Solution of a multiple Nevanlinna-Pick problem via orthogonal rational functions

We consider a Nevanlinna-Pick type interpolation problem for Carathéodory functions, where the values of the function and its derivatives up to certain orders are given at finitely many points of the unit disk. The set of all solutions of this problem is described by means of the orthogonal rational functions which play here a similar role as the orthogonal polynomials on the unit circle in the classical case of the trigonometric moment problem. In particular, we use a connection between Szegö and Schur parameters which in the classical situation was discovered by Ja.L. Geronimus.     

Quadrature formulas on the unit circle based on rational functions

Quadrature formulas on the unit circle were introduced by Jones in 1989. On the other hand, Bultheel also considered such quadratures by giving results concerning error and convergence. In other recent papers, a more general situation was studied by the authors involving orthogonal rational functions on the unit circle which generalize the well-known Szeg polynomials. In this paper, these quadratures are again analyzed and results about convergence given. Furthermore, an application to the Poisson integral is also made.     

Riemann‐Hilbert problem and matrix discrete Painlevé II systems

Matrix Szeg? biorthogonal polynomials for quasi‐definite matrices of Hölder continuous weights are studied. A Riemann‐Hilbert problem is uniquely solved in terms of the matrix Szeg? polynomials and its Cauchy transforms. The Riemann‐Hilbert problem is given as an appropriate framework for the discussion of the Szeg? matrix and the associated Szeg? recursion relations for the matrix orthogonal polynomials and its Cauchy transforms. Pearson‐type differential systems characterizing the matrix of weights are studied. These are linear systems of ordinary differential equations that are required to have trivial monodromy. Linear ordinary differential equations for the matrix Szeg? polynomials and its Cauchy transforms are derived. It is shown how these Pearson systems lead to nonlinear difference equations for the Verblunsky matrices and two examples, of Fuchsian and non‐Fuchsian type, are considered. For both cases, a new matrix version of the discrete Painlevé II equation for the Verblunsky matrices is found. Reductions of these matrix discrete Painlevé II systems presenting locality are discussed.     

Quadrature and orthogonal rational functions

Classical interpolatory or Gaussian quadrature formulas are exact on sets of polynomials. The Szegő quadrature formulas are the analogs for quadrature on the complex unit circle. Here the formulas are exact on sets of Laurent polynomials. In this paper we consider generalizations of these ideas, where the (Laurent) polynomials are replaced by rational functions that have prescribed poles. These quadrature formulas are closely related to certain multipoint rational approximants of Cauchy or Riesz–Herglotz transforms of a (positive or general complex) measure. We consider the construction and properties of these approximants and the corresponding quadrature formulas as well as the convergence and rate of convergence.     

On a class of extremal solutions of a moment problem for rational matrix‐valued functions in the nondegenerate case I

The main theme of this paper is the discussion of a parametrized family of solutions of a finite moment problem for rational matrix‐valued functions in the nondegenerate case. We will show that each member of this family is extremal in several directions concerning some point of the open unit disk. These investigations are inspired by the authors' paper [23], where a similar topic is studied in the context of the matricial Carathéodory problem. We will see that larger parts of the results presented there can be extended to the rational case studied here.The main theme of this paper is the discussion of a parametrized family of solutions of a finite moment problem for rational matrix‐valued functions in the nondegenerate case. We will show that each member of this family is extremal in several directions concerning some point of the open unit disk. These investigations are inspired by the authors' paper [23], where a similar topic is studied in the context of the matricial Carathéodory problem. We will see that larger parts of the results presented there can be extended to the rational case studied here (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Lagrange基函数的复矩阵有理插值及连分式插值

1引言 矩阵有理插值问题与系统线性理论中的模型简化问题和部分实现问题有着紧密的联系~[1][2]，在矩阵外推方法中也常常涉及线性或有理矩阵插值问题~[3]。按照文~[1]的阐述。目前已经研究的矩阵有理插值问题包括矩阵幂级数和Newton-Pade逼近。Hade逼近，联立Pade逼近，M-Pade逼近，多点Pade逼近等。显然，上述各种形式的矩阵Pade逼上梁山近是矩     

On the Szegő–Radon projection of monogenic functions

We define a version of the Radon transform for monogenic functions which is based on Szegő kernels. The corresponding Szegő–Radon projection is abstractly defined as the orthogonal projection of a Hilbert module of left monogenic functions onto a suitable closed submodule of functions depending only on two variables. We also establish the inversion formula based on the dual transform.     

The inverse problem for Krein orthogonal matrix functions

In the mid-fifties, in a seminal paper, M. G. Krein introduced continuous analogs of Szeg? orthogonal polynomials on the unit circle and established their main properties. In this paper, we generalize these results and subsequent results that he obtained jointly with Langer to the case of matrix-valued functions. Our main theorems are much more involved than their scalar counterparts. They contain new conditions based on Jordan chains and root functions. The proofs require new techniques based on recent results in the theory of continuous analogs of resultant and Bezout matrices and solutions of certain equations in entire matrix functions.     

