.g. Horner’s method)
[3] Derivatives and integrals are easily determined.

Joe Mahaffy, [email protected] Rational Function Approximation — (3/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Polynomial Approximation: Pros and Cons.

Advantages of Polynomial Approximation:

[1] We can approximate any continuous function on a closed inter-
val to within arbitrary tolerance. (Weierstrass approximation
theorem)
[2] Easily evaluated at arbitrary values. (e.g. Horner’s method)
[3] Derivatives and integrals are easily determined.
Disadvantage of Polynomial Approximation:
[1] Polynomials tend to be oscillatory, which causes errors. This
is sometimes, but not always, fixable: — E.g. if we are free to
select the node points we can minimize the interpolation error
(Chebyshev polynomials), or optimize for integration (Gaussian
Quadrature).
Joe Mahaffy, [email protected] Rational Function Approximation — (3/21)
 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Moving Beyond Polynomials: Rational Approximation

We are going to use rational functions, r (x), of the form

n
X
pi x i
p(x) i=0
r (x) = = m
q(x) X
1+ qi x i
j=1

and say that the degree of such a function is N = n + m.

Joe Mahaffy, [email protected] Rational Function Approximation — (4/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Moving Beyond Polynomials: Rational Approximation

We are going to use rational functions, r (x), of the form

n
X
pi x i
p(x) i=0
r (x) = = m
q(x) X
1+ qi x i
j=1

and say that the degree of such a function is N = n + m.

Since this is a richer class of functions than polynomials — rational
functions with q(x) ≡ 1 are polynomials, we expect that rational
approximation of degree N gives results that are at least as
good as polynomial approximation of degree N.

Joe Mahaffy, [email protected] Rational Function Approximation — (4/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Padé Approximation

Extension of Taylor expansion to rational functions; selecting the

pi ’s and qi ’s so that r (k) (x0 ) = f (k) (x0 ) ∀k = 0, 1, . . . , N.

p(x) f (x)q(x) − p(x)

f (x) − r (x) = f (x) − =
q(x) q(x)

Joe Mahaffy, [email protected] Rational Function Approximation — (5/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Padé Approximation

Extension of Taylor expansion to rational functions; selecting the

pi ’s and qi ’s so that r (k) (x0 ) = f (k) (x0 ) ∀k = 0, 1, . . . , N.

p(x) f (x)q(x) − p(x)

f (x) − r (x) = f (x) − =
q(x) q(x)

P∞
Now, use the Taylor expansion f (x) ∼ i=0 ai (x − x0 )i , for
simplicity x0 = 0:
∞
X m
X n
X
i i
ai x qi x − pi xi
i=0 i=0 i=0
f (x) − r (x) = .
q(x)

Joe Mahaffy, [email protected] Rational Function Approximation — (5/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Padé Approximation

Extension of Taylor expansion to rational functions; selecting the

pi ’s and qi ’s so that r (k) (x0 ) = f (k) (x0 ) ∀k = 0, 1, . . . , N.

p(x) f (x)q(x) − p(x)

f (x) − r (x) = f (x) − =
q(x) q(x)

P∞
Now, use the Taylor expansion f (x) ∼ i=0 ai (x − x0 )i , for
simplicity x0 = 0:
∞
X m
X n
X
i i
ai x qi x − pi xi
i=0 i=0 i=0
f (x) − r (x) = .
q(x)
Next, we choose p0 , p1 , . . . , pn and q1 , q2 , . . . , qm so that the numerator
has no terms of degree ≤ N.
Joe Mahaffy, [email protected] Rational Function Approximation — (5/21)
 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Padé Approximation: The Mechanics.

