Constructing Orthonormal Rational Function Vectors with an application in Rational Approximation

Abstract: We present two algorithms for constructing orthonormal bases of rational function vectors with respect to a discrete inner product, and discuss how to use them for a rational approximation problem. Building on the pencil-based formulation of the inverse generalized eigenvalue problem by Van Buggenhout et al.\ (2022), we extend it to rational vectors of arbitrary length $k$, where the recurrence relations are represented by a pair of $k$-Hessenberg matrices, i.e., matrices with possibly $k$ nonzero subdiagonals. An updating algorithm based on similarity transformations using rotations and a Krylov-type algorithm related to the rational Arnoldi method are derived. The performance is demonstrated on the rational approximation of $\sqrt{z}$ on $[0,1]$, where the optimal lightning + polynomial convergence rate of Herremans, Huybrechs, and Trefethen (2023) is successfully recovered. This illustrates the robustness of the proposed methods for handling exponentially clustered poles near singularities.