A Quantum Dynamical Approach to Matrix Khrushchev's Formulas

Khrushchev's formula is the cornerstone of the so‐called Khrushchev theory, a body of results which has revolutionized the theory of orthogonal polynomials on the unit circle. This formula can be understood as a factorization of the Schur function for an orthogonal polynomial modification of a measure on the unit circle. No such formula is known in the case of matrix‐valued measures. This constitutes the main obstacle to generalize Khrushchev theory to the matrix‐valued setting, which we overcome in this paper. It was recently discovered that orthogonal polynomials on the unit circle and their matrix‐valued versions play a significant role in the study of quantum walks, the quantum mechanical analogue of random walks. In particular, Schur functions turn out to be the mathematical tool which best codify the return properties of a discrete time quantum system, a topic in which Khrushchev's formula has profound and surprising implications. We will show that this connection between Schur functions and quantum walks is behind a simple proof of Khrushchev's formula via “quantum” diagrammatic techniques for CMV matrices. This does not merely give a quantum meaning to a known mathematical result, since the diagrammatic proof also works for matrix‐valued measures. Actually, this path‐counting approach is so fruitful that it provides different matrix generalizations of Khrushchev's formula, some of them new even in the case of scalar measures. Furthermore, the path‐counting approach allows us to identify the properties of CMV matrices which are responsible for Khrushchev's formula. On the one hand, this helps to formalize and unify the diagrammatic proofs using simple operator theory tools. On the other hand, this is the origin of our main result which extends Khrushchev's formula beyond the CMV case, as a factorization rule for Schur functions related to general unitary operators.© 2016 Wiley Periodicals, Inc.     

Matrix orthogonal Laurent polynomials on the unit circle and Toda type integrable systems

Matrix orthogonal Laurent polynomials in the unit circle and the theory of Toda-like integrable systems are connected using the Gauss–Borel factorization of two, left and a right, Cantero–Morales–Velázquez block moment matrices, which are constructed using a quasi-definite matrix measure. A block Gauss–Borel factorization problem of these moment matrices leads to two sets of biorthogonal matrix orthogonal Laurent polynomials and matrix Szeg? polynomials, which can be expressed in terms of Schur complements of bordered truncations of the block moment matrix. The corresponding block extension of the Christoffel–Darboux theory is derived. Deformations of the quasi-definite matrix measure leading to integrable systems of Toda type are studied. The integrable theory is given in this matrix scenario; wave and adjoint wave functions, Lax and Zakharov–Shabat equations, bilinear equations and discrete flows — connected with Darboux transformations. We generalize the integrable flows of the Cafasso's matrix extension of the Toeplitz lattice for the Verblunsky coefficients of Szeg? polynomials. An analysis of the Miwa shifts allows for the finding of interesting connections between Christoffel–Darboux kernels and Miwa shifts of the matrix orthogonal Laurent polynomials.     

Inverse unitary eigenproblems and related orthogonal functions

Summary. This paper explores the relationship between certain inverse unitary eigenvalue problems and orthogonal functions. In particular, the inverse eigenvalue problems for unitary Hessenberg matrices and for Schur parameter pencils are considered. The Szeg? recursion is known to be identical to the Arnoldi process and can be seen as an algorithm for solving an inverse unitary Hessenberg eigenvalue problem. Reformulation of this inverse unitary Hessenberg eigenvalue problem yields an inverse eigenvalue problem for Schur parameter pencils. It is shown that solving this inverse eigenvalue problem is equivalent to computing Laurent polynomials orthogonal on the unit circle. Efficient and reliable algorithms for solving the inverse unitary eigenvalue problems are given which require only O() arithmetic operations as compared with O() operations needed for algorithms that ignore the structure of the problem. Received April 3, 1995 / Revised version received August 29, 1996     

Generalized factorization for N×N Daniele–Khrapkov matrix functions

A generalization to N×N of the 2×2 Daniele–Khrapkov class of matrix‐valued functions is proposed. This class retains some of the features of the 2×2 Daniele–Khrapkov class, in particular, the presence of certain square‐root functions in its definition. Functions of this class appear in the study of finite‐dimensional integrable systems. The paper concentrates on giving the main properties of the class, using them to outline a method for the study of the Wiener–Hopf factorization of the symbols of this class. This is done through examples that are completely worked out. One of these examples corresponds to a particular case of the motion of a symmetric rigid body with a fixed point (Lagrange top). Copyright © 2001 John Wiley & Sons, Ltd.     