For simplicity we (sometimes) define the “indexing-out-of-bounds”

coefficients:
½
pn+1 = pn+2 = · · · = pN = 0
qm+1 = qm+2 = · · · = qN = 0,

so we can express the coefficients of x k in

∞
X m
X n
X
i i
ai x qi x − pi x i = 0, k = 0, 1, . . . , N
i=0 i=0 i=0

as
k
X
ai qk−i = pk , k = 0, 1, . . . , N.
i=0

Joe Mahaffy, [email protected] Rational Function Approximation — (6/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Padé Approximation: Abstract Example 1 of 2

Find the Padé approximation of f (x) of degree 5, where

f (x) ∼ a0 + a1 x + . . . a5 x 5 is the Taylor expansion of f (x) about
the point x0 = 0.
The corresponding equations are:

x0 a0 − p0 = 0
x1 a0 q1 + a1 − p1 = 0
x2 a0 q2 + a1 q1 + a2 − p2 = 0
x3 a0 q3 + a1 q2 + a2 q1 + a3 − p3 = 0
x4 a0 q4 + a1 q3 + a2 q2 + a3 q1 + a4 − p4 = 0
x5 a0 q5 + a1 q4 + a2 q3 + a3 q2 + a4 q1 + a5 − p5 = 0

Note: p0 = a0 !!! (This reduces the number of unknowns and

equations by one (1).)
Joe Mahaffy, [email protected] Rational Function Approximation — (7/21)
 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Padé Approximation: Abstract Example 2 of 2

We get a linear system for p1 , p2 , . . . , pN and q1 , q2 , . . . , qN :

      
a0 q1 p1 a1
 a1 a0   q2   p2   a2 
      
 a2 a1 a0   q3  −  p3  = −  a3  .
      

 a3 a2 a1 a0   q4   p4   a4 
a4 a3 a2 a1 a0 q5 p5 a5

If we want n = 3, m = 2:
      
a0 q1 p1 a1
 a1 a0  q2   p2   a2 
      
 a2 a1 a0  0 − p3  = − a3 .
      
 a3 a2 a1 a0  0   0   a4 
a4 a3 a2 a1 a0 0 0 a5

Joe Mahaffy, [email protected] Rational Function Approximation — (8/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Padé Approximation: Abstract Example 2 of 2

We get a linear system for p1 , p2 , . . . , pN and q1 , q2 , . . . , qN :

      
a0 q1 p1 a1
 a1 a0   q2   p2   a2 
      
 a2 a1 a0   q3  −  p3  = −  a3  .
      

 a3 a2 a1 a0   q4   p4   a4 
a4 a3 a2 a1 a0 q5 p5 a5

If we want n = 3, m = 2:
      
a0 −1 q1 0 a1
 a1 a0  q2   p2   a2 
      
 a2 a1 0  p1 − p3  = − a3 .
      
 a3 a2 0 a0  0   0   a4 
a4 a3 0 a1 a0 0 0 a5

Joe Mahaffy, [email protected] Rational Function Approximation — (8/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Padé Approximation: Abstract Example 2 of 2

We get a linear system for p1 , p2 , . . . , pN and q1 , q2 , . . . , qN :

      
a0 q1 p1 a1
 a1 a0   q2   p2   a2 
      
 a2 a1 a0   q3  −  p3  = −  a3  .
      

 a3 a2 a1 a0   q4   p4   a4 
a4 a3 a2 a1 a0 q5 p5 a5

If we want n = 3, m = 2:
      
a0 −1 q1 0 a1
 a1 a0 −1  q2   0   a2 
      
 a2 a1 0  p1 − p3  = − a3 .
      
 a3 a2 0 0  p2   0   a4 
a4 a3 0 0 a0 0 0 a5

Joe Mahaffy, [email protected] Rational Function Approximation — (8/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Padé Approximation: Abstract Example 2 of 2

We get a linear system for p1 , p2 , . . . , pN and q1 , q2 , . . . , qN :

      
a0 q1 p1 a1
 a1 a0   q2   p2   a2 
      
 a2 a1 a0   q3  −  p3  = −  a3  .
      

 a3 a2 a1 a0   q4   p4   a4 
a4 a3 a2 a1 a0 q5 p5 a5

If we want n = 3, m = 2:
      
a0 −1 q1 0 a1
 a1 a0 −1  q2   0   a2 
      
 a2 a1 0 −1  p1 − 0  = − a3 .
      
