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811 lines (720 loc) · 28.4 KB
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function [r, pol, res, zer, zj, fj, wj, errvec, wt] = aaa(F, varargin)
%AAA AAA and AAA-Lawson (near-minimax) real or complex rational approximation.
% R = AAA(F, Z) computes the AAA rational approximant R (function handle) to
% data F on the set of sample points Z. F may be given by its values at Z,
% or as a function handle or chebfun. R = AAA(F, Z, 'degree', N) attempts to
% compute the minimax approximation of degree N (i.e., rational type (N,N)).
% If 'deriv_deg', k is specified, R will be a k+1 element cell array containing
% the rational approximant and its first k derivatives (as function handles).
%
% [R, POL, RES, ZER] = AAA(F, Z) returns vectors of poles, residues, and zeros
% of R.
%
% [R, POL, RES, ZER, ZJ, FJ, WJ] = AAA(F, Z) also returns the vectors of
% support points ZJ, approximation values FJ = r(ZJ), and weights WJ of the
% barycentric representation of R.
%
% [R, POL, RES, ZER, ZJ, FJ, WJ, ERRVEC] = AAA(F, Z) also returns the vector
% of errors ||f-r||_infty in successive iterative steps of AAA. Note that the
% rational degrees are not 1,...,length(ERRVEC) but 0,...,length(ERRVEC)-1.
%
% R = AAA(F, Z, NAME, VALUE) sets the following parameters:
% - 'tol', TOL: relative tolerance (default TOL = 1e-13),
% - 'degree', N: maximal degree (default N = 99).
% The output rational approximant will be of degree at most N. Like
% 'mmax', N+1, except that Lawson is turned on by default: see below.
% - 'mmax', MMAX: maximal number of terms in the barycentric representation
% (default MMAX = 100). R will be of degree at most MMAX-1. Like
% 'degree', MMAX-1, except that Lawson is not turned on by default.
% - 'dom', DOM: domain (default DOM = [-1, 1]). No effect if Z is provided.
% - 'cleanup', 'off' or 0: turns off automatic removal of Froissart doublets.
% - 'cleanuptol', CLEANUPTOL: cleanup tolerance (default CLEANUPTOL = TOL).
% Poles with residues less than this number times the geometric mean size
% of F times the minimum distance to Z are deemed spurious by the cleanup
% procedure. If TOL = 0, then CLEANUPTOL defaults to 1e-13.
% - 'lawson', NLAWSON: take NLAWSON iteratively reweighted least-squares steps
% to bring approximation closer to minimax. Specifying NLAWSON = 0
% ensures there is no Lawson iteration. See next paragraph.
% - 'damping', DAMPRATIO: when running Lawson, apply a damping ratio at each
% step. DAMPRATIO = 1 is standard; DAMPRATIO < 1 may be more robust.
% - 'sign', 'on' or 1: turns on modification good for approximating sign functions
% - 'deriv_deg', k: maximal degree of returned derivatives (default k = 0)
%
% If 'degree' is specified and 'lawson' is not, AAA attempts to find a minimax
% approximant of degree N by AAA-Lawson iteration. This will generally be
% successful only if the minimax error is well above machine precision, and
% is more reliable for complex problems than real ones. If 'degree' and
% 'lawson' are both specified, then exactly NLAWSON Lawson steps are taken
% (so NLAWSON = 0 corresponds to AAA approximation with no Lawson iteration).
% The final weight vector WT of the Lawson iteration is available with
% [R, POL, RES, ZER, ZJ, FJ, WJ, ERRVEC, WT] = AAA(F, Z).
%
% Note that R may have fewer than N poles and zeros. This may happen, for
% example, if N is too large, or if F is even and N is odd, or if F is odd
% and N is even.
%
% One can also execute R = AAA(F), with no specification of a set Z. If F is
% a vector, this is equivalent to R = AAA(F, Z) with
% Z = LINSPACE(-1, 1, LENGTH(F)). If F is a function handle, AAA attempts
% to resolve F on [-1,1] by default.
