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The scaled computed Householder step satisfies the local backward error premise
Statement
Let , , , undergo a successful step of Scaled Householder reflector formation and application, with and . Define There is an exact orthogonal , the identity when and otherwise, and a perturbation such that The constants increase with and are for fixed as . The column overwrite is included. For any real separate block , , successful application of the same stored without an annihilation overwrite has discrepancy from at most .
Facts & Assumptions
Given: The stated successful real step; every nonzero exact intermediate is normal and all zero operations are exact.
Scaled Householder reflector formation and application fixes scaling, sequential dots, the two update multiplications, and the column overwrite.
Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add supplies relative errors at most , correctly rounded square roots, and exact zero/sign operations.
Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries gives the exact orthogonal Householder representative and exact annihilation.
If |delta_i| <= u and n u < 1, then prod (1+delta_i) = 1 + theta_n with |theta_n| <= gamma_n bounds products of rounded-operation factors by .
Cauchy–Schwarz: , with equality exactly for dependent pairs gives for real Euclidean vectors. Expanding and applying this inequality gives . Then , which yields (divide unless both vectors are zero). Cauchy-Schwarz also gives .
The Frobenius norm on real or complex matrices defines as the sum of squared entry magnitudes, so Frobenius squares add over disjoint columns.
The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv|| defines for a nonzero domain. Thus [F5] gives .
Proof
If , the algorithm copies and the zero column; take and . Otherwise put , , and . The nonnegative scaled squared-norm sum has each exact squared input multiplied by at most factors , : two from scaling and at most from squaring and subsequent additions. Thus the computed norm divided by lies between and after square root and rescaling. For exponent , convexity of on gives . Hence . Only the first stored coordinate can differ from , and subtraction gives . Success gives nonzero stored .
Put . The rounded positive dot product satisfies by expansion of its products and additions, including exact zeros. The division defining therefore gives ; the upper deviation dominates the lower by multiplying the positive denominators. A sequential signed dot product differs from its exact value by at most , by the same factor expansion, [F4], and Cauchy-Schwarz [F5].
For nonzero vectors , adding and subtracting and using the reverse triangle inequality from [F5] gives . For unit , expanding and applying [F5] and [F7] to the rank-one terms gives operator norm at most . Consequently . Since , the overwritten column differs from by at most .
The exact rank-one update has norm at most : for , each column satisfies by [F5], and summing the squared column bounds gives the Frobenius estimate by [F6]. Replacing its coefficient by , its dot by the computed dot, and its two multiplications by rounded multiplications bounds the update error by : successively the nonnegative majorants multiply by , , and , then subtract the exact majorant . Final subtraction adds at most . Thus . The same computation applies to any separate block .
The first-column and remaining-column errors occupy disjoint columns, so their squared Frobenius norms add by [F6]; the same entrywise formula gives . Steps 2.1 and 2.2 give . Choose ; orthogonality gives , and Frobenius norm invariance follows because preserves the Euclidean norm of each column and [F6] sums their squares. Each displayed coefficient increases with and has zero constant term and finite first derivative at , proving the stated asymptotics.
Remarks
The former constant is false for this evaluation order; an exact binary counterexample is preserved in the run's owner rounded-derivative escalation evidence. This lemma supplies its own explicit bound and does not assert the distinct premise of the published conditional QR theorem.
Depends on
- Scaled Householder reflector formation and application
- Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add
- Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries
- If |delta_i| <= u and n u < 1, then prod (1+delta_i) = 1 + theta_n with |theta_n| <= gamma_n
- Cauchy–Schwarz: $|\langle x,y\rangle|\le\|x\|\,\|y\|$, with equality exactly for dependent pairs
- The Frobenius norm $\lVert A\rVert_F=(\sum_{i,j}|a_{ij}|^2)^{1/2}$ on real or complex matrices
- The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||
Used by
- Finite-budget computed Francis Schur reduction with explicit statuses Algorithm
- Finite-precision reduced-QR KKT solve with certified residual status Algorithm
- Revised-simplex basis QR recomputation with finite residual and pivot statuses Algorithm
- An explicit rational envelope for the scaled Householder QR error Lemma
- Left and right scaled Householder errors give a concrete similarity bound Lemma
- Product and Householder QR errors bound the represented joint covariance Lemma
- The scaled Householder QR implementation is backward stable Theorem
Dependency tree · two levels
24 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
- Fundamentals of Numerical Computation, floating-point arithmetic (standard reference, not scraped)
- Fundamentals of Numerical Computation, Householder triangularization (standard reference, not scraped)
- Fundamentals of Numerical Computation, QR factorization and least squares (standard reference, not scraped)
- Stuart and Voss, Matrix Analysis and Algorithms, Warwick lecture notes (standard reference, not scraped)