 a3 a2 0 0  p2   0   a4 
a4 a3 0 0 0 p3 0 a5

Joe Mahaffy, [email protected] Rational Function Approximation — (8/21)

 Pros and Cons of Polynomial Approximation
Approximation Theory
New Bag-of-Tricks: Rational Approximation
Padé Approximation
Padé Approximation: Example #1

Padé Approximation: Abstract Example 2 of 2

We get a linear system for p1 , p2 , . . . , pN and q1 , q2 , . . . , qN :

      
a0 q1 p1 a1
 a1 a0   q2   p2   a2 
      
 a2 a1 a0   q3  −  p3  = −  a3  .
      

 a3 a2 a1 a0   q4   p4   a4 
a4 a3 a2 a1 a0 q5 p5 a5

If we want n = 3, m = 2:
    
a0 0 −1 q1 a1
 a1 a0 0 −1   q2 a2
    
   
 a2 a1 0 0 −1   p1  = − a3 .
    
 a3 a2 0 0 0   p2   a4 
a4 a3 0 0 0 p3 a5

Joe Mahaffy, [email protected] Rational Function Approximation — (8/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Padé Approximation: Concrete Example, e −x 1 of 3

(−1)k k
The Taylor series expansion for e −x about x0 = 0 is ∞
P
k=0 k! x ,
hence {a0 , a1 , a2 , a3 , a4 , a5 } = {1, −1, 12 , −1 1 −1
6 , 24 , 120 }.

Joe Mahaffy, [email protected] Rational Function Approximation — (9/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Padé Approximation: Concrete Example, e −x 1 of 3

(−1)k k
The Taylor series expansion for e −x about x0 = 0 is ∞
P
k=0 k! x ,
hence {a0 , a1 , a2 , a3 , a4 , a5 } = {1, −1, 12 , −1 1 −1
6 , 24 , 120 }.

    
1 0 −1 q1 −1

 −1 1 0 −1   q2




 1/2 


 1/2 −1 0   p1
0 −1    = −
  −1/6 ,

 −1/6 1/2 0 0 0  p2
   1/24 
1/24 −1/6 0 0 0 p3 −1/120

which gives {q1 , q2 , p1 , p2 , p3 } = {2/5, 1/20, −3/5, 3/20, −1/60}

Joe Mahaffy, [email protected] Rational Function Approximation — (9/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Padé Approximation: Concrete Example, e −x 1 of 3

(−1)k k
The Taylor series expansion for e −x about x0 = 0 is ∞
P
k=0 k! x ,
hence {a0 , a1 , a2 , a3 , a4 , a5 } = {1, −1, 12 , −1 1 −1
6 , 24 , 120 }.

    
1 0 −1 q1 −1

 −1 1 0 −1   q2




 1/2 


 1/2 −1 0   p1
0 −1    = −
  −1/6 ,

 −1/6 1/2 0 0 0  p2
   1/24 
1/24 −1/6 0 0 0 p3 −1/120

which gives {q1 , q2 , p1 , p2 , p3 } = {2/5, 1/20, −3/5, 3/20, −1/60}, i.e.

3 3 1
1 − x + x2 − x3
r3,2 (x) = 5 20 60 .
2 1 2
1+ x + x
5 20
Joe Mahaffy, [email protected] Rational Function Approximation — (9/21)
 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Padé Approximation: Concrete Example, e −x 2 of 3

All the possible Padé approximations of degree 5 are:

r5,0 (x) = 1 − x + 12 x 2 − 16 x 3 + 1 4
24 x − 1 5
120 x

3 2 1 3
1− 54 x+ 10 x − 15 1
x + 120 x4
r4,1 (x) = 1+ 15 x

3 2 1 3
1− 53 x+ 20 x − 60 x
r3,2 (x) = 1 2
1+ 25 x+ 20 x

1 2
1− 25 x+ 20 x
r2,3 (x) = 1+ 53 x+ 20
3 2 1 3
x + 60 x

1− 51 x
r1,4 (x) = 3 2
1+ 54 x+ 10 x + 151 3 1
x + 120 x4

1
r0,5 (x) = 1+x+ 12 x 2 + 61 x 3 + 24
1 4 1
x + 120 x5

Note: r5,0 (x) is the Taylor polynomial of degree 5.