%
% This standalone code works in GNU Octave as well as MATLAB.
%
% Examples:
% r = aaa(@exp); xx = linspace(-1,1); plot(xx,r(xx)-exp(xx))
%
% r = aaa(@exp,'degree',4); xx = linspace(-1,1); plot(xx,r(xx)-exp(xx))
%
% X = linspace(-1,1,30); r = aaa(gamma(X),X);
% fplot(r,[-5,5]), axis([-5 5 -15 15]), grid on
%
% Z = exp(2i*pi*linspace(0,1,500));
% [r,pol,res] = aaa(@tan,Z); disp([pol res])
%
% X = linspace(-1,1,1000); F = tanh(20*X);
% subplot(1,2,1)
% r = aaa(F,X,'degree',15,'lawson',0); plot(X,F-r(X)), hold on
% r = aaa(F,X,'degree',15); plot(X,F-r(X)), hold off
%
% Z = exp(1i*pi*linspace(-1,1,1000)); G = exp(Z);
% subplot(1,2,2)
% r = aaa(G,Z,'degree',3,'lawson',0); plot(G-r(Z)), axis equal, hold on
% r = aaa(G,Z,'degree',3); plot(G-r(Z)), axis equal, hold off
%
% Z = linspace(-1,1,100); F = Z.^3;
% r = aaa(F,Z,'deriv_deg', 1)
% r{2}(1)
%
% References on AAA and AAA-Lawson, respectively:
%
% [1] Y. Nakatsukasa, O. Sete, and L. N. Trefethen, "The AAA algorithm
% for rational approximation", SIAM J. Sci. Comp. 40 (2018), A1494-A1522.
%
% [2] Y. Nakatsukasa and L. N. Trefethen, An algorithm for real and
% complex rational minimax approximation, SIAM J. Sci. Comp. 42 (2020),
% A3157-A3179.
%
% See also AAATRIG, CF, CHEBPADE, MINIMAX, PADEAPPROX, RATINTERP.
% Copyright 2023 by The University of Oxford and The Chebfun Developers.
% See http://www.chebfun.org/ for Chebfun information.
% Parse inputs:
[F, Z, M, dom, tol, mmax, cleanup_flag, cleanup_tol, needZ, mmax_flag, ...
nlawson, dampratio, degree_flag, degree, sign_flag, deriv_deg] ...
= parseInputs(F, varargin{:});
if ( needZ )
% Z was not provided. Try to resolve F on its domain.
[r, pol, res, zer, zj, fj, wj, errvec] = ...
aaa_autoZ(F, dom, tol, mmax, cleanup_flag, cleanup_tol, mmax_flag, ...
nlawson, dampratio, degree_flag, degree, sign_flag);
return
end
% Remove infinite or NaN function values and repeated entries:
toKeep = ~isinf(F) & ~isnan(F);
F = F(toKeep); Z = Z(toKeep);
[Z, uni] = unique(Z,'stable'); F = F(uni);
% Initialization for AAA iteration:
M = length(Z);
abstol = tol*norm(F, inf); % Absolute tolerance
J = (1:M)';
zj = []; fj = []; C = []; A = [];
errvec = [];
R = mean(F)*ones(size(J));
doscale = 0; % don't do diagonal scale until needed
% AAA iteration:
for m = 1:mmax
% Introduce next support point:
[~, jj] = max(abs(F(J) - R(J))); % Select next support point
zj = [zj; Z(J(jj))]; % Update support points
fj = [fj; F(J(jj))]; % Update data values
C = [C 1./(Z - Z(J(jj)))]; % Next column of Cauchy matrix
J(jj) = []; % Update index vector
A = [A, (F-fj(end)).*C(:,end)]; % Update Loewner matrix
