The Matricial Carathéodory Problem in Both Nondegenerate and Degenerate Cases
Bernd Fritzsche, Bernd Kirstein, Andreas Lasarow · Birkhäuser Basel eBooks · 2006
The main goal of this paper is to present a new approach to both the nondegenerate and degenerate case of the matricial Carathéodory problem. This approach is based on the analysis of central matrix-valued Carathéodory functions which was started in [ FK1 ] and then continued in [ FK3 ]. In the nondegenerate situation we will see that the parametrization of the solution set obtained here coincides with the well-known formula of D.Z. Arov and M.G. Krein for that case (see [ AK ]).