Joe Mahaffy, [email protected] Rational Function Approximation — (10/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Padé Approximation: Concrete Example, e −x 3 of 3

The Absolute Error.

0.1

R{5,0}(x)

0.01

0.001

0.0001

1e-05
0 0.5 1 1.5 2

Joe Mahaffy, [email protected] Rational Function Approximation — (11/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Padé Approximation: Concrete Example, e −x 3 of 3

The Absolute Error.

0.1

R{5,0}(x)
R{4,1}(x)

0.01

0.001

0.0001

1e-05
0 0.5 1 1.5 2

Joe Mahaffy, [email protected] Rational Function Approximation — (11/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Padé Approximation: Concrete Example, e −x 3 of 3

The Absolute Error.

0.1

R{5,0}(x)
R{4,1}(x)
R{3,2}(x)
0.01

0.001

0.0001

1e-05
0 0.5 1 1.5 2

Joe Mahaffy, [email protected] Rational Function Approximation — (11/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Padé Approximation: Concrete Example, e −x 3 of 3

The Absolute Error.

0.1

R{5,0}(x)
R{3,2}(x)
R{2,3}(x)
0.01

0.001

0.0001

1e-05
0 0.5 1 1.5 2

Joe Mahaffy, [email protected] Rational Function Approximation — (11/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Padé Approximation: Concrete Example, e −x 3 of 3

The Absolute Error.

0.1

R{5,0}(x)
R{2,3}(x)
R{1,4}(x)
0.01

0.001

0.0001

1e-05
0 0.5 1 1.5 2

Joe Mahaffy, [email protected] Rational Function Approximation — (11/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Padé Approximation: Concrete Example, e −x 3 of 3

The Absolute Error.

0.1

R{5,0}(x)
R{2,3}(x)
R{0,5}(x)
0.01

0.001

0.0001

1e-05
0 0.5 1 1.5 2

Joe Mahaffy, [email protected] Rational Function Approximation — (11/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Padé Approximation: Concrete Example, e −x 3 of 3

The Absolute Error.

0.1

R{5,0}(x)
R{4,1}(x)
R{3,2}(x)
0.01 R{2,3}(x)
R{1,4}(x)
R{0,5}(x)

0.001

0.0001

1e-05
0 0.5 1 1.5 2

Joe Mahaffy, [email protected] Rational Function Approximation — (11/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Padé Approximation: Matlab Code.

The algorithm in the book looks frightening! If we think in term of the

matrix problem defined earlier, it is easier to figure out what is going on:
% The Taylor Coefficients, a0 , a1 , a2 , a3 , a4 , a5
a = [1 −1 1/2 −1/6 1/24 −1/120]’;
N = length(a); A = zeros(N-1,N-1);
% m is the degree of q(x), and n the degree of p(x)
m = 3; n = N-1-m;
% Set up the columns which multiply q1 through qm
for i=1:m
A(i:(N-1),i) = a(1:(N-i));
end
% Set up the columns that multiply p1 through pn
A(1:n,m+(1:n)) = -eye(n)
% Set up the right-hand-side
b = - a(2:N);
% Solve
c = A\b;
Q = [1 ; c(1:m)]; % Select q0 through qm
P = [a0 ; c((m+1):(m+n))]; % Select p0 through pn

Joe Mahaffy, [email protected] Rational Function Approximation — (12/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Optimal Padé Approximation?

One Point Optimal Points

Polynomials Taylor Chebyshev
Rational Functions Padé ???

