How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Reusable Householder QR solve for a shifted matrix with residual status
Definition
Input: a stored real square matrix with ; a unit roundoff with ; and a terminating certificate evaluator evaluator. For each requested Euclidean or Frobenius norm of stored data, evaluator returns a finite stored nonnegative upper bound for the exact norm or unavailable. For each requested nonnegative expression formed from such upper bounds, , and , it returns a finite stored nonnegative upper bound for the exact expression or unavailable. Every returned bound is sound. All reflector, substitution, dot-product, and residual operations below use Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add; certificate-evaluator calls return certified bounds rather than relying on ordinary rounded evaluation of a bound expression.
Denote the top-level factor-only operation by factor(M,u,evaluator). It returns either a reusable factor object or a factorization failure status.
- Set . For each column , let be the active part of column of and the active trailing block to its right. Call Scaled Householder reflector formation and application on . If it returns
range-failure, return that status and no factor object. If it returns a markedidentityorreflectorresult, replace the active block by its returned , store its marker and (when present) , and continue. For any other return, stop and returnfactorization-failurewith no factor object. The resulting is upper triangular with its lower entries set to exact zeros by the called procedure; this is the full/reduced computational QR convention of Full, reduced, and column-pivoted computational QR factorisations. - If any diagonal entry is zero, return
singular-factor. Otherwise return a factor object containing the original stored , , the ordered stored reflectors, , and the certificate evaluator. The factor object's operationsolve(b,epsilon), whose input is any stored real and finite , is:- Apply the stored reflector updates in the same order, each using the successful rounded dot, scaling, product, and subtraction operations specified by Scaled Householder reflector formation and application, to obtain . Return the first
range-failureif an operation fails. - Compute by descending rounded back substitution for . For , initialize ; for in increasing order, compute and then ; next compute and . If any product, addition, subtraction, or division fails, return the first
range-failure. This is the descending recurrence of Forward and backward substitution for triangular linear systems with its rounded operation order made explicit. - Compute for as the rounded left-to-right dot product of row of the original with : initialize the accumulator with and for compute and then replace the accumulator by . Set the resulting accumulator to . Then compute each . Return the first
range-failureif any operation fails. - Request evaluator bounds , , , , and . If any request is unavailable, return
(residual-unverified, x, null). Request a certified upper bound for , where . If this request is unavailable, return(residual-unverified, x, null). Request a certified upper bound for ; if unavailable, return(residual-unverified, x, null). By A computed shifted-system residual has a certified upper bound, . Return(success, x, rho)if ; otherwise return(residual-not-certified, x, rho).
- Apply the stored reflector updates in the same order, each using the successful rounded dot, scaling, product, and subtraction operations specified by Scaled Householder reflector formation and application, to obtain . Return the first
This is a factor-only operation followed by an independently callable solve operation: the factor object accepts each later stored right-hand side and tolerance without receiving a precomputed list. Each solve performs one triangular solve and one residual check using the same stored factorization. A returned residual bound is an equation-residual certificate, not a forward-error estimate; converting it to forward error requires a separate inverse bound. No rank-revealing guarantee, sparse cost bound, or success guarantee for an ill-conditioned matrix is part of this procedure.
Factorization terminates with singular-factor, range-failure, factorization-failure, or a reusable factor object. Each call to the object's solve operation terminates with success, range-failure, residual-unverified, or residual-not-certified, together with any completed approximate solution and residual bound.
Depends on
- Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add
- Scaled Householder reflector formation and application
- A computed shifted-system residual has a certified upper bound
- Forward and backward substitution for triangular linear systems
- Full, reduced, and column-pivoted computational QR factorisations
- Householder reflectors in real or complex inner-product spaces
Used by
- Finite-precision one-stage Rosenbrock step with residual status Algorithm
- Two-stage second-order Rosenbrock W-method with shared factorization Algorithm
- Two stage right-hand sides reuse one shifted-Jacobian factorization Example
- The two-stage Rosenbrock update reuses one shifted factorization for two solves Proposition
- The Rosenbrock factorization and stage procedures terminate with finite work Theorem
Dependency tree · two levels
19 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Daniel Kressner, Advanced Numerical Analysis, §3.5 Rosenbrock methods (standard reference, not scraped)
- David Bindel, CS 6210 Matrix Computations, Lecture 4: Dot products and residual-based bounds (standard reference, not scraped)