% Compute weights:
if ( length(J) >= m ) % The usual tall-skinny case
if doscale == 0
[~, S, V] = svd(A(J,:), 0); % Reduced SVD; classically wj = V(:,end);
s = diag(S);
if s(1)/s(end) > 1/(3*eps)
doscale = 1;
else % The usual, not too ill-cond case
if (sign_flag == 0)
mm = find( s == min(s) ); % Treat case of multiple min sing val
nm = length(mm);
wj = V(:,mm)*ones(nm,1)/sqrt(nm); % Aim for non-sparse wt vector
else
wj = V(:,end);
if min(s) > 0
wj = V*(1./s.^2); % the 'sign' improvement
wj = wj/norm(wj); % (see Trefethen memo Rat342, July 2024)
end
end
end
end
if doscale == 1 % ill-cond; diag scaling to improve conditioning (due to Fei Xue)
colvecA = vecnorm(A(J,:))';
[~, S, V] = svd(A(J,:)./colvecA.', 0);
s = diag(S);
if (sign_flag == 0)
mm = find( s == min(s) ); % Treat case of multiple min sing val
nm = length(mm);
wj = V(:,mm)*ones(nm,1)/sqrt(nm); % Aim for non-sparse wt vector
else
wj = V(:,end);
if min(s) > 0
wj = V*(1./s.^2); % the 'sign' improvement (Wilber-Trefethen 25)
wj = wj/norm(wj); % (see Trefethen memo Rat342, July 2024)
end
end
wj = wj./colvecA; % transform back diag scaling % transform back diag scaling
wj = wj/norm(wj);
end
elseif ( length(J) >= 1 )
V = null(A(J,:)); % Fewer rows than columns
nm = size(V,2);
wj = V*ones(nm,1)/sqrt(nm); % Aim for non-sparse wt vector
else
wj = ones(m,1)/sqrt(m); % No rows at all (needed for Octave)
end
% Compute rational approximant:
i0 = find(wj~=0); % Omit columns with wj = 0
N = C(:,i0)*(wj(i0).*fj(i0)); % Numerator
D = C(:,i0)*wj(i0); % Denominator
R = N./D;
Dinf = isinf(D);
R(Dinf) = F(Dinf); % Interpolate at supp pts with wj~=0
% Check if converged:
maxerr = norm(F - R, inf);
errvec = [errvec; maxerr];
if ( maxerr <= abstol )
break
end
end
maxerrAAA = maxerr; % Error at end of AAA
% We now enter Lawson iteration: barycentric IRLS = iteratively reweighted
% least-squares if 'lawson' is specified with NLAWSON > 0 or 'mmax' is
% specified and 'lawson' is not. In the latter case the number of steps
% is chosen adaptively. Note that the Lawson iteration is unlikely to be
% successful when the errors are close to machine precision.
wj0 = wj; fj0 = fj; % Save params in case Lawson fails
wt = NaN(M,1); wt_new = ones(M,1);
if ( nlawson > 0 ) % Lawson iteration
maxerrold = maxerrAAA;
maxerr = maxerrold;
nj = length(zj);
A = [];
for j = 1:nj % Cauchy/Loewner matrix
A = [A 1./(Z-zj(j)) F./(Z-zj(j))];
end
for j = 1:nj
[i,~] = find(Z==zj(j)); % support pt rows are special
A(i,:) = 0;
A(i,2*j-1) = 1;
A(i,2*j) = F(i);
end
stepno = 0;
while ( (nlawson < inf) && (stepno < nlawson) ) || ...
( (nlawson == inf) && (stepno < 20) ) || ...
