  A universal method of extraction of the complex dielectric function
$\epsilon(\omega)=\epsilon_{1}(\omega)+i\epsilon_{2}(\omega)$ from
experimentally accessible optical quantities is developed. The central idea is
that $\epsilon_{2}(\omega)$ is parameterized independently at each node of a
properly chosen anchor frequency mesh, while $\epsilon_{1}(\omega)$ is
dynamically coupled to $\epsilon_{2}(\omega)$ by the Kramers-Kronig (KK)
transformation. This approach can be regarded as a limiting case of the
multi-oscillator fitting of spectra, when the number of oscillators is of the
order of the number of experimental points. In the case of the normal-incidence
reflectivity from a semi-infinite isotropic sample the new method gives
essentially the same result as the conventional KK transformation of
reflectivity. In contrast to the conventional approaches, the proposed
technique is applicable, without readaptation, to virtually all types of
linear-response optical measurements, or arbitrary combinations of
measurements, such as reflectivity, transmission, ellipsometry {\it etc.}, done
on different types of samples, including thin films and anisotropic crystals.
