S. Cabay et al., COMPUTATION OF NUMERICAL PADE-HERMITE AND SIMULTANEOUS PADE SYSTEMS .2. A WEAKLY STABLE ALGORITHM, SIAM journal on matrix analysis and applications, 17(2), 1996, pp. 268-297
For k + 1 power series a(0)(z),...,a(k)(z), we present a new iterative
, look-ahead algorithm for numerically computing Pade-Hermite systems
and simultaneous Pade systems along a diagonal of the associated Pade
tables. The algorithm computes the systems at all those points along t
he diagonal at which the associated striped Sylvester and mosaic Sylve
ster matrices are well conditioned. The operation and the stability of
the algorithm is controlled by a single parameter tau which serves as
a threshold in deciding if the Sylvester matrices at a point are suff
iciently well conditioned. We show that the algorithm is weakly stable
and provide bounds for the error in the computed solutions as a funct
ion of tau. Experimental results are given which show that the bounds
reflect the actual behavior of the error. The algorithm requires O(\\n
\\(2) + s(3)\\n\\) Operations to compute Pade-Hermite and simultaneous
Fade systems of type n = [n(0),...,n(k)], where \\n\\ = n(0)+...+n(k)
and s is the largest step-size taken along the diagonal. An additiona
l application of the algorithm is the stable inversion of striped and
mosaic Sylvester matrices.