( (nlawson == inf) && (maxerr/maxerrold < .999) && (stepno < 1000) )
stepno = stepno + 1;
wt = wt_new;
W = spdiags(sqrt(wt),0,M,M);
[~,ss,V] = svd(W*A,0);
ss = diag(ss);
c = V(:,end);
if (sign_flag == 1) && (min(ss) > 0)
c = V*(1./ss.^2); c = c/norm(c); % the 'sign' improvement
end
denom = zeros(M,1); num = zeros(M,1);
for j = 1:nj
denom = denom + c(2*j)./(Z-zj(j));
num = num - c(2*j-1)./(Z-zj(j));
end
R = num./denom;
for j = 1:nj
[i,~] = find(Z==zj(j)); % support pt rows are special
R(i) = -c(2*j-1)/c(2*j);
end
err = F - R;
abserr = abs(err);
maxerrold = maxerr;
maxerr = max(abserr);
relerr = abserr/maxerr;
wt_new = wt.*((1-dampratio) + dampratio*relerr);
wt_new = wt_new/norm(wt_new,inf);
end
wj = c(2:2:end);
fj = -c(1:2:end)./wj;
% If Lawson has not reduced the error, return to pre-Lawson values.
if ( (maxerr > maxerrAAA) && (nlawson == Inf) )
wj = wj0; fj = fj0;
end
end
% Remove support points with zero weight:
I = find(wj == 0);
zj(I) = []; wj(I) = []; fj(I) = [];
% Construct function handle and compute poles, residues and zeros:
r = @(zz) reval(zz, zj, fj, wj);
[pol, res, zer] = prz(zj, fj, wj);
if ( cleanup_flag == 1 && nlawson == 0 ) % Remove Froissart doublets
[r, pol, res, zer, zj, fj, wj] = ...
cleanup(r, pol, res, zer, zj, fj, wj, Z, F, cleanup_tol);
elseif ( cleanup_flag == 2 && nlawson == 0 ) % Alternative cleanup. Currently
a.zj = zj; a.fj = fj; a.wj = wj; % an undocumented feature,
a.Z = Z; a.F = F; % pending further investigation.
a.cleanup_tol = max(cleanup_tol, eps);
c = cleanup2(a);
zj = c.zj; fj = c.fj; wj = c.wj;
r = @(zz) reval(zz, zj, fj, wj);
[pol, res, zer] = prz(zj, fj, wj);
end
% Compute derivatives, if requested by the user
if ( deriv_deg >= 1 )
r_output = cell(1, deriv_deg+1);
r_output{1} = r;
for k = 1:deriv_deg
r_output{k+1} = @(x) diffbary(x, zj, fj, wj, k);
end
r = r_output;
end
% Compute more accurate residues, if nargout > 2:
if ( nargout > 2 )
deg = max(0, length(zer)-length(pol) );
A = [Z.^(0:deg) 1./(Z-pol.')];
c = A\F;
res = c(deg+2:end);
end
end % of AAA()
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% PARSEINPUTS %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [F, Z, M, dom, tol, mmax, cleanup_flag, cleanup_tol, ...
needZ, mmax_flag, nlawson, dampratio, degree_flag, degree, sign_flag, ...
deriv_deg] = parseInputs(F, varargin)
% Check if F is empty:
if ( isempty(F) )
error('AAA:emptyF', 'No function given.')
elseif ( isa(F, 'chebfun') )
if ( size(F, 2) ~= 1 )
error('AAA:nColF', 'Input chebfun must have one column.')
end
end
% Sample points:
if ( ~isempty(varargin) && isfloat(varargin{1}) )
% Z is given.
Z = varargin{1};
if ( isempty(Z) )
error('AAA:emptyZ', ...
'If sample set is provided, it must be nonempty.')
