2024/05/24 by Cui Yufang, Yufang, Cui
Mathematics · #FOS: Mathematics #Numerical Analysis (math.NA) #Numerical methods for differential equations #Optimization and Control (math.OC)
paper · pdf · doi:10.48550/arxiv.2405.15533
openalex publication_date 2024/05/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Nevanlinna-Pick interpolation problem has been widely studied in recent decades, however, the known algorithm is not simplistic and robust enough. This paper provide a new method to solve the Nevanlinna-Pick interpolation problem with degree constraint. It is based on the covariance extension equation proposed by Byrnes and Lindquist. A reformulation of the Nevanlinna-Pick interpolation problem is achieved and then solved by continuation method. This method need not calculate the initial value and a numerical example illustrates robustness and effciency of the proposed procedure