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chap23.m
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%% 23. Nonlinear approximation: why rational functions?
ATAPformats
%%
% Up to now, this book has been about polynomials, or in the last chapter,
% their transplants. The final six chapters of the book are about rational
% functions, which have been a mainstay of approximation theory from the
% beginning. Why do rational approximations occupy such a large place in
% the literature? Polynomials are familiar and comfortable, but rational
% functions seem complex and specialized. Is their position in
% approximation theory justified, or is it an artifact of history, perhaps
% a holdover from the pre-computer era? In this chapter we attempt to
% answer these questions, and in doing so we shall find ourselves
% considering the broader question of what the uses are of the whole
% subject of approximation theory.
%%
% I think the answer is this. Although rational functions indeed became an
% established part of approximation theory long before computers and many
% of today's practical applications, their place in the subject is
% deserved. Their importance stems from a conjunction of two facts. On the
% one hand, rational functions are more powerful than polynomials at
% approximating functions _near singularities_ and on _unbounded domains._
% On the other hand, for various reasons related for example to partial
% fraction decompositions, they are easier to work with than their
% nonlinearity might suggest---indeed, sometimes no more complicated than
% polynomials.
%%
% A rational function is the ratio of two polynomials, and in particular,
% given $m\ge 0$ and $n\ge 0$, we say that $r$ is a rational function of
% _type_ $(m,n)$ if it can be written as a quotient
% $p_m/q_n$ with $p_m\in {\cal P}_m$ and $q_n\in {\cal P}_n$. The set of
% all rational functions of type $(m,n)$ is denoted by ${\cal R}_{mn}$, and
% any $r\in {\cal R}_{mn}$ can be written in the form
% $$ r(x) = \sum_{k=0}^m a_k x^k\kern -4pt \left/
% \sum_{k=0}^n b_k x^k\right. \eqno (23.1) $$
% for some real or complex coefficients $\{a_k\}$ and $\{b_k\}$. The
% degrees need not be exact, i.e., there is no requirement that $a_m^{}$ or
% $b_n^{}$ must be nonzero. Nor do we require that the numerator and
% denominator are relatively prime, that is, that they have no common
% zeros.
%%
% Suppose, however, that for some nonzero $r\in {\cal R}_{mn}$, we choose a
% representation with relatively prime numerator and denominator. Define
% $\mu \le m$ to be the index of the highest degree nonzero numerator
% coefficient and similarly $\nu\le n$ for the denominator, and further
% normalize the coefficients by requiring $b_\nu = 1$. Then we can write
% $$ r(x) = \sum_{k=0}^\mu a_k x^k\kern -4pt \left/
% \sum_{k=0}^\nu b_k x^k \right. , \quad a_\mu\ne 0, ~b_\nu=1. \eqno (23.2) $$
% In this case $r$ has exactly $\mu$ finite zeros and $\nu$ finite poles,
% counted with multiplicity: we say that $r$ is of _exact type_ $(\kern 1pt
% \mu,\nu)$. (The case in which $r$ is identically zero is a special one,
% with no nonzero coefficients in the numerator, and we say it has exact
% type $(-\infty,0)$.) If $\mu>\nu$, then $r$ has a pole at $x=\infty$ of
% order $\mu-\nu$, and if $\nu>\mu$ it has a zero at $x=\infty$ of order
% $\nu-\mu$. Basic properties of rational functions are described in books
% of complex analysis such as [Ahlfors 1953, Henrici 1974, Markushevich
% 1985].
%%
% These representations highlight the nonlinearity of rational functions,
% but a different perspective is suggested when we represent them by _partial
% fractions._ (Partial fractions were the subject of Jacobi's PhD
% thesis [1825], and an excellent general reference is Chapter 7
% of [Henrici 1974].) In the simplest situation, consider
% $$ r(x) = \sum_{k=1}^n {c_k\over x-\xi_k}, \eqno (23.3) $$
% where $\{\xi_k\}$ are distinct real or complex numbers. For any
% coefficients $\{c_k\}$, this is a rational function of type $(n-1,n)$.
