Matrix valued interpolation and truncated Hamburger moment problems

DOI10.1007/BF01275515MaRDI QIDQ5957559zbMATH OpenFDO

Authors Dušan Georgijević

Publication date 24 August 2002

Published in Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01275515

zbMATH Keywords

Hamburger moment problemLoewner interpolationmoment problemsoperator valued functionsPick functiontangential interpolation

Mathematics Subject Classification ID

Moment problems and interpolation problems in the complex plane (30E05) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56)

Review text

In a single node Loewner problem one has to recover a Pick or Nevanlinna function (analytic and with positive imaginary part in the open upper half plane) when at the node the nontangential boundary limits for the function and its derivatives are prescribed. In this paper, a matrix version is analysed where finitely many of these boundary conditions are prescribed and these conditions should only hold when the solution is restricted to certain subspaces. This corresponds to a generalization of a truncated directional Nevanlinna-Pick interpolation problem where the directions are the one-dimensional subspaces where the interpolation conditions have to hold. The formulation is in terms of operators on finite dimensional Hilbert spaces. A necessary and sufficient condition for the solvability of the problem is proved to be a direct generalization of the fact that the Pick kernel for the problem has to be nonnegative. The restricted (moment matching in certain subspaces) and truncated (a finite number of moments are given) matrix valued Hamburger moment problem is discussed as a direct corollary of the previous problem. Here the necessary and sufficient condition for solvability is that the Hankel kernel is nonnegative.

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Cited in

(5)

• The truncated Hamburger matrix moment problems in the nondegenerate and degenerate cases, and matrix continued fractions
• Truncated Hamburger moment problems with constraints
• On maximum mass measures in truncated matricial Hamburger moment problems and related interpolation problems
• On boundary Nevanlinna--Pick interpolation for Carathéodory matrix functions
• On hermitian block Hankel matrices, matrix polynomials, the Hamburger moment problem, interpolation and maximum entropy

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