Treffer: A fast algorithm for scalar Nevanlinna-Pick interpolation
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In this paper, we derive a fast algorithm for the scalar Nevanlinna-Pick interpolation. Given n distinct points zi in the unit disk |z| < 1 and n complex numbers wi satisfying the Pick condition for 1 ≤ i ≤ n, the new Nevanlinna-Pick interpolation algorithm requires only O(n) arithmetic operations to evaluate the interpolatory rational function at a particular value of z, in contrast to the classical algorithm which requires O(n2) arithmetic operations to compute the so-called Fenyves array (which is inherent in the classical algorithm). The new algorithm bypasses the generation of the Fenyves array to speed up the computation, and also yields a parallel scheme requiring only O(log n) arithmetic operations on a concurrent-read, exclusive-write parallel random access machine with n processors.