% The number $c_k$ is the _residue_ of $r$ at $\xi_k$. This
% representation highlights the linear aspects of rational functions. For
% example, whereas computing the integral of $r$ written in the form $p/q$
% looks daunting, in the representation (23.3) we have simply
% $$ \int^x r(s)ds = C + \sum_{k=1}^n c_k\log (x-\xi_k). \eqno (23.4) $$
% In applications, it is interesting how often a formula like this turns
% out to be instrumental in making a rational function useful.
%%
% The partial fraction form (23.3) does not apply to all rational
% functions. One limitation is that it always represents a rational
% function of exact type $(\mu,\nu)$ with $\mu< \nu$. Another is that it
% does not represent all functions of this kind, since it cannot account
% for poles of multiplicity greater than $1$. The following theorem gives a
% partial fraction representation for the general case.
%%
% <latex>
% {\bf Theorem 23.1. Partial fraction representation.}
% {\em Given $m,n\ge 0$, let $r\in {\cal R}_{mn}$ be arbitrary. Then $r$ has
% a unique representation in the form
% $$ r(x) = p_0(x) + \sum_{k=1}^\mu p_k((x-\xi_k)^{-1}), \eqno (23.5) $$
% where $p_0$ is a polynomial of exact degree $\nu_0$ for some
% $\nu_0\le m$ {\rm (}unless $p=0)$ and $\{p_k\}$, $1\le k \le \mu$, are polynomials of exact
% degrees $\nu_k\ge 1$ with $p_k(0)=0$ and}
% $\sum_{k=1}^\mu \nu_k \le n$.
% </latex>
%%
% _Proof._
% See Theorem 4.4h of [Henrici 1974].
% $~\hbox{\vrule width 2.5pt depth 2.5 pt height 3.5 pt}$
%%
% The function $p_0$ is the _polynomial part_ of $r$, and
% $p_k((x-\xi_k)^{-1})$ is its _principal part_ at $\xi_k$.
%%
% This is all we shall say for the moment about the mathematics of rational
% functions. Let us now turn to the main subject of this chapter, the
% discussion of why these functions are useful in approximation theory and
% approximation practice.
%%
% The right place to start is with a cautionary observation. Rational
% functions are not always better than polynomials. Indeed, consider the
% most basic of all situations, in which a fuction $f$ is analytic in a
% $\rho$-ellipse $E_\rho$ for some $\rho> 1$. For such a function, by
% Theorem 8.2, polynomial approximations will converge at the rate $O(\kern
% 1pt\rho^{-n})$. It turns out that a typical convergence rate for type
% $(n,n)$ rational functions is $O(\kern 1pt\rho^{-2n})$. So, doubling
% the number of parameters to be determined sometimes just approximately
% doubles the convergence rate. (In fact, sometimes it does not increase
% the convergence rate at all [Szabados 1970].) For applications of this
% kind, rational functions may outperform polynomials, but often it is by a
% rather modest factor.
%%
% For example, here are a pair of curves showing $\|f-p_{2n}^*\|$ (dots)
% and $\|f-r_{nn}^*\|$ (stars) as functions of $n$ for $f(x) = \exp(-x^4)$,
% where $p_{2n}^*$ and $r_{nn}^*$ are the best approximations to $f$ in
% ${\cal P}_{2n}$ and ${\cal R}_{nn}$, respectively. (We shall discuss
% rational best approximation in the next chapter.) Both curves decrease
% geometrically, and there is not much difference between them. (The
% rational approximations here should in principle be computed with
% |remez|, but Chebfun's rational remez algorithm is currently not robust
% enough, so |cf| is used instead.)
%%
% <latex> \vskip -2em </latex>
x = chebfun('x'); f = exp(-x.^4); warning off
nn = 0:20; errp = []; errr = [];
for n = nn
p2n = remez(f,2*n); errp = [errp norm(f-p2n,inf)];
[p,q,foo] = cf(f,n,n); rnn = p./q; errr = [errr norm(f-rnn,inf)];
end
clf, semilogy(nn,errp,'.-','markersize',12), grid on, ylim([1e-16 10])
hold on, semilogy(nn,errr,'h-r','markersize',4), FS = 'fontsize';
text(10.5,2e-8,'E_{2n,0}',FS,10,'color','b')
text(9,1e-11,'E_{n,n}',FS,10,'color','r'), xlabel n
title(['Convergence of polynomial and rational '...
