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The root condition is equivalent to bounded powers of the multistep companion matrix
Statement
Let be the row-shift companion matrix for the monic polynomial , where is the characteristic polynomial of a -step method. For a complex vector , set and for a matrix set . Then
if and only if 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 -step method, its characteristic polynomial , and the companion-matrix convention from The row-shift companion matrix of a linear recurrence.
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.
A recurrence companion matrix has the recurrence characteristic polynomial says the characteristic polynomial of the row-shift companion matrix is its monic recurrence polynomial.
The companion matrix advances the recurrence state vector by one step says its state vectors satisfy and .
is a field, every element is uniquely , and every nonzero element has inverse makes a field; Fundamental theorem of algebra: every nonconstant complex polynomial has a complex root and An algebraically closed field: every nonconstant polynomial has a root in the field imply that is algebraically closed.
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.
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 , where .
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
The companion matrix has characteristic polynomial by [F2]. By [F4] and [F5], write over , where is a block diagonal sum of Jordan blocks. Each block contributes to the characteristic polynomial by [F6] and [F7]. Thus the algebraic multiplicity of each root of is the sum of the sizes of its Jordan blocks.
If has a root with , the complex sequence solves the homogeneous recurrence. If is real, this is an unbounded real solution. If is nonreal, its real and imaginary parts solve the real recurrence because the coefficients are real, and for every ; 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.
If a root of modulus one has multiplicity , write . For the forward shift , , whose polynomial factor has degree . Iterating times gives for ; since commutes with , this sequence satisfies , yet is unbounded. If coefficients are real and is nonreal, the real and imaginary parts are real recurrence solutions and at least one is unbounded along a subsequence.
Suppose the root condition holds. If , its algebraic multiplicity is one by [F1], so its only Jordan block has size one.
For a block with , the binomial identity gives . For each fixed , the ratio of successive terms tends to , so this scalar sequence is bounded; if , the block powers vanish for . A unit-modulus block has size one by step 2.1 and therefore has powers of modulus one. Finitely many blocks give .
For any matrices , expanding entries and applying the triangle inequality gives . Hence , uniformly in .
Under the root condition, steps 2.1, 3.1, and 4.1 bound the powers of . 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.
Depends on
- Linear multistep methods, consistency, order, and the root condition
- The row-shift companion matrix of a linear recurrence
- The companion matrix advances the recurrence state vector by one step
- A recurrence companion matrix has the recurrence characteristic polynomial
- Fundamental theorem of algebra: every nonconstant complex polynomial has a complex root
- An algebraically closed field: every nonconstant polynomial has a root in the field
- Every finite-dimensional endomorphism over an algebraically closed field has Jordan form
- Jordan blocks, Jordan strings, and their endpoints
- Jordan bases and Jordan canonical forms over the base field
- The characteristic polynomial of a block upper- or lower-triangular matrix is the product of the characteristic polynomials of its diagonal blocks
- The complex numbers as $\mathbb R[x]/(x^2+1)$, with the real embedding and imaginary unit $i$
- $\mathbb C=\mathbb R[x]/(x^2+1)$ is a field, every element is uniquely $a+bi$, and every nonzero element has inverse $(a-bi)/(a^2+b^2)$
- Real and imaginary parts, complex conjugation, and modulus
Used by
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Sources
- Ernst Hairer and Gerhard Wanner, Introduction à l’Analyse Numérique, Chapter III, §III.7 (standard reference, not scraped)
- Tobin A. Driscoll and Richard J. Braun, Fundamentals of Numerical Computation, §6.8 (standard reference, not scraped)