DOI: 10.1017/s0962492925100263 ISSN: 0962-4929

Applications of AAA rational approximation

Yuji Nakatsukasa, Lloyd N. Trefethen

The AAA algorithm for rational approximation is employed to illustrate applications of rational functions all across numerical analysis. For example, rational functions enable strikingly effective methods for numerical differentiation and integration; interpolation of equispaced data; locating zeros, poles, and branch points; analytic continuation; computation of inverse functions; imputation of missing data; computation of nonlinear eigenvalues and resonances; model order reduction/reduced order modelling; solution of Wiener–Hopf and Hilbert transform problems; conformal mapping; and solution of the two-dimensional Laplace, biharmonic and Helmholtz equations. The paper also surveys various improvements and generalizations of the AAA algorithm that have developed since its original appearance in 2018.

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