'best approxs to exp(-x^4) on [-1,1]'],FS,9)
%%
% <latex> \vskip 1pt </latex>
%%
% What makes rational functions important is that, in contrast to this
% example, there are many problems where one wants to operate near
% singularities, or on unbounded domains. For these problems, rational
% approximations may converge much faster than polynomials. For example,
% here is an experiment like the last one, but with $f(x) = |x|$. For this
% function, a type $(n,n)$ rational approximant with $n=150$ gives 16-digit
% accuracy, whereas polynomial approximants would need $n=10^{15}$ to do so
% well. (Again this code should in principle use |remez| but cannot,
% so known best approximation errors are hardwired into the code.)
%%
% <latex> \vskip -2em </latex>
f = abs(x); xx = linspace(-1,1,1000); nn = 0:50; errp = [];
errr = [.5 4.37e-2 8.50e-3 2.28e-3 7.37e-4 2.69e-4 1.07e-4 ...
4.60e-5 2.09e-5 9.89e-6 4.88e-6 2.49e-6 1.30e-6 ...
6.3*exp(-pi*sqrt(26:2:max(nn)))];
errr = kron(errr,[1 1]); errr(end) = [];
for n = nn
p2n = remez(f,2*n); errp = [errp norm(f(xx)-p2n(xx),inf)];
end
hold off, semilogy(nn,errp,'.-','markersize',12), grid on
hold on, semilogy(nn,errr,'h-r','markersize',4)
text(37,3e-4,'E_{2n,0}',FS,10,'color','b')
text(21,2e-7,'E_{n,n}',FS,10,'color','r'), xlabel n
title(['Convergence of polynomial and rational '...
'best approxs to |x| on [-1,1]'],FS,9)
%%
% <latex> \vskip 1pt </latex>
%%
% The approximation of $|x|$ by rational functions is one of the ``two
% famous problems'' to be considered in Chapter 25. Half a century ago
% Donald Newman proved that whereas polynomial approximants to $|x|$
% converge just at the rate $O(n^{-1})$, for rational approximants the rate
% is $\exp(-C \sqrt n\kern 1pt)$ with $C>1$ [Newman 1964]. This result
% rigorously established the possibility of an exponential difference in
% effectiveness of the two types of approximations.
%%
% The rest of this chapter is devoted to an outline of twelve applications
% in which rational approximations are useful. In most of these examples,
% there is a singularity or unbounded domain in the picture. The exceptions
% are applications #1 and #8, where rational functions outperform
% polynomials less decisively.
%%
% _1. Elementary and special functions._
% Classically, approximation theory brings to mind the problem of designing
% subroutines for computers to evaluate elementary functions, like $\sin(x)$,
% and special functions, like Airy or Bessel functions. For some of
% these applications, especially when the number of digits of accuracy
% required is known in advance, rational approximations prove to be the
% best choice. A classic project in this line is the SPECFUN software
% package [Cody 1993], descendant of the earlier FUNPACK [Cody 1975], which
% uses rational best approximations to evaluate Bessel functions, error
% functions, gamma functions and exponential integrals to 18 digits of
% accuracy. For many years a driving force behind these software products
% and an expert on the matter of practical rational approximations was
% W. J. Cody at the Argonne National Laboratory; Cody's version of the
% rational Remez algorithm is described in [Cody, Fraser & Hart 1968]. For
% a presentation of some of the state of the art early in the 21st century,
% see [Muller 2006].
%%
% _2. Digital filters._ In electrical engineering, the construction of
% low-pass, high-pass, and other digital filters often involves
% approximation of functions with jumps. (For these problems the
% approximation domain is usually the unit circle in the complex plane.)
% Jumps amount to singularities on or near the domain of approximation, and
% Theorem 8.3 implies that polynomials have no chance of rapid convergence
% for such functions. As Newman's theorem would lead us to expect, rational
% approximations sometimes do much better. Engineers use the term FIR
% (Finite Impulse Response) for polynomial filters and IIR (Infinite
% Impulse Response) in the rational case [Oppenheim, Schafer & Buck 1999].
