Padé approximant

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Padé approximant is the "best" approximation of a function by a rational function of given order. A Padé approximant often gives better approximation of the function than truncating its Taylor series, and it may still work where the Taylor series does not converge. For these reasons Padé approximants are used extensively in computer calculations. They have also been applied to Diophantine approximation, though for sharp results ad hoc methods in some sense inspired by the Padé theory typically replace them. A Padé approximant approximates a function in one variable. An approximant in multiple variables is often called a Canterbury approximant (after Graves-Morris at the University of Kent).

[edit] Definition

Given a function f and two integers m ≥ 0 and n ≥ 0, the Padé approximant of order (m, n) is the rational function

$R(x)=\frac{p_0+p_1x+p_2x^2+\cdots+p_mx^m}{1+q_1 x+q_2x^2+\cdots q_nx^n}$

which agrees with $f (x)$ to the highest possible order, which amounts to

$f(0)=R(0)\,$

$f'(0)=R'(0)\,$

$f''(0)=R''(0)\,$

$\dots\,$

$f^{(m+n)}(0)=R^{(m+n)}(0).\,$

Equivalently, if $R (x)$ is expanded in a Taylor series at 0, its first m + n + 1 terms would cancel the first m + n + 1 terms of $f (x)$ , and as such

$f(x)-R(x) = c_{m+n+1}x^{m+n+1}+c_{m+n+2}x^{m+n+2}+\cdots$

The Padé approximant is unique for given m and n, that is, the coefficients $p_0, p_1, \dots, p_m,$ $q_1, \dots, q_n$ can be uniquely determined. It is for reasons of uniqueness that the zero-th order term at the denominator of $R (x)$ was chosen to be 1, otherwise the numerator and denominator of $R (x)$ would have been unique only up to multiplication by a constant.

The Padé approximant defined above is also denoted as

[m / n] f (x)

For given $x$ , Padé approximants can be computed by the epsilon algorithm and also other sequence transformations from the partial sums

$s_n(x)=c_0 + c_1 x + c_2 x^2 + \cdots + c_n x^n$

of the Taylor series of $f$ , i.e., we have

$c_k=f^{(k)}(0)/k!\,.$

It should be noted that $f$ can also be a formal power series, and, hence, Padé approximants can also be applied to the summation of divergent series.

[edit] References

Baker, G. A., Jr.; and Graves-Morris, P. Padé Approximants. Cambridge U.P., 1996.

Brezinski, C.; and Redivo Zaglia, M. Extrapolation Methods. Theory and Practice. North-Holland, 1991

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical recipes in C. Section 5.12, available online. Cambridge University Press.