Greedy Thiele continued-fraction approximation on continuum domains in the complex plane

Abstract

We describe an adaptive greedy algorithm for Thiele continued-fraction approximation of a function defined on a continuum domain in the complex plane. The algorithm iteratively selects interpolation nodes from an adaptively refined set of sample points on the domain boundary. We also present new algorithms for evaluating Thiele continued fractions and their accessory weights using only a single floating-point division. Numerical experiments comparing the greedy TCF method with the AAA algorithm on several challenging functions defined on the interval $[-1,1]$ and on the unit circle show that continuum TCF is consistently 2.5 to 8 times faster than AAA.