end
varargin(1) = [];
end
% Set defaults for other parameters:
tol = 1e-13; % Relative tolerance
mmax = 100; % Maximum number of terms
degree = NaN; % Specified degree
cleanup_tol = 1e-13; % Cleanup tolerance
nlawson = Inf; % Number of Lawson steps (Inf means adaptive)
dampratio = 1; % Lawson damping ratio (1 means normal)
deriv_deg = 0; % desired degree of the derivatives
% Domain:
if ( isa(F, 'chebfun') )
dom = F.domain([1, end]);
else
dom = [-1, 1];
end
cleanup_flag = 1; % Cleanup on
mmax_flag = 0; % Checks if mmax manually specified
degree_flag = 0; % Checks if degree specified
cleanup_set = 0; % Checks if cleanup_tol manually specified
sign_flag = 0; % Classic AAA without improvement for sign functions
while ( ~isempty(varargin) ) % Check if parameters have been provided
if ( strncmpi(varargin{1}, 'tol', 3) )
if ( isfloat(varargin{2}) && isequal(size(varargin{2}), [1, 1]) )
tol = varargin{2};
if ( ~cleanup_set && tol > 0 ) % If not set, set cleanup_tol to tol
cleanup_tol = tol;
end
end
varargin([1, 2]) = [];
elseif ( strncmpi(varargin{1}, 'degree', 6) )
if ( isfloat(varargin{2}) && isequal(size(varargin{2}), [1, 1]) )
if ( mmax_flag == 1 ) && ( mmax ~= varargin{2}+1 )
error('AAA:degmmaxmismatch', ' mmax must equal degree+1.')
end
degree = varargin{2};
mmax = degree + 1;
mmax_flag = 1;
degree_flag = 1;
end
varargin([1, 2]) = [];
elseif ( strncmpi(varargin{1}, 'mmax', 4) )
if ( isfloat(varargin{2}) && isequal(size(varargin{2}), [1, 1]) )
if ( mmax_flag == 1 ) && ( mmax ~= varargin{2})
error('AAA:degmmaxmismatch', ' mmax must equal degree+1.')
end
mmax = varargin{2};
mmax_flag = 1;
end
varargin([1, 2]) = [];
elseif ( strncmpi(varargin{1}, 'lawson', 6) )
if ( isfloat(varargin{2}) && isequal(size(varargin{2}), [1, 1]) )
nlawson = varargin{2};
end
varargin([1, 2]) = [];
elseif ( strncmpi(varargin{1}, 'damping', 6) )
dampratio = varargin{2};
varargin([1, 2]) = [];
elseif ( strncmpi(varargin{1}, 'dom', 3) )
if ( isfloat(varargin{2}) && isequal(size(varargin{2}), [1, 2]) )
dom = varargin{2};
end
varargin([1, 2]) = [];
if ( isa(F, 'chebfun') )
if ( ~isequal(dom, F.domain([1, end])) )
warning('AAA:dom', ...
['Given domain does not match that of the chebfun.\n', ...
'Results may be inaccurate.'])
end
end
elseif ( strncmpi(varargin{1}, 'cleanuptol', 10) )
if ( isfloat(varargin{2}) && isequal(size(varargin{2}), [1, 1]) )
cleanup_tol = varargin{2};
cleanup_set = 1;
end
varargin([1, 2]) = [];
elseif ( strncmpi(varargin{1}, 'cleanup', 7) )
if ( strncmpi(varargin{2}, 'off', 3) || ( varargin{2} == 0 ) )
cleanup_flag = 0;
elseif ( varargin{2} == 2 ) % Alternative cleanup
cleanup_flag = 2;
end
varargin([1, 2]) = [];
elseif ( strncmpi(varargin{1}, 'sign', 4) )
if ( strncmpi(varargin{2}, 'on', 2) || ( varargin{2} == 1 ) )
sign_flag = 1;
end
varargin([1, 2]) = [];
elseif ( strncmpi(varargin{1}, 'deriv_deg', 9) )
if ( isnumeric(varargin{2}) && isscalar(varargin{2}) )
deriv_deg = varargin{2};
end
varargin([1, 2]) = [];
else
error('AAA:UnknownArg', 'Argument unknown.')
end
end
% Deal with Z and F:
if ( ~exist('Z', 'var') && isfloat(F) )
% F is given as data values, pick same number of sample points:
Z = linspace(dom(1), dom(2), length(F)).';
end
if ( exist('Z', 'var') )
% Z is given:
needZ = 0;
% Work with column vector:
Z = Z(:);
M = length(Z);
% Function values:
if ( isa(F, 'function_handle') || isa(F, 'chebfun') )
% Sample F on Z:
F = F(Z);
elseif ( isnumeric(F) )
% Work with column vector and check that it has correct length.
