Abstract
For a vector ofk+1 matrix power series, a superfast algorithm is given for the computation of multi-dimensional Padé systems. The algorithm provides a method for obtaining matrix Padé, matrix Hermite Padé and matrix simultaneous Padé approximants. When the matrix power series is normal or perfect, the algorithm is shown to calculate multi-dimensional matrix Padé systems of type (n 0,...,n k ) inO(‖n‖ · log2‖n‖) block-matrix operations, where ‖n‖=n 0+...+n k . Whenk=1 and the power series is scalar, this is the same complexity as that of other superfast algorithms for computing Padé systems. Whenk>1, the fastest methods presently compute these matrix Padé approximants with a complexity ofO(‖n‖2). The algorithm succeeds also in the non-normal and non-perfect case, but with a possibility of an increase in the cost complexity.
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Communicated by C. Brezinski
Supported in part by NSERC grant No. A8035.
Partially supported by NSERC operating grant No. 6194.
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Cabay, S., Labahn, G. A superfast algorithm for multi-dimensional Padé systems. Numer Algor 2, 201–224 (1992). https://doi.org/10.1007/BF02145386
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DOI: https://doi.org/10.1007/BF02145386