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Givens reduction terminates with a unitary-equivalent Hessenberg-triangular pair
Statement
For every input of Givens reduction of a matrix pair to Hessenberg-triangular form, the algorithm terminates and returns orthogonal/unitary , an upper Hessenberg matrix , and an upper triangular matrix such that
Facts & Assumptions
Given: with and .
Givens reduction of a matrix pair to Hessenberg-triangular form performs a finite sequence of left Givens rotations and paired right Givens restorations, with the accumulators updated as and .
Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries: each selected Givens factor is unitary and zeros its targeted coordinate.
Proof
The triangularisation loops range over finitely many pairs with and . For fixed , descending zeros without changing already cleared entries below it. The rotations act on rows with indices at least , whose entries in columns less than are zero by upper triangularity; hence they do not create below-diagonal entries in earlier columns. After all columns, is upper triangular.
For there are no earlier Hessenberg columns, so the base condition is vacuous. For general , assume every earlier column already has the Hessenberg pattern. Descend through ; the left factor zeros . Since was upper triangular, this left factor can create below-diagonal fill only at ; the paired right factor zeros that entry. It creates no further below-diagonal entries in , because rows below are zero in columns . The right factor does not touch column because , and the left factors preserve all earlier Hessenberg columns, whose entries in rows are already zero. Thus after the loop, column of is zero below row .
Induction over proves that the final is upper Hessenberg and remains upper triangular. Each left update is matched by , and each right update is matched by ; direct substitution preserves and . The finite loops terminate, proving the claim.
Depends on
- Givens reduction of a matrix pair to Hessenberg-triangular form
- Upper Hessenberg matrices and real symmetric tridiagonal matrices
- Upper triangular, lower triangular and diagonal square matrices over a commutative ring
- Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries
Used by
- Finite-budget QZ iteration with homogeneous status and residual output Algorithm
- Every finite-budget QZ run returns a status and records unitary transforms and explicit deflations Proposition
Cited to discharge well-definedness by Givens reduction of a matrix pair to Hessenberg-triangular form.
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