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Every finite-budget QZ run returns a status and records unitary transforms and explicit deflations
Statement
Every run of Finite-budget QZ iteration with homogeneous status and residual output terminates with a declared status. After each successful initialization or QZ/infinite-deflation sweep, the stored pair is Hessenberg-triangular, except at explicitly isolated blocks. For any run with a certified exact-unitary factor record and local update residuals, the returned pair satisfies where is the accumulated arithmetic and explicit deflation perturbation pair. This proposition gives no bound on its size.
Facts & Assumptions
Given: The finite input, budget , tolerance , and operationwise finite-arithmetic model stated in the algorithm.
Finite-budget QZ iteration with homogeneous status and residual output has finite loops, a finite sweep budget, explicit range-failure handling, and records each arithmetic residual and each assigned structural zero.
Givens reduction terminates with a unitary-equivalent Hessenberg-triangular pair: the exact initialization gives the finite index schedule and support induction; numerical reconstruction instead uses [F5].
Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries: left and right Givens factors can annihilate the prescribed bulge entries.
Two-sided unitary errors in a matrix pencil accumulate as a backward perturbation pair: local left/right unitary updates with local arithmetic and deflation residuals give a global perturbation pair bounded by the sum of their pair norms.
Common computed Givens actions certify both pencil matrices and factor residuals supplies common computed left/right factors for both matrices, correct row-target orientation, exact target writes, pulled-back perturbations, and explicit local norm bounds.
Proof
The initialization uses finitely many Givens loops by [F2]. In a QZ sweep, the first left rotation is chosen from the computed first two components of , whose only possibly nonzero entries have relative indices . The following right rotation removes the new entry and can create only the bulge .
For an infinite-deflation step with , the descending right rotations make for . At each such stage, , so the right rotation does not create a subdiagonal entry in . It can create only , which the paired left rotation zeros; that left rotation preserves triangularity because the affected entries of column of are both zero. The final left rotation zeros while column of remains zero, isolating the top one-by-one pair . The mandatory post-isolation scan reports the branch as singular-pencil-suspected, so it is not assigned an eigenvalue. The targeted zeros are explicit assignments; applying rounded rotations to other already-zero coordinate pairs preserves them exactly.
There are finitely many initialization loops, at most rotations per infinite isolation or per active-block sweep, at most successful infinite removals, and at most sweeps over at most active blocks. An unsuccessful isolation exits rather than repeating indefinitely. Each residual/controller evaluation uses finite prescribed factor/column loops. Every scalar operation either succeeds or exits with range-failure; missing unitarity or arithmetic certificates exit with certificate-inconclusive. Thus every branch terminates with a declared status.
If the current bulge is , [F3] supplies a left Givens factor on rows that zeros it. This can create the single entry; a right Givens factor on columns zeros that entry and can create only the next Hessenberg bulge . The loop ends at the last active row, so the sweep ends Hessenberg-triangular. Computed target entries are explicitly zeroed with [F5], so this support induction also holds in rounded storage. Structural writes are included in their arithmetic allowance; only separate tolerance writes enter the deflation ledger.
For a run with certified factors, each local update has the form and , where includes the structural target write. A separate tolerance write replacing an entry by zero has identity factors and perturbation at that entry, with all other entries zero; these are the algorithm's . Any post-action perturbation is pulled back as required by [F5]. Applying [F4] to this finite list gives and for the accumulated pair . No bound is asserted without local norm certificates.
Before qz-computed, both arrays are triangular and all diagonal pairs are nonzero. Their homogeneous determinant is , a product of nonzero linear polynomials, hence is not identically zero. The returned pencil is regular; any label with second coordinate zero is an infinite candidate of this returned perturbed pencil. This proves no exact original-input infinite-eigenvalue or forward-error claim.
Depends on
- Finite-budget QZ iteration with homogeneous status and residual output
- Givens reduction terminates with a unitary-equivalent Hessenberg-triangular pair
- Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries
- Two-sided unitary errors in a matrix pencil accumulate as a backward perturbation pair
- Common computed Givens actions certify both pencil matrices and factor residuals
Used by
- Finite-budget CARE and DARE candidate extraction from ordered Schur and QZ forms Algorithm
- Shift-invert and harmonic Ritz extraction with solve and pencil status Algorithm
- Finite Riccati candidate, Newton-Kleinman, and doubling wrappers return a status Lemma
- Dense Riccati work counts and numerical acceptance require equation-level diagnostics Proposition
- Certified QZ residuals give a backward error bound for both pencil matrices Theorem
- Finite-budget shift-invert and harmonic extraction return a status under finite-return primitives Theorem
Cited to discharge well-definedness by Finite-budget QZ iteration with homogeneous status and residual output.
Dependency tree · two levels
20 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
- Daniel Kressner, Numerical Methods and Software for General and Structured Eigenvalue Problems (PhD dissertation, 2004), Chapter 2: The QZ Algorithm, §§3.1–3.5 (standard reference, not scraped)
- Peter Arbenz, Lecture Notes on Solving Large Scale Eigenvalue Problems, §12.8 (standard reference, not scraped)