swMATH ID: 32900
Software Authors: H. Ikeno
Description: MXPFIT: a library for finding optimal multi-exponential approximations. mxpfit is a library implemented in C++ to find optimal approximations of functions by multi-exponential sums with complex-valued parameters. The library provides an interface for evaluating exponents and coefficients from sampling data on a uniform grid using the fast Estimation of Signal Parameters via Rotational Invariance Techniques (ESPRIT) algorithm originally proposed by Potts and Tasche (2015). The parameters can be estimated efficiently from a sampling data even including noise. A modified balanced truncation algorithm to find the multi-exponential sum with a smaller order is also provided. These features are useful for finding optimal exponential sum approximations of analytic functions or large-scale numerically sampled data set.
Homepage: https://www.sciencedirect.com/science/article/pii/S0010465518301310
Dependencies: C++
Related Software: JDQZ; Eigen; JDQR; FFTW; ABAQUS
Cited in: 2 Documents

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