F = F(:);
if ( length(F) ~= M )
error('AAA:lengthFZ', ...
'Inputs F and Z must have the same length.')
end
elseif ( ischar(F) )
% F is given as a string input. Convert it to a function handle.
F = inline(vectorize(F));
F = F(Z);
else
error('AAA:UnknownF', 'Input for F not recognized.')
end
else
% Z was not given. Set flag that Z needs to be determined.
% Also set Z and M since they are needed as output.
needZ = 1;
Z = [];
M = length(Z);
end
if ( ~degree_flag && (nlawson == Inf) )
nlawson = 0;
end
end % End of PARSEINPUTS.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% CLEANUP %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [r, pol, res, zer, z, f, w] = ...
cleanup(r, pol, res, zer, z, f, w, Z, F, cleanup_tol)
% Remove spurious pole-zero pairs.
% Find negligible residues:
if any(F)
geometric_mean_of_absF = exp(mean(log(abs(F(F~=0)))));
else
geometric_mean_of_absF = 0;
end
Zdistances = NaN(size(pol));
for j = 1:length(Zdistances)
Zdistances(j) = min(abs(pol(j)-Z));
end
ii = find(abs(res)./Zdistances < cleanup_tol * geometric_mean_of_absF);
ni = length(ii);
if ( ni == 0 )
return
elseif ( ni == 1 )
warning('AAA:Froissart','1 Froissart doublet');
else
warning('AAA:Froissart',[int2str(ni) ' Froissart doublets']);
end
% For each spurious pole find and remove closest support point:
for j = 1:ni
azp = abs(z-pol(ii(j)));
jj = find(azp == min(azp),1);
% Remove support point(s):
z(jj) = []; f(jj) = [];
end
% Remove support points z from sample set:
for jj = 1:length(z)
F(Z == z(jj)) = [];
Z(Z == z(jj)) = [];
end
m = length(z);
M = length(Z);
% Build Loewner matrix:
SF = spdiags(F, 0, M, M);
Sf = diag(f);
C = 1./(Z-z.'); % Cauchy matrix.
A = SF*C - C*Sf; % Loewner matrix.
% Solve least-squares problem to obtain weights:
[~, ~, V] = svd(A, 0);
w = V(:,m);
% Build function handle and compute poles, residues and zeros:
r = @(zz) reval(zz, z, f, w);
[pol, res, zer] = prz(z, f, w);
end % End of CLEANUP.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% CLEANUP2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function c = cleanup2(a)
%% Alternative cleanup procedure to remove spurious pole-zero pairs.
% This considers pole-zero distances. Stefano Costa, August 2022.
z = a.zj; f = a.fj; w = a.wj;
[pol, res, zer] = prz(z, f, w);
cleanup_tol = a.cleanup_tol;
niter = 0;
while(true)
niter = niter+1;
Z = a.Z; F = a.F;
ii = [];
for jj = 1:length(pol)
dz = min(abs(zer-pol(jj))); if isempty(dz), dz = 1e100; end
dS = abs(Z-pol(jj));
ds = min(dS);
if any(F)
q = 4*pi*abs(F).*dS;
Q = mean(q); % Arithmetic mean
else
Q = 0;
end
R = 8*cleanup_tol*Q/(4*pi); % Equivalent residue value
% Conditions to expunge poles
% Expunge if either minimum distance is zero
if (ds==0) || (dz==0)
ii = [ii; jj];
% Expunge if Z is a real interval
elseif isreal(Z) && (abs(imag(pol(jj)))<eps) && ...
