Using covariance extension equation to solve the Nevanlinna-Pick interpolation with degree constraint
<|reference_start|>Using covariance extension equation to solve the Nevanlinna-Pick interpolation with degree constraint: 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<|reference_end|>
@article{yufang2024using,
    title={Using covariance extension equation to solve the Nevanlinna-Pick
  interpolation with degree constraint},
    author={Cui Yufang},
    journal={arXiv preprint arXiv:2405.15533},
    year={2024},
    archivePrefix={arXiv},
    eprint={2405.15533},
    primaryClass={math.NA cs.NA math.OC}
}