On rank variation of block matrices generated by Nevanlinna matrix functions

Within the framework of the multiple Nevanlinna–Pick matrix interpolation and its related matrix moment problem, we study the rank of block moment matrices of various kinds, generalized block Pick matrices and generalized block Loewner matrices, as well as their Potapov modifications, generated by Nevanlinna matrix functions, and derive statements either on rank (or inertia) invariance in different senses or on rank variation of such types of block matrices (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

E_m函数类中Nevanlinna-Pick插值与广义Stieltjes矩量问题

令E\-m=(-∞,∞)＼∪[DD(]m[]j=1[DD)](α\-j,β\-j).函数类[WTHT]N[WTBX](E\-m)表示在上半复平面解析且虚部非负,在诸(α\-j,β\-j)(j=1,…,m)内解析且为实值的函数全体.该文用Hankel 向量方法建立[WTHT]N[WTBX](E\-m)函数类 中含有限(或无限可数)插值点的Nevanlinna Pick 问题与集合E\-m上 相关的非标准截断(或全)广义Stieltjes 矩量问题解集之间的一一对应.用类似于Riesz的办法建立E\-m上非标准截断广义Stieltjes矩量问题的可解性准则,从而获得了[WTHT]N[WTBX](E\-m)函数类中Nevanlinna Pick问题的可解性准则.     

一类Nevanlinna-Pick问题的Toeplitz向量方法

首次应用改进的Ｔｏｅｐｌｉｔｚ向量方法刻划Ｃａｒａｔｈｅｏｄｏｒｙ函数类中含多重零插值点的Ｎｅｖａｎ ｌｉｎｎａ Ｐｉｃｋ问题与截断的三角矩量问题之间的内在联系，从而给出这类Ｎｅｖａｎｌｉｎｎａ Ｐｉｃｋ问题的可解性准则和通解的参数化表示．     

Multiple point interpolation in Nevanlinna classes

A Nevanlinna-Pick type interpolation problem for generalized Nevanlinna functions is considered. We prescribe the values of the function and its derivatives up to a certain order at finitely many points of the upper half plane. An operator theoretic approach is used to parametrize the solutions of this interpolation problem by means of selfadjoint extensions of a certain symmetry.     

On Hermitian block Hankel matrices,matrix polynomials,the Hamburger moment problem,interpolation and maximum entropy

Reproducing kernel space methods are used to study the truncated matrix Hamburger moment problem on the line, an associated interpolation problem and the maximum entropy solution. Enroute a number of formulas are developed for orthogonal matrix polynomials associated with a block Hankel matrix (based on the specified matrix moments for the Hamburger problem) under less restrictive conditions than positive definiteness. An analogue of a recent formula of Alpay-Gohberg and Gohberg-Lerer for the number of roots of certain associated matrix polynomials is also established.The author would like to acknowledge with thanks Renee and Jay Weiss for endowing the chair which supported this research.     

A Naimark Dilation Perspective of Nevanlinna-Pick Interpolation

In this paper a positive real tangential Nevanlinna-Pick interpolation problem with interpolation at operator points is solved. The Naimark dilation theorem together with the state space method from systems theory are used to obtain a parameterization for the set of all solutions. Explicit state space formulas are given for both the singular and non-ingular case. In the proofs the solution of an intermediate isometric extension problem plays an important role.     

On rank invariance of generalized Schwarz-Pick-Potapov block matrices of matrix-valued Carathéodory functions

In view of a multiple Nevanlinna-Pick interpolation problem, we study the rank of generalized Schwarz-Pick-Potapov block matrices of matrix-valued Carathéodory functions. Those matrices are determined by the values of a Carathéodory function and the values of its derivatives up to a certain order. We derive statements on rank invariance of such generalized Schwarz-Pick-Potapov block matrices. These results are applied to describe the case of exactly one solution for the finite multiple Nevanlinna-Pick interpolation problem and to discuss matrix-valued Carathéodory functions with the highest degree of degeneracy.     

Minimum w-entropy interpolants for matricial Carathéodory functions and maximum determinant completions of associated block Pick matrix

The so-called modified block Toeplitz vector approach is used to connect a class of particular solutions G_w for w∈D of a nondegenerate interpolation problem of the Nevanlinna-Pick type with a class of particular solutions F_w of a certain matricial Carathéodory coefficient problem in a transparent way. This will suggest a simple approach to the minimum w-entropy interpolants and the maximum determinant completions of the associated block Pick matrix within the framework of that Nevanlinna-Pick type interpolation problem by using the known assertions corresponding to F_w. It turns out that G_w(w∈D) is exactly or provides us with the unique solution to these two extremal problems in a manner.     