(real(pol(jj))>=min(Z)) && (real(pol(jj))<=max(Z))
ii = [ii; jj];
% Expunge if Z is the unit disk
elseif all(abs(Z)==1) && (abs(abs(pol(jj))-1)<eps)
ii = [ii; jj];
% Expunge if distance to closest zero is undetectable
elseif (dz/ds<1) && (dz<max(cleanup_tol^2,eps))
ii = [ii; jj];
% Expunge if a nearby zero exists and residue is below the
% equivalent value R. Two choices for real and complex F
elseif ((dz/ds)<sqrt(cleanup_tol))
if ( ~any(imag(F)) && (abs(real(res(jj))) < R) )
ii = [ii; jj];
elseif (abs(res(jj)) < R)
ii = [ii; jj];
end
end
end
ii = unique(ii);
ni = length(ii);
if ( ni == 0 )
% Nothing to do.
break;
elseif ( ni == 1 )
warning('AAA:Froissart',...
['1 Froissart doublet, niter = ', int2str(niter)]);
else
warning('AAA:Froissart',...
[int2str(ni) ' Froissart doublets, niter = ' int2str(niter)]);
end
% For each spurious pole find and remove closest support point:
for j = 1:ni
azp = abs(z-pol(ii(j)));
jj = find(azp == min(azp),1);
% Remove support point(s):
z(jj) = [];
f(jj) = [];
end
% Remove support points z from sample set:
for jj = 1:length(z)
F(Z == z(jj)) = [];
Z(Z == z(jj)) = [];
end
m = length(z);
M = length(Z);
% Build Loewner matrix:
SF = spdiags(F, 0, M, M);
Sf = diag(f);
C = 1./(Z-z.'); % Cauchy matrix.
A = SF*C - C*Sf; % Loewner matrix.
% Solve least-squares problem to obtain weights:
[~, ~, V] = svd(A, 0);
w = V(:,m);
% Compute poles, residues and zeros:
[pol, res, zer] = prz(z, f, w);
end % End of while loop
c.zj = z; c.fj = f; c.wj = w;
end % End of CLEANUP2.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% AAA_AUTOZ %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [r, pol, res, zer, zj, fj, wj, errvec] = ...
aaa_autoZ(F, dom, tol, mmax, cleanup_flag, cleanup_tol, mmax_flag, ...
nlawson, dampratio, degree_flag, degree, sign_flag)
% Automated choice of sample set
% Flag if function has been resolved:
isResolved = 0;
% Main loop:
for n = 5:14
% Sample points:
% Next line enables us to do pretty well near poles
Z = linspace(dom(1)+1.37e-8*diff(dom), dom(2)-3.08e-9*diff(dom), 1 + 2^n).';
if degree_flag
[r, pol, res, zer, zj, fj, wj, errvec] = aaa(F, Z, 'tol', tol, ...
'mmax', mmax, 'cleanup', cleanup_flag, 'cleanuptol', cleanup_tol, ...
'lawson', nlawson, 'sign', sign_flag, 'damping', dampratio, ...
'degree', degree);
else
[r, pol, res, zer, zj, fj, wj, errvec] = aaa(F, Z, 'tol', tol, ...
'mmax', mmax, 'cleanup', cleanup_flag, 'cleanuptol', cleanup_tol, ...
'lawson', nlawson, 'sign', sign_flag, 'damping', dampratio);
end
% Test if rational approximant is accurate:
abstol = tol * norm(F(Z), inf);
% On Z(n):
err(1,1) = norm(F(Z) - r(Z), inf);
Zrefined = linspace(dom(1)+1.37e-8*diff(dom), dom(2)-3.08e-9*diff(dom), ...
round(1.5 * (1 + 2^(n+1)))).';
err(2,1) = norm(F(Zrefined) - r(Zrefined), inf);
if ( all(err < abstol) )
% Final check that the function is resolved, inspired by sampleTest().
% Pseudo random sample points in [-1, 1]:
xeval = [-0.357998918959666; 0.036785641195074];
% Scale to dom:
xeval = (dom(2) - dom(1))/2 * xeval + (dom(2) + dom(1))/2;
if ( norm(F(xeval) - r(xeval), inf) < abstol )
isResolved = 1;
break
end
end
end
if ( ( isResolved == 0 ) && ~mmax_flag )
warning('AAA:notResolved', ...
