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In [[complex analysis]], '''Nevanlinna–Pick interpolation''' is the problem of finding a [[holomorphic function]] from the unit disc to the unit disc (denoted <math>\mathbb{D}</math>), which takes specified points to specified points. Equivalently, it is the problem of finding a holomorphic function ''f'' which [[interpolate]]s a data set, subject to the upper bound <math>\left\vert f(z) \right\vert \le 1</math> for all <math>z \in \mathbb{D}</math>.
 
More formally, if ''z''<sub>1</sub>, ..., ''z''<sub>''N''</sub> and ''w''<sub>1</sub>, ..., ''w''<sub>''N''</sub> are collections of points in the unit disc, the Nevanlinna–Pick problem is the problem of finding a holomorphic function
 
:<math>f:\mathbb{D}\to\mathbb{D}</math>
 
such that
 
:''f''(''z<sub>i</sub>'') = ''w<sub>i</sub>'' for all ''i'' between 1 and ''N''.
 
The problem was independently solved by [[Georg Alexander Pick|G. Pick]] and [[Rolf Nevanlinna|R. Nevanlinna]] in 1916 and 1919 respectively. It was shown that such an ''f'' exists if and only if the [[Pick matrix]]
 
:<math>\left( \frac{1-w_i \overline{w_j}}{1-z_i \overline{z_j}} \right)_{i,j=1}^N</math>
 
is [[positive definite matrix|positive semi-definite]]. Also, the function ''f'' is unique if and only if the Pick matrix has zero [[determinant]]. Pick's original proof was based on [[Blaschke product]]s. Pick-Nevanlinna interpolation was introduced
into [[robust control]] by [[Allen Tannenbaum]].
 
The [[Cayley transform]] can be used to to solve the Pick–Nevanlinna problem for the complex half plane.{{citation needed|date=August 2012}}
 
==Generalisation==
It can be shown that the [[Hardy space]] ''H''<sup>&nbsp;2</sup> is a [[reproducing kernel Hilbert space]], and that its reproducing kernel (known as the [[Gábor Szegő|Szegő]] kernel) is
 
:<math>K(a,b)=\left(1-b \bar{a} \right)^{-1}.\,</math>
 
Because of this, the Pick matrix can be rewritten as
 
:<math>\left( (1-w_i \overline{w_j}) K(z_j,z_i)\right)_{i,j=1}^N.\,</math>
 
This description of the solution has motivated various attempts to generalise Nevanlinna and Pick's result.
 
The Nevanlinna–Pick problem can be generalised to that of finding a holomorphic function <math>f:R\to\mathbb{D}</math> that interpolates a given set of data, where ''R'' is now an arbitrary region of the complex plane.
 
M. B. Abrahamse showed that if the boundary of ''R'' consists of finitely many analytic curves (say ''n''&nbsp;+&nbsp;1), then an interpolating function ''f'' exists if and only if
 
:<math>\left( (1-w_i \overline{w_j}) K_\lambda (z_j,z_i)\right)_{i,j=1}^N\,</math>
 
is a positive semi-definite matrix, for all ''λ'' in the [[n-torus|''n''-torus]]. Here, the ''K<sub>λ</sub>''s are the reproducing kernels corresponding to a particular set of reproducing kernel Hilbert spaces, which are related to the set ''R''. It can also be shown that ''f'' is unique if and only if one of the Pick matrices has zero determinant.
 
==References==
 
*{{cite book
  | last = Agler
  | first = Jim
  | coauthors = John E. McCarthy
  | title = Pick Interpolation and Hilbert Function Spaces
  | publisher = [[American Mathematical Society|AMS]]
  | series = Graduate Studies in Mathematics
  | year = 2002
  | isbn = 0-8218-2898-3 }}
*{{cite journal
| first = M. B.
| last = Abrahamse
| title = The Pick interpolation theorem for finitely connected domains
| year = 1979
| journal = Michigan Math. J.
| volume = 26
| issue = 2
| pages = 195–203
| doi = 10.1307/mmj/1029002212
}}
*{{cite journal
| first = Allen
| last = Tannenbaum
| title = Feedback stabilization of linear dynamical plants with uncertainty in the gain factor
| year = 1980
| journal = Int. Journal Control
| volume = 32
| issue = 1
| pages = 1–16
}}
 
{{DEFAULTSORT:Nevanlinna-Pick interpolation}}
[[Category:Interpolation]]

Latest revision as of 02:35, 13 February 2013

In complex analysis, Nevanlinna–Pick interpolation is the problem of finding a holomorphic function from the unit disc to the unit disc (denoted ), which takes specified points to specified points. Equivalently, it is the problem of finding a holomorphic function f which interpolates a data set, subject to the upper bound for all .

More formally, if z1, ..., zN and w1, ..., wN are collections of points in the unit disc, the Nevanlinna–Pick problem is the problem of finding a holomorphic function

such that

f(zi) = wi for all i between 1 and N.

The problem was independently solved by G. Pick and R. Nevanlinna in 1916 and 1919 respectively. It was shown that such an f exists if and only if the Pick matrix

is positive semi-definite. Also, the function f is unique if and only if the Pick matrix has zero determinant. Pick's original proof was based on Blaschke products. Pick-Nevanlinna interpolation was introduced into robust control by Allen Tannenbaum.

The Cayley transform can be used to to solve the Pick–Nevanlinna problem for the complex half plane.Potter or Ceramic Artist Truman Bedell from Rexton, has interests which include ceramics, best property developers in singapore developers in singapore and scrabble. Was especially enthused after visiting Alejandro de Humboldt National Park.

Generalisation

It can be shown that the Hardy space H 2 is a reproducing kernel Hilbert space, and that its reproducing kernel (known as the Szegő kernel) is

Because of this, the Pick matrix can be rewritten as

This description of the solution has motivated various attempts to generalise Nevanlinna and Pick's result.

The Nevanlinna–Pick problem can be generalised to that of finding a holomorphic function that interpolates a given set of data, where R is now an arbitrary region of the complex plane.

M. B. Abrahamse showed that if the boundary of R consists of finitely many analytic curves (say n + 1), then an interpolating function f exists if and only if

is a positive semi-definite matrix, for all λ in the n-torus. Here, the Kλs are the reproducing kernels corresponding to a particular set of reproducing kernel Hilbert spaces, which are related to the set R. It can also be shown that f is unique if and only if one of the Pick matrices has zero determinant.

References

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