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Classical column-pivoted QR can fail the strong coefficient bound

Statement refuted

Every exact classical column-pivoted QR output satisfies the strong rank-revealing coefficient bound max⁡i,j∣(R11−1R12)ij∣≤1 for every target rank k.

Facts & Assumptions

Given: The real matrix defined below, greedy residual-norm column pivoting, tie-breaking by the smallest original column index, and target rank k=3.

[F1]

Full, reduced, and column-pivoted computational QR factorisations: a CPQR factorization permutes columns and has orthonormal Q with upper trapezoidal R.

[F2]

The exact-arithmetic success condition in Strong rank-revealing QR with finite swaps and explicit statuses with factor f=1 gives ∣(R11−1R12)ij∣≤1 for every entry; this counterexample compares exact factors.

[F3]

Exact column-pivoted QR of a real or complex rank-r matrix has an invertible leading triangular block and zero trailing block: column pivoting chooses a remaining column with maximal residual norm at each step; the statement applies to rank r=n here.

[A1]

Equal residual norms are resolved by the smallest original column index, as specified for this example.

Counterexample

Let c=1/2, s=3/2, and define D=diag⁡(1,s,s2,s3),K=(1−c−c−c01−c−c001−c0001),A=DK.

1.1F3A1algebra

Column j of A has entries −csi−1 for i<j, sj−1 for i=j, and zero below. Its squared norm is c2∑r=0j−2s2r+s2(j−1)=1, using c2=1−s2. After the first r columns have been selected, they span the first r coordinate vectors because their leading triangular block has nonzero diagonal. The residual of each remaining column j>r has squared norm s2r(c2∑t=0j−r−2s2t+s2(j−r−1))=s2r (the sum is empty when j=r+1). Thus all remaining residuals tie at every step, and the declared tie rule makes CPQR select columns in their original order.

2.1step 1.1F1F2algebra

By [F1] and step 1.1, the resulting permutation is the identity. The matrix A is upper triangular with positive diagonal, so the QR factors can be taken as Q=I and R=A. For k=3, solving R11x=R12 gives x3=−c, x2=−c(1+c), and x1=−c(1+c)2=−9/8. Hence max⁡i∣xi∣≥9/8>1, violating the coefficient condition in [F2].

3.1step 2.1F2∎

This CPQR output therefore fails the strong coefficient test with f=1. It does not contradict the strong RRQR procedure: that procedure performs additional swaps when its coefficient or combined residual score exceeds the threshold.

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