An estimate of approximation of a matrix-valued function by an interpolation polynomial

Abstract: Let

A

be a square complex matrix,

z_{1}

, ...,

z_{n} i n m a t h b b C

be (possibly repetitive) points of interpolation,

f

be analytic in a neighborhood of the convex hull of the union of the spectrum of

A

and the points

z_{1}

, ...,

z_{n}

, and

p

be the interpolation polynomial of

f

, constructed by the points

z_{1}

, ...,

z_{n}

. It is proved that under these assumptions

Vert f(A)-p(A)Vertlefrac1{n!} max_{tin[0,1];,muin ext{co}{z_1,z_{2},dots,z_{n}}}�iglVertOmega(A)f^{{(n)}} �igl((1-t)mumathbf1+tA�igr)�igrVert,

where

O m e g a (z) = p r o d_{k = 1}^{n} (z - z_{k})

.

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