From the example e −x we can see that Padé approximations suffer

from the same problem as Taylor polynomials – they are very
accurate near one point, but away from that point the
approximation degrades.
“Chebyshev-placement” of interpolating points for polynomials
gave us an optimal (uniform) error bound over the interval.
Can we do something similar for rational approximations???

Joe Mahaffy, [email protected] Rational Function Approximation — (13/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Chebyshev Basis for the Padé Approximation!

We use the same idea — instead of expanding in terms of the

basis functions x k , we will use the Chebyshev polynomials,
Tk (x), as our basis, i.e.
Pn
pk Tk (x)
rn,m (x) = Pk=0
m
k=0 qk Tk (x)
where N = n + m, and q0 = 1.

Joe Mahaffy, [email protected] Rational Function Approximation — (14/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Chebyshev Basis for the Padé Approximation!

We use the same idea — instead of expanding in terms of the

basis functions x k , we will use the Chebyshev polynomials,
Tk (x), as our basis, i.e.
Pn
pk Tk (x)
rn,m (x) = Pk=0
m
k=0 qk Tk (x)
where N = n + m, and q0 = 1.
We also need to expand f (x) in a series of Chebyshev polynomials:
∞
X
f (x) = ak Tk (x),
k=0
so that
P∞ Pm
qk Tk (x) − nk=0 pk Tk (x)
P
k=0 ak Tk (x) k=0
f (x) − rn,m (x) = Pm .
k=0 qk Tk (x)

Joe Mahaffy, [email protected] Rational Function Approximation — (14/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

The Resulting Equations

Again, the coefficients p0 , p1 , . . . , pn and q1 , q2 , . . . , qm are chosen

so that the numerator has zero coefficients for Tk (x),
k = 0, 1, . . . , N, i.e.
∞
X m
X n
X ∞
X
ak Tk (x) qk Tk (x) − pk Tk (x) = γk Tk (x).
k=0 k=0 k=0 k=N+1

We will need the following relationship:

1£ ¤
Ti (x)Tj (x) = Ti+j (x) + T|i−j| (x) .
2
Also, we must compute (maybe numerically)

1 1 f (x) 2 1 f (x)Tk (x)

Z Z
a0 = √ dx and ak = √ dx, k ≥ 1.
π −1 1 − x 2 π −1 1 − x2

Joe Mahaffy, [email protected] Rational Function Approximation — (15/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Example: Revisiting e −x with Chebyshev-Padé Approximation 1/5

The 8th order Chebyshev-expansion (All Praise Maple) for e −x is

P8CT (x) = 1.266065878 T0 (x) − 1.130318208 T1 (x) + 0.2714953396 T2 (x)
−0.04433684985 T3 (x) + 0.005474240442 T4 (x)
−0.0005429263119 T5 (x) + 0.00004497732296 T6 (x)
−0.000003198436462 T7 (x) + 0.0000001992124807 T8 (x)

and using the same strategy — building a matrix and

right-hand-side utilizing the coefficients in this expansion, we can
solve for the Chebyshev-Padé polynomials of degree (n + 2m) ≤ 8:
CP
Next slide shows the matrix set-up for the r3,2 (x) approximation.

Note: Due to the “folding”, Ti (x)Tj (x) = 21 Ti+j (x) + T|i−j| (x) ,
£ ¤

we need n + 2m Chebyshev-expansion coefficients. (Burden-

Faires do not mention this, but it is “obvious” from algo-
rithm 8.2; Example 2 (p. 519) is broken, – it needs P̃7 (x).)
Joe Mahaffy, [email protected] Rational Function Approximation — (16/21)
 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Example: Revisiting e −x with Chebyshev-Padé Approximation 2/5

· ¸
1
T0 (x) : 2 a1 q1 + a2 q2 − 2p0 = 2a0
· ¸
1
T1 (x) : 2 (2a0 + a2 )q1 + (a1 + a3 )q2 − 2p1 = 2a1
· ¸
1
T2 (x) : 2 (a1 + a3 )q1 + (2a0 + a4 )q2 − 2p2 = 2a2
· ¸
1
T3 (x) : 2 (a2 + a4 )q1 + (a1 + a5 )q2 − 2p3 = 2a3
· ¸
1
T4 (x) : 2 (a3 + a5 )q1 + (a2 + a6 )q2 − 0 = 2a4
· ¸
1
T5 (x) : 2 (a4 + a6 )q1 + (a3 + a7 )q2 − 0 = 2a5

