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Finite-budget QZ iteration with homogeneous status and residual output
Definition
Input a regular pencil with ,
, a nonnegative integer sweep budget , and a finite stored real tolerance
. Real input data are embedded in . Scalar updates of the
stored matrices use the operationwise model of
Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add.
Use zero-based matrix indices throughout. Each active block includes
both endpoints; its relative coordinate is global index .
Use the canonical stored Givens generator and application order of
Scaled real and complex Householder and Givens update arithmetic, with the common-pair
orientations and explicit coefficients of
Common computed Givens actions certify both pencil matrices and factor residuals. Generate each rotation ONCE
and apply its same stored coefficients to BOTH matrices. Retain the exact
normalized unitary representatives as product records, never as purported
stored dense unitary matrices. Left rotations annihilate a column's second
entry; right rotations annihilating a row's first entry use the coordinate
reversal/adjoint construction of that lemma. After each genuine matrix target
application write only its intended target to exact zero and include that
write in the local coefficient . An external-vector application has
coefficient and no matrix-target overwrite. Local roundoff certification
requires ; otherwise retain diagnostics with certificate-inconclusive. Record each elementary
rotation separately. If the source cannot produce its admissible factor,
return range-failure or certificate-inconclusive with diagnostics.
- Execute the finite index loops of Givens reduction of a matrix pair to Hessenberg-triangular form with these COMPUTED common rotations: triangularize with left targets ; then reduce with left targets followed by right targets . Every application updates both whole arrays. The exact initializer and Givens reduction terminates with a unitary-equivalent Hessenberg-triangular pair supply the index schedule and support induction, not exact rounded reconstruction. Retain each local factor and residual defined against its exact representative. Include structural target writes in that local arithmetic residual. Record all OTHER explicit zero writes separately: their post-action perturbations are pulled back by the local factor adjoints before entering the pre-action ledger. A pure tolerance write is an identity-factor stage. Never count a structural write twice.
Initialize the sweep counter to zero. Process active blocks in increasing first
index, splitting them at exact zero subdiagonals of . In each deflation
pass execute step 2, then repeat step 3 for the smallest available non-isolated
zero diagonal of until none remains or a status exits. Then run step 5; if
it returns a status, stop. Otherwise, if the sweep counter equals , return
budget-exhausted. If not, increment the counter, execute step 4 on all
remaining active blocks, and repeat the deflation pass. In particular
permits initialization/deflation but no step-4 sweep.
-
On each active block , apply the following deflation tests before a sweep. For , set to zero when and record the negative of its old value at that position in , with all other entries zero. For , set to zero when using zero for a missing boundary term outside the active block, and record the negative of the old value at that position in , with all other entries zero. Treat each write as a separate identity-factor stage, so the new matrix is the old matrix plus its recorded perturbation. Evaluate each displayed modulus by the canonical rounded scaled two-component norm; evaluate its additions and tolerance product with the declared rounded real operations, then compare the stored finite values exactly. Excluded operations return
range-failure. The tests mean these rounded comparisons, not an assertion about exact moduli at the threshold. Save the actual old entries, so their deflation perturbations remain exact regardless of the test. A one-by-one diagonal pair at is isolated when and , omitting a boundary entry when or . If it has and , report an infinite candidate for the computed pencil and deflate it from the active block. If the isolated diagonal pair is , returnsingular-pencil-suspectedwithout assigning an eigenvalue. -
To move a non-isolated zero to the top of its active block, for generate a right factor from the row pair and apply it to columns , setting to zero. Then, when , generate a left factor from and apply it to rows , setting the resulting bulge to zero. Finally, when , generate a left factor from and apply it to rows , setting to zero. Record all rounded update residuals and target writes. If this isolates with , report the infinite candidate and remove the first row/column from the active block. If the isolated pair is , return
singular-pencil-suspected; if isolation fails, returncertificate-inconclusive. Each successful isolation removes one index, so at most such removals occur. -
For each remaining active block with more than one row in the current sweep, choose the homogeneous shift if this pair is nonzero and ; if , use . Write and , with relative indices , and form Compute using the declared rounded complex products/subtractions and generate a left factor from . Apply it to relative rows of both matrices without a matrix-target overwrite. Its rounding changes the selected factor, not its application certificate. Generate a right factor from the row pair and apply it to relative columns , setting to zero. For relative , generate a left factor from and apply it to rows , setting the current Hessenberg bulge to zero; then generate a right factor from and apply it to columns , setting to zero. Update and retain the products ; record every local residual including its structural target write. Apply the embedded transformations to the entire pair, retaining the transformed off-block data. All divisions by a generalized eigenvalue ratio are avoided.