%%
% _3. Convergence acceleration for sequences and series._ The mathematical
% sciences are full of problems of extrapolation. For example, one might
% be interested in $\lim_{h\to 0} f(h)$, where $f(h)$ is a quantity
% computed numerically on a grid of spacing $h$. For such a problem, $f$
% is often analytic at $h=0$, in which case _Richardson extrapolation,_
% based on interpolating the data by a polynomial, may be beautifully
% effective. On the other hand, suppose we want to evaluate $\lim_{n\to
% \infty} a_n$ for a sequence $\{a_n\}$. We can regard this problem too as
% $\lim_{h\to 0} f(h)$ with the definition $f(1/n) = a_n$, but now, in many
% applications, $f(h)$ will not be analytic at $h=0$ and Richardson
% extrapolation will be ineffective. The more powerful extrapolation
% methods that have been developed for such problems, such as Aitken
% extrapolation and the epsilon algorithm, are mostly based on rational
% approximations. See Chapter 28.
%%
% _4. Determination of poles._
% Suppose a function $f$ is analytic on $[a,b]$ and has some real or
% complex poles nearby whose positions and residues are of interest.
% Classic examples of such problems arise in the study of phase transitions
% in condensed matter physics. If we approximate $f$ by polynomials on
% $[a,b]$, then by Theorem 8.3, the convergence fails outside a
% $\rho$-ellipse of analyticity, so not much information about poles can be
% obtained. If we approximate by rational functions, exponential
% convergence to some of the poles can often be achieved. Specifically, a
% good strategy is to consider the poles of $r_{mn}$ for moderate values of
% $n$, where $r_{mn}$ is a rational approximant to $f$ obtained by
% $\hbox{Pad\'e}$ or $\hbox{Chebyshev--Pad\'e}$ approximation or rational
% interpolation or least-squares. See Chapters 26--28.
%%
% _5. Analytic continuation._
% If $f$ is analytic on $[a,b]$, then in many applications it can be
% analytically continued, in theory, to the rest of the complex plane,
% apart from exceptional points and curves in the form of poles, other
% singularities, and branch cuts. Computing such continuations
% numerically, however, is a difficult problem. One could try
% approximating $f$ by a polynomial, but this approach will be useless
% outside the largest Bernstein ellipse in which $f$ is analytic. Rational
% functions, by contrast, may be effective for continuation much further
% out. Again see Chapter 28.
%%
% _6. Eigenvalues and eigenvectors of matrices._
% Suppose we want to compute an eigenvector of a matrix $A$. One approach,
% the _power method,_ is to pick a starting vector $x$ and compute
% $\lim_{n\to \infty}$ $A^n x$, but the convergence of this
% polynomial-based idea is very slow in general. A much faster method,
% _inverse iteration_, is based on rational approximations: find an
% approximation $\mu$ to some eigenvalue $\lambda$ and compute
% $\lim_{n\to\infty}$ $(A-\mu I\kern.7pt)^{-n} x$. The convergence gets
% faster the closer $\mu$ is to the singularity $\lambda$, and exploitation
% of this effect leads to the spectacularly effective QR algorithm for
% matrix eigenvalues and eigenvectors [Francis 1961]. Experts in numerical
% linear algebra do not usually think about rational approximations when
% discussing inverse iteration or the QR algorithm, but such approximations
% come explicitly to the fore in the analysis of extensions such as
% shift-and-invert Arnoldi or rational Krylov iteration $\hbox{[G\"uttel}$
% 2010].
%%
% _7. Model reduction and optimal control._ A major topic in numerical
% linear algebra and control theory is the approximation of complex
% input-output systems by simpler ones for more efficient computation. Via
% the Laplace transform, problems of this kind (in the case of continuous
% as opposed to discrete time) can in many cases be reduced to problems of
% approximation on the imaginary axis in the complex plane. The unbounded
% domain makes rational approximations a natural choice, and in fortunate
% cases, a system with hundreds of thousands of degrees of freedom may be
% reduced to a model with just dozens or hundreds. One set of methods for
% such problems goes by the name of $H_\infty$ approximation, based on
% results by Adamyan, Arov and Krein [1971] and Glover [1984] that are
% related to CF approximation (Chapter 20). For more
% information see [Antoulas 2005, Zhou, Doyle & Glover 1996,
% Embree & Sorensen 2012].