Joe Mahaffy, [email protected] Rational Function Approximation — (17/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Example: Revisiting e −x with Chebyshev-Padé Approximation 3/5

RCP
4,1 (x) =

1.155054 T0 (x) − 0.8549674 T1 (x) + 0.1561297 T2 (x) − 0.01713502 T3 (x) + 0.001066492 T4 (x)
T0 (x) + 0.1964246628 T1 (x)

RCP
3,2 (x) =

1.050531166 T0 (x) − 0.6016362122 T1 (x) + 0.07417897149 T2 (x) − 0.004109558353 T3 (x)

T0 (x) + 0.3870509565 T1 (x) + 0.02365167312 T2 (x)

RCP
2,3 (x) =
0.9541897238 T0 (x) − 0.3737556255 T1 (x) + 0.02331049609 T2 (x)
T0 (x) + 0.5682932066 T1 (x) + 0.06911746318 T2 (x) + 0.003726440404 T3 (x)

RCP
1,4 (x) =

0.8671327116 T0 (x) − 0.1731320271 T1 (x)

T0 (x) + 0.73743710 T1 (x) + 0.13373746 T2 (x) + 0.014470654 T3 (x) + 0.00086486509 T4 (x)

Joe Mahaffy, [email protected] Rational Function Approximation — (18/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Example: Revisiting e −x with Chebyshev-Padé Approximation 4/5

−5 Error for Chebyshev−Pade−4−1 Approximation −5 Error for Chebyshev−Pade−3−2 Approximation
x 10 x 10
2 2

1.5 1.5

1 1

0.5 0.5

0 0

−0.5 −0.5

−1 −1

−1.5 −1.5

−2 −2
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1
−5 Error for Chebyshev−Pade−2−3 Approximation −5 Error for Chebyshev−Pade−1−4 Approximation
x 10 x 10
2 2

1.5 1.5

1 1

0.5 0.5

0 0

−0.5 −0.5

−1 −1

−1.5 −1.5

−2 −2
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Joe Mahaffy, [email protected] Rational Function Approximation — (19/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

Example: Revisiting e −x with Chebyshev-Padé Approximation 5/5

Error Comparison for 4−1 Approximations
−4 Error Comparison for 3−2 Approximations
−4
x 10 x 10
3.5
0 Chebyshev−Pade
Pade
−0.5 3

−1
2.5
−1.5
2
−2

−2.5 1.5
−3
1
−3.5

−4 0.5

−4.5 Chebyshev−Pade
Pade 0
−5
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1
−4 Error Comparison for 1−4 Approximations
−4 Error Comparison for 2−3 Approximations x 10
x 10 15
0 Chebyshev−Pade
Pade
−0.5

−1

−1.5 10

−2

−2.5

−3
5
−3.5

−4

−4.5 Chebyshev−Pade
Pade
−5 0
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Joe Mahaffy, [email protected] Rational Function Approximation — (20/21)

 Approximation Theory Example #2
Padé Approximation Finding the Optimal Padé Approximation

The Bad News — It’s Not Optimal!

The Chebyshev basis does not give an optimal (in the min-max
sense) rational approximation. However, the result can be used as
a starting point for the second Remez algorithm. It is an
iterative scheme which converges to the best approximation.

A discussion of how and why (and why not) you may want to use
the second Remez’ algorithm can be found in Numerical Recipes
in C: The Art of Scientific Computing (Section 5.13). [You can
read it for free on the web(∗) — just Google for it!]
(∗) The old 2nd Edition is Free, the new 3rd edition is for sale...

Joe Mahaffy, [email protected] Rational Function Approximation — (21/21)