Ricardo Pachón

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Abstract. An efficient and robust algorithm and a Matlab code ratdisk are presented for rational interpolation or linearized least-squares approximation of a function based on its values at points equally spaced on a circle. The use of the singular value decomposition enables the detection and elimination of spurious poles or Froissart doublets that(More)
Algorithms are described that make it possible to manipulate piecewise-smooth functions on real intervals numerically with close to machine precision. Breakpoints are introduced in some such calculations at points determined by numerical rootfinding, and in others by recursive subdivision or automatic edge detection. Functions are represented on each smooth(More)
Variants of the Remez algorithm for best polynomial approximation are presented based on two key features: the use of the barycentric interpolation formula to represent the trial polynomials, and the setting of the whole computation in the chebfun system, where the determination of local and global extrema at each iterative step becomes trivial. The new(More)
A new method for interpolation by rational functions of prescribed numerator and denominator degrees is presented. When the interpolation nodes are roots of unity or Chebyshev points, the algorithm is particularly simple and relies on discrete Fourier transform matrices, which results in a fast implementation using the Fast Fourier Transform. The method is(More)
The distribution and abundance of black flies (Diptera: Simuliidae) in a small desert stream were influenced by environmental changes caused by recharge of water supply storage basins and an aquaculture operation. Simulium virgatum was the most abundant benthic insect collected in Whitewater Canyon (Riverside County, CA) after April; however, it was never(More)
Right-way and wrong-way risk modelling, in the context of counterparty credit risk for books of financial derivatives, has gathered increasing attention in the past few years. A number of models have been proposed for it; the core of them goes around how to model the market-credit dependency structure in a computationally effective way. At present, there is(More)
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