%%
% _8. Exponential of a matrix._ A famous paper in numerical analysis is
% ``Nineteen dubious ways to compute the exponential of a matrix'', by
% Moler and Van Loan in 1978, reprinted in expanded form 25 years later
% [Moler & Van Loan 2003]. These authors compared many algorithms for
% computing $e^A$ and reached the conclusion that the most effective was a
% scaling-and-squaring method based on $\hbox{Pad\'e}$ approximation [Ward
% 1977]. Here, first $A$ is scaled so that its norm is on the order of
% $1$. Then $e^A$ is approximated by $r(A)$, where $r$ is a type $(n,n)$
% $\hbox{Pad\'e}$ approximant to $e^x$ (Chapter 27). This is an example
% where rational approximations outperform polynomials not decisively but
% by a more or less constant factor. This approach is used by the matrix
% exponential program |expm| in Matlab, which for many years was based on
% type $(6,6)$ $\hbox{Pad\'e}$ approximation. A more careful analysis of
% the scaling-and-squaring algorithm was later provided by Higham [2009],
% who concluded that a better choice was type $(13,13)$, and the |expm|
% code was adjusted accordingly in Matlab Version 8. In [Higham & Al-Mohy
% 2010, Appendix] the authors conclude that $\hbox{Pad\'e}$ approximants
% are up to $23\%$ more efficient than Taylor polynomials in this
% application.
%%
% _9. Numerical solution of stiff PDEs._ A particularly important set of
% problems related to matrix exponentials are derived from partial
% differential equations. The starting point of such applications is the
% Laplace operator $\Delta$ on a spatial domain $\Omega$ with Dirichlet
% boundary conditions, which has an infinite set of negative real
% eigenvalues diverging to $-\infty$. To solve the heat equation $\partial
% u/\partial t = \Delta u$ numerically on $\Omega$ with initial data
% $u(x,0) = u_0$, one would like to be able to compute the matrix
% exponential product $e^{tA} v_0$, where $A$ is a matrix discretization of
% $\Delta$ and $v_0$ is a discretization of $u_0$. The wide range of
% eigenvalues makes such a problem ``stiff'', posing challenges for
% numerical methods. One method for coping with stiffness is to find a
% rational function $r(x)$ that approximates $e^x$ accurately on
% $(-\infty,0\kern .5pt]$, hence in particular at all of the eigenvalues of
% $A$, and then to compute $r(tA)v_0$. Polynomials cannot approximate a
% bounded function on an infinite interval, but rational functions can.
% This problem of rational approximation of $e^x$ on $(-\infty,0\kern
% .5pt]$ goes back to Cody, Meinardus and Varga [1969], whose ``1/9
% conjecture'', eventually settled by Gonchar and Rakhmanov [1986], is the
% other famous problem considered in Chapter 25. Generalizations have
% become important in scientific computing in recent years in the design of
% _exponential integrators_ for the fast numerical solution of stiff
% nonlinear ordinary and partial differential equations [Hochbruck &
% Ostermann 2010, Kassam & Trefethen 2005, Schmelzer & Trefethen 2007].
%%
% _10. Quadrature formulas._ As we have seen in Chapter 19, a quadrature
% formula approximates an integral $I = \int_a^b f(x) dx$ by a finite
% linear combination $I_n = \sum_{k=0}^n w_k f(x_k)$. If the weights $w_k$
% are interpreted as residues of a rational function $r(x)$ with poles at
% the nodes $x_k$, then by estimation of a Cauchy integral over a contour
% $\Gamma$ enclosing $[a,b]$ in the complex plane, one can show that the
% error $I-I_n$ is bounded in terms of the size of $f$ in the region
% enclosed by $\Gamma$ times the error in approximation of the analytic
% function $\log((x+1)/(x-1))$ by $r$ over the same region [Takahasi & Mori
% 1971]. So every quadrature formula is connected with a rational
% approximation problem. In fact, Gauss's original derivation of the
% $(n+1)$-point Gauss quadrature formula on $[-1,1]$ was based on exactly
% this connection: he used type $(n,n+1)$ $\hbox{Pad\'e}$ approximation of
% $\log((x+1)/(x-1))$ at $x=\infty$ [Gauss 1814].
