On maximum entropy interpolants and maximum determinant completions of associated Pick matrices |
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Authors: | Harry Dym Israel Gohberg |
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Institution: | (1) Department of Theoretical Mathematics, The Weizmann Institute of Science, 76100 Rehovot, Israel;(2) Raymond and Beverly Sackler Faculty of Exact Sciences, School of Mathematical Sciences, Ramat-Aviv, Israel |
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Abstract: | In this paper we shall show that the value of the maximum -entropy solution of an interpolation problem of the Nevanlinna-Pick type at the point maximizes the determinant of the solution of an associated matrix completion problem. This serves to show that the solutions of two distinct extremal problems coincide.Harry Dym wishes to express his thanks to Renee' and Jay Weiss for endowing the chair which supports his research. |
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Keywords: | Primary 47A57 Secondary 30E05 |
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