Pick matrix

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In mathematics, a Pick matrix is a matrix which occurs in the study of interpolation problems, for analytic functions.

It is defined as

P=\left[\frac{u_i^* u_i - v_j^* v_j}{1-f_i^* f_j}\right]^{n-1}_{i,j=0}

where (ui) and (vi) are column vectors of dimension p and q, respectively; and z* denotes the complex conjugate of z. Here fi are complex numbers inside the unit circle. That is,

| fi | < 1.
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