Speaker
Petar Mlinarić
(University of Zagreb)
Description
Vector fitting is a widely used method for least-squares rational approximation that approaches the nonlinear least-squares problem with a sequence of linear least-squares problems. By contrast, the iterative rational Krylov algorithm (IRKA) is a method for a continuous least-squares approximation, originally formulated as a fixed-point iteration and with a recent interpretation as a Riemannian optimization method. In this talk, we discuss the application of Riemannian optimization techniques to the (discrete) least-squares rational approximation problem and compare them with vector fitting.
Author
Petar Mlinarić
(University of Zagreb)