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The root condition is equivalent to bounded powers of the multistep companion matrix

Statement

Let C be the row-shift companion matrix for the monic polynomial ρ/αk, where ρ is the characteristic polynomial of a k-step method. For a complex vector v, set ∥v∥∞=max⁡i∣vi∣ and for a matrix A set ∥A∥∞=max⁡i∑j∣Aij∣. Then

sup⁡n≥0∥Cn∥∞<∞

if and only if ρ satisfies the root condition from Linear multistep methods, consistency, order, and the root condition. Consequently the homogeneous recurrence is zero-stable exactly under that root condition.

Facts & Assumptions

Given: The coefficients of a k-step method, its characteristic polynomial ρ, and the companion-matrix convention from The row-shift companion matrix of a linear recurrence.

[F1]

Linear multistep methods, consistency, order, and the root condition defines the root condition and zero-stability as a uniform bound on all homogeneous recurrence solutions in terms of their initial state.

[F2]

A recurrence companion matrix has the recurrence characteristic polynomial says the characteristic polynomial of the row-shift companion matrix is its monic recurrence polynomial.

[F3]

The companion matrix advances the recurrence state vector by one step says its state vectors satisfy vn+1=Cvn and vn=Cnv0.

[F5]

Every finite-dimensional endomorphism over an algebraically closed field has Jordan form gives a Jordan form for every finite-dimensional endomorphism over an algebraically closed field.

[F6]

Jordan bases and Jordan canonical forms over the base field and Jordan blocks, Jordan strings, and their endpoints say that a Jordan form is block diagonal with blocks Jm(λ)=λI+N, where Nm=0.

[F7]

The characteristic polynomial of a block upper- or lower-triangular matrix is the product of the characteristic polynomials of its diagonal blocks gives the product of the characteristic polynomials of diagonal blocks in a block-triangular matrix.

Proof

1.1F2F4F5F6F7

The companion matrix has characteristic polynomial ρ/αk by [F2]. By [F4] and [F5], write C=SJS−1 over C, where J is a block diagonal sum of Jordan blocks. Each block Jm(λ) contributes (z−λ)m to the characteristic polynomial by [F6] and [F7]. Thus the algebraic multiplicity of each root of ρ is the sum of the sizes of its Jordan blocks.

1.2F1F3algebra

If ρ has a root λ with ∣λ∣>1, the complex sequence un=λn solves the homogeneous recurrence. If λ is real, this is an unbounded real solution. If λ is nonreal, its real and imaginary parts solve the real recurrence because the coefficients are real, and max⁡(∣Re⁡un∣,∣Im⁡un∣)≥∣un∣/2 for every n; hence at least one of those real solutions is unbounded along a subsequence. By [F3], the corresponding real solution has an initial state whose companion iterates are unbounded.

1.3F1F3algebra

If a root λ of modulus one has multiplicity m≥2, write ρ(z)=(z−λ)mq(z). For the forward shift Eun=un+1, (E−λ)(nsλn)=λn+1((n+1)s−ns), whose polynomial factor has degree s−1. Iterating m times gives (E−λ)mu=0 for un=nm−1λn; since q(E) commutes with (E−λ)m, this sequence satisfies ρ(E)u=0, yet ∣un∣=nm−1 is unbounded. If coefficients are real and λ is nonreal, the real and imaginary parts are real recurrence solutions and at least one is unbounded along a subsequence.

2.1F1step 1.1

Suppose the root condition holds. If ∣λ∣=1, its algebraic multiplicity is one by [F1], so its only Jordan block has size one.

3.1F6step 2.1algebra

For a block with 0<∣λ∣<1, the binomial identity gives Jm(λ)n=∑j=0m−1(nj)λn−jNj. For each fixed j, the ratio of successive terms nj∣λ∣n−j tends to ∣λ∣<1, so this scalar sequence is bounded; if λ=0, the block powers vanish for n≥m. A unit-modulus block has size one by step 2.1 and therefore has powers of modulus one. Finitely many blocks give sup⁡n∥Jn∥∞<∞.

4.1step 3.1algebra

For any matrices A,B, expanding entries and applying the triangle inequality gives ∥AB∥∞≤∥A∥∞∥B∥∞. Hence ∥Cn∥∞≤∥S∥∞∥Jn∥∞∥S−1∥∞, uniformly in n.

5.1F1F3step 2.1step 3.1step 4.1step 1.2step 1.3∎

Under the root condition, steps 2.1, 3.1, and 4.1 bound the powers of C. If it fails, steps 1.2–1.3 give an unbounded homogeneous mode, and [F3] turns that mode into an initial state with unbounded companion iterates. Thus the powers are bounded exactly under the root condition, and [F1] gives the equivalent zero-stability statement.

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