%%
% _11. Adaptive spectral methods for PDEs._ The barycentric interpolation
% formula has the form of a rational function that reduces to a polynomial
% for a special choice of weights (Chapter 5). Regardless of the choice of
% weights, however, one still gets an interpolant, and in some applications
% there is no compelling reason to force the interpolant to be a
% polynomial. This opens up the possibility of much more flexible rational
% interpolants, which have the particular advantage of not being so
% sensitive to the distribution of the interpolation points. These ideas
% originated with Salzer [1981] and Schneider and Werner [1986], building
% on earlier work going as far back as Jacobi [1846], and were later
% developed by Berrut [1988], and Floater and Hormann [2007]. For ordinary
% and partial differential equations, they form the basis of adaptive
% spectral methods for solving problems whose solutions have singularities
% close to the region of approximation [Berrut, Baltensperger & Mittelmann 2005,
% Tee & Trefethen 2006, Hale & Tee 2009].
%%
% _12. One-way wave equations._ Our final application became well known in
% the 1970s and 1980s [Halpern & Trefethen 1988]. The usual wave equation
% permits energy propagation in all directions, but there are applications
% where one would like to restrict to half the permitted angles, a
% $180^\circ$ range. For example, this idea is useful in underwater
% acoustics [Tappert 1977], in geophysical migration [Claerbout 1985], and
% in the design of absorbing boundary conditions for numerical simulations
% [Lindman 1975, Engquist & Majda 1977]. How can we define a system that
% behaves like $u_{tt} = u_{xx} + u_{yy}$ for leftgoing waves, say, with
% negative $x$-component of velocity, while not propagating rightgoing
% waves? (The subscripts represent partial derivatives.) A Fourier
% transform shows that the dispersion relation of such a system should be
% $\xi = \omega \sqrt{1-s^2}$, where $s = \eta/\omega$ and $\omega, \xi,
% \eta$ are the dual variables to $t,x,y$. Only the positive branch of the
% square root should be present, making this system a _pseudodifferential
% operator._ However, a rational approximation $\sqrt{1-s^2} \approx r(s)$
% simplifies this to a differential equation. For example, the type $(2,2)$
% $\hbox{Pad\'e}$ approximation $r(s) = (1-{3\over 4} s^2)/(1-{1\over 4}
% s^2)$ leads to the PDE $u_{xtt} - {1\over 4} u_{xyy} = u_{ttt} - {3\over
% 4} u_{tyy}$, sometimes known as the $\hbox{``}45^\circ$ equation''
% because it has high accuracy approximately for angles up to $45^\circ$.
% In this application, rational functions are superior to polynomials both
% because of higher accuracy in view of the singularities at $s=\pm 1$, and
% because polynomial approximations lead to PDEs that are ill-posed
% [Trefethen & Halpern 1986].
%%
% We have just seen a list of twelve applications. In concluding this
% chapter I would like to consider what light these may shed on the biggest
% question of all, namely, what is the use of approximation theory?
%%
% <latex>
% To see some possible views, let us go back to 1901. That was the year of
% Runge's landmark paper (Chapter 13), whose title was\footnote{Title:
% ``\"Uber empirische Funktionen und die Interpolation zwischen
% \"aquidistanten Ordinaten.'' First sentence: ``Die Abh\"angigkeit
% zwischen zwei messbaren Gr\"ossen kann, strenge genommen, durch
% Beobachtung \"uberhaupt nicht gefunden werden.''}
% </latex>
%%
% <latex> \em ``On empirical functions and interpolation between
% equidistant ordinates.'' </latex>
%%
% In reading this today, one is struck by the word ``empirical''. The
% empirical theme is echoed in the opening sentence:
%%
% <latex>
% \em The relationship between two measurable quantities can, strictly
% speaking, not be found by observation.
