A new definition of multivariate Pade approximation is introduced, whi
ch is a natural generalization of the univariate Pade approximation an
d consists in replacing the exact interpolation problem by a least squ
ares interpolation. This new definition allows a straightforward exten
sion of the Montessus de Ballore theorem to the multivariate case. Exc
ept for the particular case of the so-called homogeneous Pade approxim
ants, this extension has up to now been impossible to obtain in the cl
assical formulation of the multivariate Padi approximation. Besides, t
he least squares formulation can also be applied to the univariate cas
e, and provides an alternative to the classical Pade interpolation. (C
) 1998 Academic Press.