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Local stable reflectors and rotations give an aggregate SVD backward error

Statement

Let C0∈FM×p, M≥p, be the tall orientation used by Householder bidiagonalization and its finite precision status, and let BJ∈Fp×p be the final bidiagonal-QR work matrix returned by Finite budget implicit shifted QR for bidiagonal singular values. Set CJ=[BJ0M−p,p]∈FM×p. Suppose the computed bidiagonal reduction and QR sweeps perform J stages, each either an elementary left/right unitary update or an identity update for a deflation/cleanup write. At stage j, assume the actual active matrix obeys Cj=Lj∗(Cj−1+Ej)Rj+Dj, where Lj,Rj are unitary and ηj≥0, ∥Ej∥F≤ηj∥Cj−1∥F, and Dj is the additive representation of entries discarded by deflation or cleanup at that stage, with δj=∥Dj∥F. A deflation/cleanup write is represented by Lj=Rj=I, Ej=0, and the recorded additive change Dj. The deflation record returned by the algorithm identifies each such entry and its old value, so it determines Dj. Then the returned tall transformed matrix CJ satisfies C0+E=LCJR∗ for unitary accumulated factors L,R and some E with ∥E∥F≤(∏j=1J(1+ηj)−1)∥C0∥F+∑j=1Jδj∏ℓ=j+1J(1+ηℓ). If no deflation or other cleanup is performed, every δj=0. For the successful scaled arithmetic realization Scaled real and complex Householder and Givens update arithmetic, assume also 0<u<1 and (rj−1)u<1 for every Householder dimension rj. Under these arithmetic and dimension conditions, Scaled complex Householder and Givens steps have explicit local backward errors establishes these hypotheses: choose ηj=ηH(rj) for Householder updates, ηj=ηG for Givens updates with an actual target zero write, and its smaller separate-block coefficient when no matrix entry is overwritten. This covers real/complex left and right updates. Every additional discarded entry is included in Dj. Rounded dense accumulators remain separate from these exact represented products.

Facts & Assumptions

Given: The two-sided computed updates and local error bounds in the statement, with C0 in tall orientation.

[F1]

Householder bidiagonalization and its finite precision status and Finite budget implicit shifted QR for bidiagonal singular values apply a finite sequence of left and right transformations and explicitly record each deflated entry.

[F2]

Exact unitary equivalence of Householder bidiagonalization and Bulge chase preserves bidiagonal singular values: in exact arithmetic the transformations are unitary and maintain the stated matrix-factor relation.

[F3]

The Frobenius norm ∥A∥F=(∑i,j∣aij∣2)1/2 on real or complex matrices: the Frobenius norm is the Euclidean norm of the matrix-entry list, hence satisfies the triangle inequality.

[A1]

For every computed elementary reflector or plane rotation, its active-block update has the displayed local perturbation form and bound. This is a required local arithmetic interface, not a consequence of the exact unitary identities in [F2].

[F5]

Scaled complex Householder and Givens steps have explicit local backward errors supplies the local real/complex left/right arithmetic bounds for the specified successful implementation when 0<u<1 and (rj−1)u<1 for each Householder dimension rj.

Proof

1.1A1F3inductionalgebra

Iterating the norm inequality from [A1] gives ∥Cj∥F≤(1+ηj)∥Cj−1∥F+δj. Induction from C0 yields ∥Cj∥F≤(∏r=1j(1+ηr))∥C0∥F+∑r=1jδr∏s=r+1j(1+ηs): the base case j=0 is equality, and the one-step inequality multiplies every prior term by 1+ηj and adds δj.

2.1step 1.1F1F2F3F4algebra

Set P0=IM, Q0=Ip, Pj=Pj−1Lj, Qj=Qj−1Rj, and E0=0. Multiplying the assumed stage equation by Pj and Qj∗ gives PjCjQj∗=Pj−1Cj−1Qj−1∗+Pj−1EjQj−1∗+PjDjQj∗. Thus induction gives C0+Ej=PjCjQj∗ with Ej=Ej−1+Pj−1EjQj−1∗+PjDjQj∗. Take E=EJ. Unitary left/right multiplication preserves Frobenius norm, so ∥E∥F≤∑j=1Jηj∥Cj−1∥F+∑j=1Jδj. Substitute step 1.1. For the C0 terms, ∑jηj∏r<j(1+ηr)=∏r(1+ηr)−1. For a fixed δi, its contribution is δi(1+∑j>iηj∏i<r<j(1+ηr))=δi∏r>i(1+ηr). These identities give the stated bound.

3.1step 2.1F1F2algebra

The same coordinate unwinding gives CJ=L∗(C0+E)R for products L,R of the unitary update factors, hence C0+E=LCJR∗. Step 2.1 gives its error bound; setting every δj=0 gives the no-deflation case.

4.1F5step 3.1algebra∎

For the specified finite-precision algorithm, the successful range checks and the explicit conditions 0<u<1 and (rj−1)u<1 permit [F5] at every actual update. It gives exactly [A1], including each target-zero write. Deflation and any additional discarded entries remain Dj, so steps 1.1, 2.1, and 3.1 prove the displayed aggregate bound for the concrete implementation. Shift rounding affects which rotation is chosen, not the validity of its unitary backward-error certificate; no unconditional convergence is asserted.

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