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Pick matrix : ウィキペディア英語版
Nevanlinna–Pick interpolation
In complex analysis, given ''initial data'' consisting of n points \lambda_1, \ldots, \lambda_n in the complex unit disc \mathbb and ''target data'' consisting of n points z_1, \ldots, z_n in \mathbb, the Nevanlinna–Pick interpolation problem is to find a holomorphic function \varphi that interpolates the data, that is for all i,
:\varphi(\lambda_i) = z_i,
subject to the constraint \left\vert \varphi(\lambda) \right\vert \le 1 for all \lambda \in \mathbb.
Georg Pick and Rolf Nevanlinna solved the problem independently in 1916 and 1919 respectively, showing that an interpolating function exists if and only if a matrix defined in terms of the initial and target data is positive semi-definite.
==Background==
The Nevanlinna-Pick theorem represents an n point generalization of the Schwarz lemma. The invariant form of the Schwarz lemma states that for a holomorphic function f:\mathbb\to\mathbb, for all \lambda_1, \lambda_2 \in \mathbb,
: \left|\frac\right| \leq \left|\frac\right|.
Setting f(\lambda_i)=z_i, this inequality is equivalent to the statement that the matrix given by
:\begin \frac & \frac
\\ \frac & \frac \end \geq 0,
that is the ''Pick matrix'' is positive semidefinite.
Combined with the Schwarz lemma, this leads to the observation that for \lambda_1, \lambda_2, z_1, z_2 \in \mathbb, there exists a holomorphic function \varphi:\mathbb \to \mathbb such that \varphi(\lambda_1) = z_1 and \varphi(\lambda_2)=z_2 if and only if the Pick matrix
:\left(\frac\right)_ \geq 0.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Nevanlinna–Pick interpolation」の詳細全文を読む



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