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A companion-pencil residual transfers to the polynomial residual through explicit block factors

Statement

Let P(λ)=∑j=0mAjλj have grade m≥1, and let L(λ) be its first companion pencil. For any block vector z=(z1,…,zm)T, write its pencil residual as e=L(λ)z=(e1,…,em)T and put x=zm. For 2≤k≤m, set Qk(λ):=∑j=m−k+1mAjλj−m+k−1. Then the exact identity and norm bound are P(λ)x=e1+∑k=2mQk(λ)ek,∥P(λ)x∥2≤∥e1∥2+∑k=2m∥Qk(λ)∥F∥ek∥2. Empty sums are zero when m=1. In particular, the companion lift has e2=⋯=em=0 and e1=P(λ)x. The displayed factors depend on λ and the coefficients, so an unscaled pencil residual by itself supplies no uniform polynomial-residual bound and no polynomial conditioning claim.

Facts & Assumptions

Given: A grade-m matrix polynomial, a finite λ∈C, and a block vector z=(z1,…,zm)T.

[F1]

Regular matrix polynomials and homogeneous eigenpairs: P(λ)=∑j=0mAjλj, ∥x∥2=(x∗x)1/2, and ∥M∥F2=∑r,s∣Mrs∣2.

[F2]

First Frobenius companion pencil of a matrix polynomial: the top residual block is (λAm+Am−1)z1+Am−2z2+⋯+A0zm, and each lower residual is ek=−zk−1+λzk.

Proof

technique · direct block elimination
1.1givenF2construct

From the lower residual equations in [F2], zk−1=λzk−ek. Back-substitution from x=zm gives zj=λm−jx−∑k=j+1mλk−j−1ek for 1≤j<m; when j=m the same formula has an empty sum.

2.1F1F2step 1.1algebra

Substitute these expressions into the top row from [F2]. The terms containing x sum to ∑j=0mAjλjx=P(λ)x. For fixed ek, its coefficient is the negative of ∑j=m−k+1mAjλj−m+k−1: the z1 term contributes −(λAm+Am−1)λk−2ek, and each zj term for 2≤j<k contributes −Am−jλk−j−1ek. Thus e1=P(λ)x−∑k=2mQk(λ)ek, which is the claimed identity.

3.1F1step 2.1algebra

We first derive the finite-dimensional Euclidean estimates used here. For u,v∈Cd with v≠0, set c:=⟨u,v⟩/∥v∥22. Direct expansion gives ∥u−cv∥22=∥u∥22−∣⟨u,v⟩∣2/∥v∥22≥0, hence ∣⟨u,v⟩∣≤∥u∥2∥v∥2; if v=0 the inequality is immediate. Since ∥u+v∥22=∥u∥22+∥v∥22+2Re⁡⟨u,v⟩≤(∥u∥2+∥v∥2)2, taking nonnegative square roots gives ∥u+v∥2≤∥u∥2+∥v∥2. For any matrix M and vector v, apply the derived inner-product bound to each row of M and vˉ to obtain ∣(Mv)r∣2≤(∑s∣Mrs∣2)∥v∥22; summing over rows gives ∥Mv∥2≤∥M∥F∥v∥2. Now put y=e1+∑k=2mQkek=P(λ)x. Repeated use of the derived triangle inequality gives ∥y∥2≤∥e1∥2+∑k=2m∥Qkek∥2. Applying the rowwise matrix estimate to each Qk gives the claimed bound. For the companion lift, each lower row vanishes by construction and the top row is P(λ)x.

4.1F1F2step 2.1algebra∎

To see why no uniform unscaled transfer factor follows, take the fixed scalar polynomial P(λ)=λ2+1. For any t>0, set x=t/(t2+1), z2=x, and z1=tx−1. Direct substitution into its first companion pencil gives e1=tz1+z2=0 and e2=−z1+tz2=1, while P(t)x=t. Hence the block-pencil residual norm is 1 and the polynomial residual is t, which is unbounded as t→∞. Any error or conditioning comparison must retain the displayed coefficient and parameter scaling.

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