On the rational approximation of Markov functions,with applications to the computation of Markovfunctions of Toeplitz matrices

Bernhard Beckermann, Joanna Bisch, Robert Luce

We investigate the problem of approximating the matrix function $f(A)$ by $r(A)$, with $f$ a Markov function, $r$ a rational interpolant of $f$, and $A$ a symmetric Toeplitz matrix…