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Two stage right-hand sides reuse one shifted-Jacobian factorization
Statement
Take , , , , and the W-method approximation , . Choose a stored finite system containing zero and the normal values , with unit roundoff . Let a terminating certificate evaluator return norm upper bounds for , for the computed-residual norm , and for each other requested vector norm, and return certified upper bounds at most for the residual-bound expressions in both solves. Take stage tolerances . Then and both stage right-hand sides use its single factor object. The exact stages are , midpoint state , , and . The prescribed QR factorization succeeds and is reused for both stage solves. No stability or rounding-cost claim is made.
Facts & Assumptions
Given: , , , , a stored finite system containing the displayed dyadic values in normal range with , the stated norm upper bounds, and residual tolerances one.
Two-stage second-order Rosenbrock W-method with shared factorization: both stages use the same and the method factors once.
Reusable Householder QR solve for a shifted matrix with residual status: the factor object stores one QR factorization and each solve uses one triangular substitution.
Scaled Householder reflector formation and application: on each nonzero stored active column, the specified finite arithmetic forms a reflector, updates the trailing block, and returns either the stored reflector data or a declared failure.
A computed shifted-system residual has a certified upper bound: the exact linear residual is bounded by the computed residual and the explicit dot-product and subtraction allowance.
Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add: a successful operation on an exact zero or normal result returns its round-to-nearest value, and exact representable results are unchanged.
Proof
Given: The data in the Statement.
Use the autonomous extension on , with in_domain returning true and exact field evaluation and storage checks. The W approximation is , so . For the first active column , [F3] has , , , , , and . Its trailing-block dot is zero, so the output block is . The second one-dimensional active column similarly has and produces . By [F5] every exact representable intermediate is unchanged; all nonzero intermediates are among the listed stored normal values, no range branch fails, and both pivots are nonzero. Thus the one factorization succeeds.
The first RHS is . In the first reflector replay the dot is and the active vector is , so the update sends to . The second replay has dot and scalar , so it sends the second coordinate to . Every replay product, accumulated sum and subtraction is zero or one of the stipulated normal values, hence is represented exactly by [F5]. Thus the transformed RHS is , and descending substitution with has zero off-diagonal products and exact divisions by , giving . The midpoint is , so ; all these exact values are stored.
The second RHS is . The first stored reflector has dot and active , so it sends the first coordinate to and leaves the second at . The second reflector has dot and scalar , so it sends the second coordinate to . All replay products, sums and subtractions are again zero or stipulated normal represented values. Descending substitution with is exact as in step 2.1 and gives . Hence .
For either solve, makes and the computed residual zero, so the evaluator returns . The other norm upper bounds and show the first certificate expression is at most , so the evaluator can soundly return and then for . Thus both solves meet tolerance one. By [F1]–[F2], this successful call uses one factorization and two triangular solves.
Finite check
The stored matrix is , the two exact RHS values are and , and both residual norms are zero. Each residual allowance is less than , below the chosen tolerance one.
Depends on
- Two-stage second-order Rosenbrock W-method with shared factorization
- Reusable Householder QR solve for a shifted matrix with residual status
- Scaled Householder reflector formation and application
- Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add
- A computed shifted-system residual has a certified upper bound
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
18 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
- WIAS Berlin, Numerical Methods for Stiff Ordinary Differential Equations, §2.4 (standard reference, not scraped)
- Daniel Kressner, Advanced Numerical Analysis, §3.5 Rosenbrock methods (standard reference, not scraped)