A robust solver using a continuation method for Nevanlinna-Pick interpolation with degree constraint

The paper is concerned with computational aspects in solving the Nevanlinna-Pick interpolation problem with degree constraint tackled by Byrnes, Georgiou and Lindquist (2001). The previous solver for obtaining a positive real interpolant with a bounded degree sometimes reveals numerical difficulties caused by the inaccuracy of spectral factorization and the ill-conditioning of a system of linear equations. The solver is modified so that it does not have these drawbacks. The modified approach is based on a continuation method with predictor-corrector steps. The proposed solver turns out to be quite efficient and numerically robust