Solution of a multiple Nevanlinna–Pick problem for Carathéodory functions via orthogonal rational functions in the matrix case

We consider an interpolation problem of Nevanlinna–Pick type for matrix‐valued Carathéodory functions, where the values of the functions and its derivatives up to certain orders are given at finitely many points of the open unit disk. For the non‐degenerate case, i.e., in the particular situation that a specific block matrix (which is formed by the given data in the problem) is positive Hermitian, the solution set of this problem is described in terms of orthogonal rational matrix‐valued functions. These rational matrix functions play here a similar role as Szegő's orthogonal polynomials on the unit circle in the classical case of the trigonometric moment problem. In particular, we present and use a connection between Szegő and Schur parameters for orthogonal rational matrix‐valued functions which in the primary situation of orthogonal polynomials was found by Geronimus. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Step-by-step solving of ordered interpolation problem for stieltjes functions

We investigate a step-by-step solving of ordered generalized interpolation problems for Stieltjes matrix functions and obtain a multiplicative representation for the sequence of resolvent matrices. Thematrix factors inmultiplicative representations of the resolventmatrices are expressed through the Schur–Stieltjes parameters, for which we obtain explicit formulas and give an algorithm of step-by-step solving of Stieltjes type interpolation problems. As examples, we consider step-by-step solutions of the Stieltjes matrix moment problem and the problems by Nevanlinna–Pick and Caratheodory.     

Rational matrix functions associated with the Nevanlinna-Pick problem in the class <Emphasis Type="Italic">S</Emphasis>[<Emphasis Type="Italic">a,b</Emphasis>] and orthogonal on a compact interval

We consider the interpolation Nevanlinna-Pick problem with infinitely many interpolation nodes in the class S[a, b] and rational matrix functions associated with this problem and orthogonal on the segment [a, b]. We obtain a criterion of complete indeterminacy of the Nevanlinna-Pick problem in terms of orthogonal rational matrix functions. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 6, pp. 764–770, June, 2007.     

On Distinguished Solutions of Truncated Matricial Hamburger Moment Problems

We study two slightly different versions of the truncated matricial Hamburger moment problem. A central topic is the construction and investigation of distinguished solutions of both moment problems under consideration. These solutions turn out to be nonnegative Hermitian q × q Borel measures on the real axis which are concentrated on a finite number of points. These points and the corresponding masses will be explicitly described in terms of the given data. Furthermore, we investigate a particular class of sequences (s_j)^∞_{j = 0} of complex q × q matrices for which the corresponding infinite matricial Hamburger moment problem has a unique solution. Our approach is mainly algebraic. It is based on the use of particular matrix polynomials constructed from a nonnegative Hermitian block Hankel matrix. These matrix polynomials are immediate generalizations of the monic orthogonal matrix polynomials associated with a positive Hermitian block Hankel matrix. We generalize a classical theorem due to Kronecker on infinite Hankel matrices of finite rank to block Hankel matrices and discuss its consequences for the nonnegative Hermitian case.     

The scalar Nevanlinna-Pick interpolation problem with boundary conditions

We show that if the Nevanlinna-Pick interpolation problem is solvable by a function mapping into a compact subset of the unit disc, then the problem remains solvable with the addition of any number of boundary interpolation conditions, provided the boundary interpolation values have modulus less than unity. We give new, inductive proofs of the Nevanlinna-Pick interpolation problem with any finite number of interpolation points in the interior and on the boundary of the domain of interpolation (the right half plane or unit disc), with function values and any finite number of derivatives specified. Our solutions are analytic on the closure of the domain of interpolation. Our proofs only require a minimum of matrix theory and operator theory. We also give new, straightforward algorithms for obtaining minimal H_∞ norm solutions. Finally, some numerical examples are given.     

A generalized Stieltjes criterion for the complete indeterminacy of interpolation problems

The main result of this paper is a generalized Stieltjes criterion for the complete indeterminacy of interpolation problems in the Stieltjes class. This criterion is a generalization to limit interpolation problems of the classical Stieltjes criterion for the indeterminacy of moment problems. It is stated in terms of the Stieltjes parameters M _j and N _j . We obtain explicit formulas for the Stieltjes parameters. General constructions are illustrated by examples of the Stieltjes moment problem and the Nevanlinna-Pick problem in the Stieltjes class.     

Growth properties of Nevanlinna matrices for rational moment problems

We consider rational moment problems on the real line with their associated orthogonal rational functions. There exists a Nevanlinna-type parameterization relating to the problem, with associated Nevanlinna matrices of functions having singularities in the closure of the set of poles of the rational functions belonging to the problem. We prove results related to the growth at the singularities of the functions in a Nevanlinna matrix, and in particular provide bounds on the growth analogous to the corresponding result in the classical polynomial case, when the number of singularities is finite.     

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.     

Mixed Löwner and Nevanlinna-Pick Interpolation

A mixed type, L?wner and Nevanlinna-Pick directional two-sided interpolation problem is considered. A necessary and sufficient condition for the problem to have a solution is established, in terms of properties of the Pick kernel to the problem. As well, a parametrization of the set of all real rational solutions of minimal degree is given. The corresponding Nevanlinna-Pick boundary-interior interpolation problem is also considered and a solvability condition for it is obtained. The approach to the problem is via functional Hilbert spaces.     

On two particular cases of solving the normal Hankel problem

The normal Hankel problem is one of characterizing all the complex matrices that are normal and Hankel at the same time. The matrix classes that can contain normal Hankel matrices admit a parameterization by real 2 × 2 matrices with determinant one. Here, the normal Hankel problem is solved in the case where the characteristic matrix of a given class is an order two Jordan block for the eigenvalue 1 or ?1.     

Nevanlinna-Pick interpolation with boundary data

Versions of the Nevanlinna-Pick interpolation problem with boundary interpolation nodes and boundary interpolated values are investigated.