% </latex>
%%
% Runge goes on to mention ``observations'' six times more in the opening
% paragraph. It would seem that his motivation is the processing of
% scientific data: interpolation in the traditional sense of evaluating a
% function at points lying between those at which it is listed in a table.
%%
% <latex>
% The next year, 1902, brought another landmark of approximation theory:
% Kirchberger's PhD thesis under Hilbert in G\"ottingen, which included the
% first systematic statement and proof of the equioscillation theorem for
% polynomial approximation (Theorem 10.1). Here is the first paragraph of
% Kirchberger's thesis, as reprinted in the first paragraph of his
% published paper a year later [1903], setting forth a clear motivation for
% approximation theory. We may imagine that this was probably also
% Hilbert's view of the subject.\footnote{``Mit dem Begriff der Funktion
% ist das Postulat der numerischen Berechnung der Funktionswerte f\"ur
% irgendwelche Werte der unabh\"angigen Variabeln gegeben. Da aber die
% vier elementaren Spezies der Addition, Subtraktion, Multiplikation und
% Division, oder streng genommen nur die erste drei derselben, die einzigen
% numerisch ausf\"uhrbaren Rechnungsarten, alle andern aber nur insoweit
% durchf\"uhrbar sind, als sie sich auf diese zur\"uckf\"uhren lassen, so
% folgt hieraus, dass wir s\"amtliche Funktionen nur insoweit numerisch
% beherrschen, als sie sich durch rationale Funktionen ersetzen, d.~h.\
% angen\"ahert darstellen lassen. Hieraus erhellt die gro\ss e Bedeutung
% der Ann\"aherungsprobleme f\"ur die gesamte Mathematik und die
% ausgezeichnete Stellung, die die Probleme der Ann\"aherung durch
% rationale oder ganze rationale Funktionen einnehmen. In der Tat setzt,
% wenigstens f\"ur die numerische Berechnung, jede Ann\"aherung durch
% andere, z.~B. trigonometrische Funktionen, die ann\"aherungsweise
% Ersetzbarkeit dieser Funktionen durch rationale voraus.''}
% </latex>
%%
% <latex> \em
% The notion of a function entails the assumption that a numerical value of
% the function can be calculated for any value of the independent variable.
% But since the only operations that can really be carried out numerically
% are the four elementary operations of addition, subtraction,
% multiplication and division, or strictly speaking only the first three of
% these, it follows that we are really only masters of more general
% functions insofar as we can replace them by rational functions, that is,
% represent them approximately. This highlights the great significance of
% approximation problems for the whole of mathematics and the special role
% of approximation by polynomials and rational functions. Indeed, for
% numerical calculation at least, any use of other approximations such as
% trigonometric functions presupposes that these can in turn be
% approximated by rational functions.
% </latex>
%%
% Updated to 2012, we may say that Kirchberger's justification of
% approximation theory is all about _machine arithmetic._ Approximation by
% polynomials and rational functions is important, he is saying, because
% ultimately computers can only carry out polynomial and rational
% operations.
%%
% Both Runge's emphasis on data and Kirchberger's emphasis on arithmetic
% capture aspects of approximation theory that remain valid today. In
% particular, Kirchberger's paragraph seems a remarkably clear statement of
% a justification of approximation theory that in a certain philosophical
% sense seems almost unarguable (although the line between ``primitive''
% operations like $+$ and ``derived'' ones like $\sin(\cdot)$ is not always
% so clear on actual computers, with their multiple levels of hardware,
% software and microcode). The same argument is often seen nowadays.
%%
% Nevertheless, I do not think data analysis or machine arithmetic get at
% the heart of why approximation theory is important and interesting. In
% fact I don't think Runge's words even capture the truth of why _he_ was
% interested in the subject! (He becomes more of a mathematician in the
% second half of his paper.) What these observations miss is the importance
% of _algorithms._
%%
% Let us look again at the list of applications. Kirchberger's motivation
% could be said to be on target for #1 and #2 (evaluation of functions,
% digital filters), and Runge's for #3, #4, and #5 (extrapolation,
% determination of poles, analytic continuation). But the remaining seven
% items need to be accounted for in other ways. It is noteworthy that
% applications #6 to #9 all involve matrices, sometimes of very large
% dimension (eigenvalues and eigenvectors, model reduction, exponentials of
% matrices, stiff PDEs). Applications #9 to #12 all involve integrals and
% differential equations (stiff PDEs, quadrature, adaptive spectral
% methods, one-way wave equations). In most of these problems we seem a
% long way from scalars $x$ and $r(x)$: the polynomial and rational
% operations are applied to matrices and operators, not just numbers.
