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Linearly budgeted dense Bartels-Stewart work with explicit controller costs
Statement
For square dense inputs of order , fix and use in Finite-budget Bartels-Stewart solve for a Sylvester equation. In bounded-controller mode with per-call budget , the total scalar arithmetic/comparison and controller-instruction work, including failure branches, is . In particular, for fixed independent of and the fixed-cost default sign/representation controllers, it is . In arbitrary-terminating-controller mode the corresponding bound is , where is the actual total control work. Exact integer/rational operations are counted as scalar operations; this is not a bit-complexity bound.
Facts & Assumptions
Given: Square dense inputs, linearly bounded sweep budgets, and either the per-call controller budget or explicit total controller work from the statement.
Finite-budget Bartels-Stewart solve for a Sylvester equation: Each Schur candidate is obtained by Finite-budget computed Francis Schur reduction with explicit statuses; the procedure then checks exact Schur identities, forms two dense transforms, traverses block pairs, and solves local systems of dimension at most four.
Finite-budget computed Francis Schur reduction with explicit statuses: Its initialization reduces a dense matrix to Hessenberg form with Householder similarities; each active block has at most initial/chase bounded-support reflector updates per sweep, with explicit finite sweep caps.
Proof
Hessenberg reduction uses at most reflector steps. For , forming one reflector costs scalar operations, and applying its two-sided similarity to the remaining dense submatrix costs ; summing over at most steps gives . Any full initialization zero-pattern checks also cost at most per stage, hence at most in total. For , there are no such reflector stages and no below-subdiagonal entries.
For an active block of size , a Francis sweep has at most initial/chase reflectors of length two or three. Each acts on a bounded number of rows and columns across at most entries. For a processed interval of length , every matrix write has a row or column in that interval. Before the chase, initialization or the preceding accepted check has established that the complementary below-subdiagonal positions are zero. The prescribed post-block check enumerates only the positions touching this interval: at most in its rows and in its columns, plus the row-loop visits. It is therefore equivalent to the full Hessenberg check and costs , since every active interval has . The disjoint active lengths sum to at most , so all these checks cost per sweep, even if every polynomial vector is zero and all factors are identities. The explicit partition/deflation passes and direct shift-table lookups also fit within ; for there is no active sweep. Thus a full sweep, including all non-controller status work, costs . The linear sweep budgets therefore give matrix work for the two Schur calls. A range, breakdown, invariant, budget, missing-shift or unavailable-sign failure stops within these bounded loops and adds only its partial-output work; it cannot increase their worst-case count. The same bound covers materializing the recorded factor products: initialization contributes and each bounded-support chase factor updates only a bounded number of dense-factor columns, at cost .
Each exact Schur-certificate matrix product, the transform , and the final transform cost . The block substitution has at most block pairs; each pair sums at most earlier blocks of bounded size and solves a system of dimension at most four, so all substitution work is .
Each sweep checks at most active blocks, and initialization and final checks add at most such calls. With sweeps there are at most sign/representation-controller calls. A bounded call executes at most instructions, giving work; the fixed built-in exact polynomial tree and rational/dyadic recipe are constant-size special cases. In arbitrary-terminating mode their actual total work is precisely the additional .
The backward-error accumulator starts with one outward Frobenius norm of the input, costing by the declared entrywise evaluator model. Each similarity uses a fixed number of scalar upper-bound calls once its local coefficient is evaluated. The explicit real/complex coefficient formulas require scalar operations on active dimension : their dimension-dependent powers can be formed by repeated multiplication and a square root for a half-integer exponent. Thus the at most initialization coefficients cost in total, while each length-two/three chase coefficient costs . There are chase similarities over the linear number of sweeps. Each recorded one-entry deflation has Frobenius norm equal to the modulus of its signed stored value, evaluated from that one-entry list with scalar work; at most such writes occur per sweep, hence in total. Each stage then makes a fixed number of recurrence calls. Unavailable coefficient/evaluator results only stop certificate bookkeeping. Consequently this entire ancillary accumulation costs and fits inside the cubic matrix-work bound, including failure branches.
The reductions, sweeps, exact certificates, transforms, block sums and fixed-size solves contribute , and step 1.4 supplies the complete control contribution. Adding them gives and the fixed- cubic consequence, or for the richer terminating route. No bound on integer bit length or bit-operation cost is used.
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Sources
- Valeria Simoncini, Computational Methods for Linear Matrix Equations, SIAM Review 58(3), 2016 (standard reference, not scraped)
- Elias Jarlebring, Numerical Methods for Lyapunov Equations, lecture notes in numerical linear algebra, 2017 (standard reference, not scraped)