-
After each infinite isolation and before every successful return, scan all isolated diagonal pairs. Any pair returns
singular-pencil-suspectedwithout an eigenvalue. Stop withqz-computedonly when is upper triangular and every diagonal pair is nonzero. Otherwise stop after sweeps withbudget-exhausted. Range failures returnrange-failurewith partial factors; unavailable local certificates returncertificate-inconclusive. Neither a rounded diagnostic nor a tolerance-induced infinite candidate asserts an exact infinite eigenvalue of the original pencil.
For local-accumulation bounds use for matrix-target actions and for external-vector/raw actions, plus the separately saved actual tolerance perturbations. For an independent residual certificate execute the factor-action/column procedure of Common computed Givens actions certify both pencil matrices and factor residuals: use stored raw kernels without zero overwrites, propagate their allowances, use Rounded matrix products give certified linear and normal-equation residual allowances only on STORED matvec inputs, and include the final subtraction allowance. Exact normalized factor entries are not silently treated as stored inputs. Evaluate each certificate using the finite exact real-controller expression trees/loops in the local lemma and component absolute sums as norm upper bounds. Controller operations are separate from rounded update arithmetic; for rational/binary stored data and rational this is exact rational computation. No opaque certification oracle is used. Failure of this residual route's dimension/range hypotheses makes that route inconclusive and does not invalidate a valid independent local-accumulation bound. Always retain available diagnostics.
The output is , where is the current and is the current second matrix, the exact factor products when available, the raw residuals and , and the recorded local arithmetic and deflation perturbations. The procedure asserts no unconditional convergence or small-roundoff bound.
Depends on
- Regular matrix pencils and homogeneous generalized eigenvalues
- Complex and real generalized Schur forms
- Upper Hessenberg matrices and real symmetric tridiagonal matrices
- Upper triangular, lower triangular and diagonal square matrices over a commutative ring
- Givens reduction of a matrix pair to Hessenberg-triangular form
- Givens reduction terminates with a unitary-equivalent Hessenberg-triangular pair
- Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add
- Rounded matrix products give certified linear and normal-equation residual allowances
- Scaled real and complex Householder and Givens update arithmetic
- Common computed Givens actions certify both pencil matrices and factor residuals
Used by
- Finite-budget CARE and DARE candidate extraction from ordered Schur and QZ forms Algorithm
- Shift-invert and harmonic Ritz extraction with solve and pencil status Algorithm
- Dense Riccati work counts and numerical acceptance require equation-level diagnostics Proposition
- Every finite-budget QZ run returns a status and records unitary transforms and explicit deflations Proposition
- Certified QZ residuals give a backward error bound for both pencil matrices Theorem
- Finite-budget shift-invert and harmonic extraction return a status under finite-return primitives Theorem
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Sources
- Daniel Kressner, Numerical Methods and Software for General and Structured Eigenvalue Problems (PhD dissertation, 2004), Chapter 2: The QZ Algorithm, §§3.1–3.5 (standard reference, not scraped)
- Peter Arbenz, Lecture Notes on Solving Large Scale Eigenvalue Problems, §§12.8–12.9 (standard reference, not scraped)
- LAPACK Users' Guide, Generalized Nonsymmetric Eigenproblems (standard reference, not scraped)