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PropositionStatement: Literature-sourcedProof: AI-adaptedPipeline-generatedprecheck pass
How statement and proof provenance work

The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.

  • Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
  • AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.

These labels describe origin, not correctness: citations and verification chips remain separate evidence.

Dense Riccati work counts and numerical acceptance require equation-level diagnostics

Statement

In the dense arithmetic model, a single-matrix Schur reduction or regular-pair QZ reduction of order n with at most s Francis/QZ sweeps has core work O(n3+sn2): the initial Hessenberg or Hessenberg-triangular reduction costs O(n3) and each full bulge-chasing sweep costs O(n2). Forming a graph candidate by solving XU1=U2 with dense n×n factorization, n right-hand sides, and residual multiplication costs O(n3).

After an order-d reduction, finite stable-block reordering with k actual attempts costs O(d2+kd) scalar operations. If the form has b diagonal blocks and I complementary-before-selected inversions, then I≤b(b−1)/2; successful ordering requires K≥I and enough scalar/evaluator budget W for the entire execution, including validation, label and inversion scans, all I swaps, and the final ordering scan. For a Riccati pencil or Hamiltonian with d=2n, successful reordering, graph solve and equation-level residual multiplication preserve the O(n3+sn2) scalar-core bound. This exact postprocessing count excludes algebraic bit cost, evaluator implementation cost beyond its declared unit budget, dense product-factor evaluation, local residual-ball certificate production or validation beyond the charged dense operations, and any additional dense residual multiplication. It is not a fixed-precision floating-point flop or structured backward-stability bound.

One dense Bartels–Stewart Lyapunov solve in its specified cubic branch costs O(n3); J exact Newton-Kleinman policy evaluations therefore cost O(m3+Jn3+J(n2m+nm2)) for state dimension n and input dimension m, charging one factorization of R of order m once. One exact-arithmetic SDA recurrence step costs O(n3), so N exact steps cost O(Nn3); finite point-certificate and residual-enclosure work is separate.

Every computed candidate still requires its actual CARE/DARE residual and Hermitian symmetry defect. A DARE candidate also requires a positive lower bound for R+B∗XB; both equations require an independently certified closed-loop Hurwitz/Schur condition before the stabilizing branch is accepted. A computed QZ backward error for an unstructured nearby pencil does not certify nearby Hamiltonian/symplectic structure or positive Q,R.

Facts & Assumptions

Given: Dense scalar arithmetic, finite Schur/QZ sweep budgets, dense direct factors and solves, and exact matrix dimensions.

[F1]

Finite-budget CARE and DARE candidate extraction from ordered Schur and QZ forms: candidate extraction calls finite Schur/QZ reductions and exact stable-block reordering, solves XU1=U2, and reports actual Riccati residual, symmetry defect, positivity, and closed-loop stability data.

[F2]

Finite-budget computed Francis Schur reduction with explicit statuses: Francis reduction first reduces to Hessenberg form and then performs bounded QR bulge-chasing sweeps.

[F3]

Finite-budget QZ iteration with homogeneous status and residual output: QZ iteration first reduces a regular pair to Hessenberg-triangular form and then performs bounded QZ sweeps.

[F4]

Finite-budget Bartels-Stewart solve for a Sylvester equation: its cubic branch sets NA≤c0m and NB≤c0n for the two Schur reductions, then solves the resulting triangular Sylvester equation.

[F5]

Finite-budget exact or safeguarded inexact Newton-Kleinman policy iteration: each exact Newton-Kleinman update performs one Lyapunov solve and one gain update.

[F6]

Finite-budget structure-preserving doubling iteration for the DARE: each SDA update solves with I+GjHj and forms three dense matrix updates.

[F7]

Certified QZ residuals give a backward error bound for both pencil matrices: the QZ backward-error statement certifies the computed pair against an unstructured nearby pencil.

[F8]

Standard CARE and DARE data, equations, and conventions: the acceptance quantities are the CARE/DARE residuals, symmetry, DARE matrix R+B∗XB, and the corresponding closed-loop matrices.

