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Left and right scaled Householder errors give a concrete similarity bound
Statement
Use a successful real or complex scaled Householder formation on active dimension , with and . Let be its stored vector's exact unitary reflector, embedded in an identity. Apply it on the left to the active rows of , using the specified rounded rank-one order, and on the right to the active columns: compute each row dot , , the product , and subtraction in that order. Every nonzero exact intermediate is normal; otherwise return the specified failure.
For real arithmetic put , with from The scaled computed Householder step satisfies the local backward error premise. With an actual matrix-target column overwrite use ; without such an overwrite use . For complex arithmetic put , with from Scaled complex Householder and Givens steps have explicit local backward errors, and use or , respectively. Set Then the complete computed similarity has a perturbation satisfying Identity branches use . If a separate deflation first zeros entries of by , the same assertion holds with inside the similarity and the bound still uses , since deleting entries cannot increase Frobenius norm. All explicit target zero writes are included in ; no unrelated matrix entry is overwritten when the reflector is formed from an external polynomial vector.
Facts & Assumptions
Given: The stated successful fixed-order left/right arithmetic and active support, with the indicated actual matrix overwrite or separate-block use.
The scaled computed Householder step satisfies the local backward error premise supplies the real matrix-target bound and separate-block bound .
Scaled complex Householder and Givens steps have explicit local backward errors supplies the corresponding complex and separate-block coefficient, with right applications obtained by conjugate transposition.
Spectral and Frobenius norms are unitarily invariant, are given by singular values, and satisfy the sharp rank comparison preserves Frobenius norm under unitary multiplication.
Proof
The applicable source [F1] or [F2] gives with . Embed the active block error by zeros. Untouched entries agree with the exact left product: earlier target columns have the prescribed exact zeros on the active rows, while a polynomial-vector initialization applies the separate-block update to the entire active row panel. Identity formation skips both updates.
The stated right order has the same dot, real-coefficient and final-product error majorants as the adjoint separate-block application in [F1] or [F2]; product association reverses two complex scalar operands but leaves their norm error bound unchanged. Hence with . By [F3], .
Set . Unitarity gives the displayed similarity and equal perturbation norm. If deflation occurred first, replace throughout by and use ; record separately. Each coefficient is explicit and at fixed dimension, with all range and zero-branch hypotheses inherited from its actual source.
Depends on
Used by
Dependency tree · two levels
16 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
- James Demmel, Math 221 Lecture 16: Hessenberg reduction and implicit Q (standard reference, not scraped)
- David Bindel, CS 6210 Matrix Computations, Hessenberg QR iteration (standard reference, not scraped)