'Function not resolved using %d pts.', length(Z))
end
end % End of AAA_AUTOZ.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% PRZ %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [pol, res, zer] = prz(zj, fj, wj)
% Compute poles, residues, and zeros of rational fun in barycentric form.
% Compute poles via generalized eigenvalue problem:
m = length(wj);
B = eye(m+1);
B(1,1) = 0;
E = [0 wj.'; ones(m, 1) diag(zj)];
pol = eig(E, B);
pol = pol(~isinf(pol));
% Compute residues via formula for res of quotient of analytic functions:
% (This is not always accurate and starting in 2025 is overwritten in
% the calling function by a least-squares computation of residues.)
N = @(t) (1./(t-zj.')) * (fj.*wj);
Ddiff = @(t) -((1./(t-zj.')).^2) * wj;
res = N(pol)./Ddiff(pol);
% Compute zeros via generalized eigenvalue problem:
E = [0 (wj.*fj).'; ones(m, 1) diag(zj)];
zer = eig(E, B);
zer = zer(~isinf(zer));
end % End of PRZ.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% REVAL %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function r = reval(zz, zj, fj, wj)
% Construct function handle to evaluate rational function in barycentric form.
zv = zz(:); % vectorize zz if necessary
CC = 1./(zv-zj.'); % Cauchy matrix
r = (CC*(wj.*fj))./(CC*wj); % vector of values
% Deal with input inf: r(inf) = lim r(zz) = sum(w.*f) / sum(w):
r(isinf(zv)) = sum(wj.*fj)./sum(wj);
% Deal with NaN:
ii = find(isnan(r));
for jj = 1:length(ii)
if ( isnan(zv(ii(jj))) || ~any(zv(ii(jj)) == zj) )
% r(NaN) = NaN is fine.
% The second case may happen if r(zv(ii)) = 0/0 at some point.
else
% Clean up values NaN = inf/inf at support points.
% Find the corresponding node and set entry to correct value:
r(ii(jj)) = fj(zv(ii(jj)) == zj);
end
end
% Reshape to input format:
r = reshape(r, size(zz));
end % End of REVAL.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% DIFFBARY %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function dRx = diffbary(x,zj,fj,wj,k)
% evaluate at x the kth derivative of R=N/D in barycentric form,
% given by
% for ii = 1:length(zj)
% N = @(x) N(x) + fj(ii)*wj(ii)./(x-zj(ii));
% D = @(x) D(x) + wj(ii)./(x-zj(ii));
% end
%
% See Schneider and Werner, Math. Comput. (1986).
if length(zj)<=1 % constant func
dRx = 0; return
end
if nargin<4
error('not enough inputs')
end
if nargin<5
k = 1; % default to 1st derivative
end
D = @(x) 0;
for ii = 1:length(zj)
D = @(x) D(x) + wj(ii)./(x - zj(ii));
end
xx = x(:);
for ixx = 1:length(xx)
if min(abs(xx(ixx)-zj))>0 % usual points
gam = (wj./(xx(ixx)-zj))/D(xx(ixx));
delk = fj;
for ii = 0:k
phik = gam.'*delk;
delk = (delk-phik)./(zj-xx(ixx));
end
dRx(ixx) = phik*factorial(k);
else % at support point
[~,pos] = min(abs(xx(ixx)-zj));
gam = -wj/wj(pos); gam(pos) = [];
zjnow = zj;
zjnow(pos) = [];
fjnow = fj; fjnow(pos) = [];
del = (fjnow-fj(pos))./(zjnow-xx(ixx));
delk = del;
phik = gam.'*delk;
for ii = 1:k
phik = gam.'*delk;
delk = (delk-phik)./(zjnow-xx(ixx));
end
dRx(ixx) = phik*factorial(k);
end
end
dRx = reshape(dRx,size(x));
end % End of DIFFBARY.