Hermite‐Padé Approximants for a Pair of Cauchy Transforms with Overlapping Symmetric Supports

Hermite‐Padé approximants of type II are vectors of rational functions with a common denominator that interpolate a given vector of power series at infinity with maximal order. We are interested in the situation when the approximated vector is given by a pair of Cauchy transforms of smooth complex measures supported on the real line. The convergence properties of the approximants are rather well understood when the supports consist of two disjoint intervals (Angelesco systems) or two intervals that coincide under the condition that the ratio of the measures is a restriction of the Cauchy transform of a third measure (Nikishin systems). In this work we consider the case where the supports form two overlapping intervals (in a symmetric way) and the ratio of the measures extends to a holomorphic function in a region that depends on the size of the overlap. We derive Szeg?‐type formulae for the asymptotics of the approximants, identify the convergence and divergence domains (the divergence domains appear for Angelesco systems but are not present for Nikishin systems), and show the presence of overinterpolation (a feature peculiar for Nikishin systems but not for Angelesco systems). Our analysis is based on a Riemann‐Hilbert problem for multiple orthogonal polynomials (the common denominator).© 2016 Wiley Periodicals, Inc.     

On realization of the Kreĭn–Langer class Nκ of matrix‐valued functions in Pontryagin spaces

In this paper the realization problems for the Kre?n–Langer class N_κ of matrix‐valued functions are being considered. We found the criterion when a given matrix‐valued function from the class N_κ can be realized as linear‐fractional transformation of the transfer function of canonical conservative system of the M. Livsic type (Brodskii–Livsic rigged operator colligation) with the main operator acting on a rigged Pontryagin space Π_κ with indefinite metric. We specify three subclasses of the class N_κ (R) of all realizable matrix‐valued functions that correspond to different properties of a realizing system, in particular, when the domains of the main operator of a system and its conjugate coincide, when the domain of the hermitian part of a main operator is dense in Π_κ . Alternatively we show that the class N_κ (R) can be realized as transfer matrix‐functions of some canonical impedance systems with self‐adjoint main operators in rigged spaces Π_κ . The case of scalar functions of the class N_κ (R) is considered in details and some examples are presented. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Szegő’s theorem for matrix orthogonal polynomials

We extend some classical theorems in the theory of orthogonal polynomials on the unit circle to the matrix case. In particular, we prove a matrix analogue of Szeg?’s theorem. As a by-product, we also obtain an elementary proof of the distance formula by Helson and Lowdenslager.     

On a class of extremal solutions of a moment problem for rational matrix-valued functions in the nondegenerate case II

The main theme of this paper is the discussion of a family of extremal solutions of a finite moment problem for rational matrix functions in the nondegenerate case. We will point out that each member of this family is extremal in several directions. Thereby, the investigations below continue the studies in Fritzsche et al. (in press) [1]. In doing so, an application of the theory of orthogonal rational matrix functions with respect to a nonnegative Hermitian matrix Borel measure on the unit circle is used to get some insights into the structure of the extremal solutions in question. In particular, we explain characterizations of these solutions in the whole solution set in terms of orthogonal rational matrix functions. We will also show that the associated Riesz-Herglotz transform of such a particular solution admits specific representations, where orthogonal rational matrix functions are involved.     

Polynomial zerofinders based on Szegő polynomials

The computation of zeros of polynomials is a classical computational problem. This paper presents two new zerofinders that are based on the observation that, after a suitable change of variable, any polynomial can be considered a member of a family of Szegő polynomials. Numerical experiments indicate that these methods generally give higher accuracy than computing the eigenvalues of the companion matrix associated with the polynomial.     

The distribution of zeros of asymptotically extremal polynomials

In this paper, we study the asymptotic behavior of the zeros of a sequence of polynomials whose weighted norms have the same nth root behavior as the weighted norms for certain extremal polynomials. Our results include as special cases several of the previous results of Erd s, Freud, Jentzsch, Szeg and Blatt, Saff, and Simkani. Applications are given concerning the zeros of orthogonal polynomials over a smooth Jordan curve (in particular, on the unit circle) and the zeros of polynomials of best approximation on R to nonentire functions.     

More on a class of extremal solutions of a moment problem for rational matrix-valued functions in the nondegenerate case

The main subject of the paper is an in-depth analysis of Weyl matrix balls which are associated with a finite moment problem for rational matrix functions in the nondegenerate case. Thereby, the investigations tie in with preceding studies on a class of extremal solutions of the moment problem in question. We will point out that each member of this class is also extremal concerning the parameters of Weyl matrix balls. The considerations lead to characterizations of these particular solutions within the whole solution set of the problem. In doing so, an application of the theory of orthogonal rational matrix functions with respect to a nonnegative Hermitian matrix Borel measure on the unit circle is used to get that insight.