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Diskwise Neumann certificates bound a complex matrix resolvent
Statement
Let , let be a nonempty finite union of closed line segments in , let be nonempty, and let . Each segment of is assigned to one of finitely many disks whose radius is and whose disk contains both endpoints of that segment. For each disk there are and nonnegative bounds satisfying If for each , then every and make invertible, and The theorem bounds the resolvent on the supplied contour cover; it does not count enclosed eigenvalues or certify a nonnormal eigenvalue disk from a residual.
Facts & Assumptions
Given: and as in the statement.
A defect of complex infinity norm at most has inverse norm at most (A complex infinity-norm defect bounds the inverse norm).
The complex infinity matrix norm is compatible with products (The complex infinity matrix norm is compatible and submultiplicative).
A product of square matrices is nonsingular only if each factor is nonsingular, by rank-nullity (Rank-nullity: ).
The complex infinity matrix norm is the maximum absolute row sum, so (The complex induced infinity matrix norm).
Proof
Each segment of has both endpoints in its assigned disk. A disk is convex, so the segment between its endpoints lies in the disk; the finite assignments therefore cover all of .
Fix a disk, , and . The exact identity and [F2] give . [F1] applies to with , giving . Here [F4] gives , and the row-sum norm's triangle inequality and compatibility [F2, F4] justify the defect estimate.
By [F4], . Since is nonsingular, both square factors are nonsingular by [F3]. Then , so [F2] gives . The disk cover from step 1.1 yields the maximum bound on all of , uniformly in .
Depends on
Used by
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Sources
- Siegfried M. Rump, Verification methods: Rigorous results using floating-point arithmetic, Acta Numerica 19 (2010), §§10.5–10.6 (standard reference, not scraped)
- Nicholas J. Higham, Numerical Linear Algebra and Matrix Analysis, MIMS EPrint 2015.103, §5.1 (standard reference, not scraped)