We consider the interpolation Nevanlinna-Pick problem with infinitely many interpolation nodes in the class S [ a, b ] and rational matrix functions associated with this problem and orthogonal on the segment [ a, b ]. We obtain a criterion of complete indeterminacy of the Nevanlinna-Pick problem in terms of orthogonal rational matrix functions. The class of analytic functions S [ a, b ] was introduced by Krein in connection with the investigation of the problem of moments on a compact interval [1, p. 527]. A truncated Nevanlinna -Pick problem in the matrix class S [ a, b ] was studied in [2, 3].In the present paper, we consider the Nevanlinna-Pick problem in the class S [ a, b ] with infinitely many complex interpolation nodes and two families of rational matrix functions { P r, (n) } [(see (15)] associated with this problem. Theorems 3 and 4 are the main results of the present paper. Theorem 3 establishes the orthonormality of the family { P 1, (n) } with respect to the matrix weight ( b -t ) dσ ( t ) and the family { P 2, (n) } with respect to the matrix weight ( t -a ) dσ ( t ) [see (16)]. Theorem 4 gives a criterion of complete indeterminacy of the Nevanlinna-Pick problem in terms of convergence of the series from { P r, (n) } [see (18)].
Nevanlinna -Pick Problem in the Class S [ [ [ [ a, b ] ] ] ]We fix real numbers a < b and a natural number m. Denote C -= { z ∈ C : Im z < 0 }, C + = { z ∈ C : Im z > 0 }, and C ± = C -∪ C + . Further, by C m × m we denote the set of complex square matrices of order m, by C H the set of Hermitian matrices, and by C ≥ × m m and C > × m m the sets of nonnegative and positive matrices, respectively. The nonnegative (positive) matrices are also denoted by A ≥ 0 ( A > 0 ). Let I m ∈ C m × m and 0 m ∈ C m × m be the identity and null matrices, respectively, and let S [ a, b ] be the set of holomorphic matrix functions s : C \ [ a, b ] → C m × m such that s z s z z z ( ) − ( ) − * ≥ 0 ∀z ∈ C ± , s ( x ) ≥ 0 ∀x ∈ R \ [ a, b ].