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An exact Francis step terminates with unitary similarity and its stated status

Statement

For every valid input of Exact finite Francis single- or double-shift Hessenberg QR step, and every allowed choice of its reflectors, the procedure terminates. If x=p(H)e1=0, it returns H+=H, Q=I and zero-shift-vector. Otherwise it returns completed, with H+=Q∗HQ upper Hessenberg, Q unitary, and Qe1=x/α, where P0x=αe1 and α≠0. The bulge-chase-invariant-failure branch is unreachable for valid exact inputs. These claims include real exceptional quadratic descriptors and make no convergence assertion.

Facts & Assumptions

Given: An exact upper-Hessenberg H, a valid shift descriptor, and exact arithmetic.

[F1]

Upper Hessenberg matrices and real symmetric tridiagonal matrices: entries below the first subdiagonal of H vanish.

[F2]

Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries: a Householder reflector is unitary and maps each nonzero active vector to a multiple of the first coordinate vector.

[F3]

The real Francis double-shift polynomial is real and annihilates its trailing block: the real double-shift polynomial from a trailing 2×2 block has real coefficients and factors over C as its two roots.

[F4]

A compact Francis bulge chase preserves Hessenberg form and the initial direction: length-2/3 windows restore the Hessenberg pattern and preserve the initial direction when every chosen factor aligns its active vector. The algorithm uses the identity only for zero vectors and otherwise chooses an aligning reflector.

Proof

1.1givenF1algebra

If H is upper Hessenberg, then He1 is supported in rows 1,2; applying H once more makes H2e1 supported in rows 1,2,3. Thus the defined p(H)e1 is supported in its first r+1 entries for either shift descriptor.

2.1givenF2F3step 1.1choose

If the initial vector is zero, the algorithm returns the identity step. Otherwise [F2] supplies P0. Each later active vector either is zero, in which case its identity branch is defined, or [F2] supplies Pj. The loop has at most max⁡(n−2,0) iterations, so the step terminates. In the ordinary real branch [F3] identifies the trace/determinant polynomial with the conjugate-pair shifts when the trailing block has negative discriminant.

3.1F2step 2.1algebra

Every update is the exact similarity Hj+1=Pj∗HjPj. Hence the product Q=P0P1⋯Pj gives Hj+1=Q∗HQ by induction on the finite update list; every factor is unitary by [F2].

4.1givenF4step 3.1algebra∎

In the nonzero-vector branch, [F4] proves that the final matrix is upper Hessenberg and Qe1 is proportional to p(H)e1, so the exact checks return completed. The zero-vector branch already returned its explicit status. Hence the invariant-failure branch is unreachable for valid exact inputs, and every returned status and similarity factor is well-defined.

Depends on

Used by

Nothing in the library uses this result yet.

Cited to discharge well-definedness by Exact finite Francis single- or double-shift Hessenberg QR step.

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