%%
% Chebfun provides another interesting data point (for polynomials rather
% than rational functions). Chebfun is built on a century of developments
% in polynomial interpolation and approximation, and it makes it possible
% to work with univariate functions numerically in almost unlimited ways. A
% particularly important Chebfun capability is finding roots of a function
% $f(x)$, which enables many further operations like computing extrema,
% absolute values, and 1-norms. Chebfun finds the roots by the algorithm
% proposed by Good [1961] and Boyd [2002] and described in Chapter 18:
% approximate $f$ by polynomial interpolants, then find roots of the
% polynomials by computing eigenvalues of colleague matrices. This is as
% powerful an application of approximation theory as one could ask for, but
% it has little to do with data analysis or machine arithmetic.
%%
% <latex>
% Why are polynomial and rational approximations useful? Not because
% $r(x)$ is easier to evaluate than $\exp(x)$, but because $r(A)$ is easier
% to evaluate than $\exp(A)$, and $r(\partial/\partial x)$ is easier to
% evaluate than $\exp(\partial/\partial x)\kern .5pt$! Not because we can
% {\em evaluate} $p(x)$, but because we can {\em find its roots\kern
% 1.5pt}!
% </latex>
%%
% <latex>
% \begin{displaymath}
% \framebox[4.7in][c]{\parbox{4.5in}{\vspace{2pt}\sl
% {\sc Summary of Chapter 23.}
% Rational functions are more powerful than polynomials for approximating
% functions near singularities or on unbounded domains. This is the
% reason for their importance in approximation theory and approximation
% practice.\vspace{2pt}}}
% \end{displaymath}
% </latex>
%%
% <latex> \small\smallskip\parskip=2pt
% \par
% {\bf Exercise 23.1. Examples of partial fractions.}
% Express the following functions in partial
% fraction form: (a) $x^3/(1-x)$ (b) $x/(x^2-4)$, (c) $x^2/(x^2-4)^2$,
% (d) $(1-x^3) / (1+x^2)$.
% \par
% {\bf Exercise 23.2. Uses of partial fractions.}
% (a) Express the function $r(x) = (x(x+1)(x+2))^{-1}$ in
% partial fraction form. (b) What is its integral from $1$ to $t$?
% (c) What is the sum of the infinite series $r(1) + r(2) + r(3) + \cdots\,$?
% \par
% {\bf Exercise 23.3. Another infinite series.}
% (a) Based on numerical experiments, conjecture a value of the
% infinite sum $1/(1\cdot 3\cdot 5)
% + 2/(3\cdot 5\cdot 7)
% + 3/(5\cdot 7\cdot 9) + \cdots .$ (b) Verify your conjecture
% with partial fractions.
% \par
% {\bf Exercise 23.4. A trigonometric identity.}
% Verify the identity $1/(1\cdot 3\cdot 5)
% - 1/(7\cdot 9\cdot 11)
% + 1/(13\cdot 15\cdot 17) - \cdots = \pi/48.$
% \par
% {\bf Exercise 23.5. Polynomial vs.\ rational experiments.} Produce
% plots comparing $E_{2n,0}(f)$ and $E_{n,n}(f)$ for the following
% functions $f$ defined on $[-1,1]:$ (a) $\log(1+x^2)$, (b)
% $\tanh(5x)$, (c) $\exp(x)/(2-x)$.
% \par
% {\bf Exercise 23.6. Approximation of a gamma function.}
% Consider the function $f(x) = \Gamma(x+2)$ on $[-1,1]$, which has
% simple poles at $x=-2, -3, \dots.$\ \ Determine analytically the
% geometric convergence rates to be expected as $m\to\infty$ for rational
% approximants to $f$ of types (a) $(m,0)$, (b) $(m,1)$, (c) $(m,2)$.
% \par </latex>