[F9]

Finite-budget stable block reordering for Schur and QZ forms: the exact reordering has initial form-validation work, bounded-size local solves, whole-panel updates, and separate finite K,W budgets.

[F10]

Finite-budget stable block reordering has exact adjacent-swap correctness and status: each accepted adjacent inversion swap reduces the count by one and the exact factors transport existing unstructured residual norms.

[F11]

Finite Bartels–Stewart statuses and successful-pivot uniqueness: the admitted finite solve terminates with a declared status and every successful local pivot is unique.

[A1]

Dense reductions and exact equation solves use classical dense multiplication, factorization, and triangular solve costs. Reordering counts exact scalar primitives and declared evaluator units; algebraic bit cost, evaluator implementation cost, factor evaluation, local residual-ball verifier work, and any uncounted enclosure work remain separate.

Proof

1.1A1F2F3givenalgebra

In a Householder Hessenberg reduction, there are at most n reflectors. At each stage a reflector updates a trailing block with at most n2 entries using matrix-vector and rank-one operations, so the initialization costs O(n3). In a Francis or QZ bulge-chasing sweep, there are O(n) rotations/reflections; each is applied to O(n) entries in the active matrix and accumulated factor, hence a sweep costs O(n2). The finite budgets in [F2]–[F3] therefore give O(n3+sn2) core work.

2.1A1F1F4F11step 1.1algebra

Dense LU factorization of U1 costs O(n3); applying its factors to n right-hand sides costs O(n3). The residual product (XU1−U2) is also O(n3), yielding the candidate solve count in [F1]. In the Lyapunov branch, [F4] imposes NA,NB≤c0n. By step 1.1, each of its two dense Schur reductions therefore costs O(n3); exact certificate checks and factor transformations are also O(n3). Triangular substitution for n2 unknown entries with O(n) work per entry costs O(n3), so one solve in this cubic branch costs O(n3). The fixed controller is bounded there; arbitrary-terminating-controller work is separate.

3.1A1F1F9F10step 1.1step 2.1algebra

Let d be the reduction order, b its diagonal block count and I its initial inversion count. The reordering validation scan costs O(d2). Each local system has order at most eight, and each exact factor update touches O(d) panel entries, so k attempts cost O(d2+kd) by [F9]. On success, [F10] gives k=I≤b(b−1)/2≤d(d−1)/2, so the worst-case reordering core is O(d3); this success path also requires K≥I and sufficient W for the entire execution through its final ordering scan. For a Riccati matrix of order 2n, combining reduction, reordering, graph solve and dense equation residual multiplication preserves O(n3+sn2) scalar-core work. Exact algebraic bit cost, evaluator implementation, dense factor-product evaluation and any additional dense residual multiplication are separate costs.

3.2A1F5F6step 2.1algebra

Each exact Newton-Kleinman pass has one Bartels–Stewart solve by [F5], costing O(n3) by step 2.1. Factorizing R once costs O(m3). With m controls, forming B∗X and the gain uses O(n2m+m2n) arithmetic including triangular solves with this pre-factored R; forming K∗RK and A−BK is bounded by the same O(n2m+nm2) term. Summing over J passes gives O(m3+Jn3+J(n2m+nm2)). Each exact-arithmetic SDA recurrence step uses one dense n×n solve and a fixed number of dense products, each O(n3); [F6] therefore gives O(Nn3) over N exact steps. Finite point-certificate and residual-enclosure work is separate under [A1].

4.1F1F7F8givenalgebra∎

A small backward error for a computed QZ pair, as supplied by [F7], is a statement about an unstructured nearby pencil. It contains no premise that the perturbation preserves Hamiltonian or symplectic block relations, nor that it preserves positive definiteness of Q or R. Consequently acceptance must separately compute the equation residual and symmetry defect, check R+B∗XB≻0 for DARE, and certify the closed-loop stability property in [F8]; [F1] explicitly reports these quantities. Neither ordering a computed form nor its unstructured backward error establishes a structured pencil perturbation or an equation-level stabilizing certificate.

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