Darboux transformations of Jacobi matrices and Padé approximation

Maxim Derevyagin, Vladimir Derkach

Published 2010-12-16, updated 2011-06-06Version 2

Let J be a monic Jacobi matrix associated with the Cauchy transform F of a probability measure. We construct a pair of the lower and upper triangular block matrices L and U such that J=LU and the matrix J_c=UL is a monic generalized Jacobi matrix associated with the function F_c(z)=zF(z)+1. It turns out that the Christoffel transformation J_c of a bounded monic Jacobi matrix J can be unbounded. This phenomenon is shown to be related to the effect of accumulating at infinity of the poles of the Pad\'e approximants of the function F_c although F_c is holomorphic at infinity. The case of the UL-factorization of J is considered as well.