Abstract
A recursive algorithm for the construction of the generalized form of the interpolating rational function is derived. This generalization of the Neville-Aitken algorithm constructs a table of all possible rational interpolants in implicit form. The algorithm may be simply modified so that it does not break down when a singularity occasionally appears. The coefficients of the interpolant and the evaluation of the interpolant at an arbitrary point may be easily calculated.
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Loi, S.L., McInnes, A.W. An algorithm for generalized rational interpolation. BIT 23, 105–117 (1983). https://doi.org/10.1007/BF01937330
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DOI: https://doi.org/10.1007/BF01937330