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Certified QZ residuals give a backward error bound for both pencil matrices
Statement
Suppose Finite-budget QZ iteration with homogeneous status and residual output returns exact unitary factor products , factors , and exact local arithmetic and deflation residuals as specified there. If each local residual pair has a certified bound, then the accumulated theorem Two-sided unitary errors in a matrix pencil accumulate as a backward perturbation pair gives perturbations such that with combined Frobenius error bounded by the sum of the certified local pair errors and deflation errors. This implication is conditional: it does not assert such a bound for an arbitrary unspecified rotation implementation. For the specified successful canonical Givens implementation, Common computed Givens actions certify both pencil matrices and factor residuals supplies for actual matrix annihilations and for external-vector/raw actions. With structural writes included there and only separate tolerance writes , it gives the concrete bound where . Tolerance deflations need not be .
Independently, if the exact raw residuals are then the choices and satisfy the same equations and Certified upper bounds on the two residual norms therefore give an a-posteriori backward-error certificate for the pair.
Facts & Assumptions
Given: A run with exact unitary factor records, computed factors , local arithmetic/deflation residuals, and any claimed certified residual norm upper bounds.
Every finite-budget QZ run returns a status and records unitary transforms and explicit deflations: the completed run has the stated accumulated perturbation representation whenever all local residual certificates are available.
Two-sided unitary errors in a matrix pencil accumulate as a backward perturbation pair: the global pair perturbation is bounded by the sum of the local pair and deflation norms.
Spectral and Frobenius norms are unitarily invariant, are given by singular values, and satisfy the sharp rank comparison: left or right unitary multiplication preserves the Frobenius norm.
Common computed Givens actions certify both pencil matrices and factor residuals proves the actual common real/complex Givens pair update and target-write coefficients, and a stored factor-action residual evaluation with explicit norm/controller allowances.
For the generic implication, local residual certificates remain hypotheses. The specified canonical implementation instantiates them by [F4] whenever its successful-operation hypotheses hold; alternative implementations require their own certificates.
Proof
Under [A1], apply [F1] and [F2] to the finite list of left/right QZ updates, keeping each explicit deflation as its own local perturbation. This gives and with the asserted sum of local pair error bounds. This step claims no size bound beyond the supplied certificates.
From the definitions of , set and . Exact unitarity gives and , so adding the residuals proves both displayed backward equations. By [F3], and ; squaring and adding proves the exact pair equality.
For the specified implementation, [F4] gives . Put each pure tolerance deflation at its own identity stage, and pull back any post-action write before using [F2]. Structural writes are already counted in , so summing proves the concrete displayed bound without double counting.
Under the independent residual route's successful-operation hypotheses, [F4] bounds each exact residual column by its computed diagnostic norm plus the propagated factor, stored-input matvec and subtraction allowances. Summing these column bounds gives certified residual upper bounds , hence step 1.2 gives pair error at most (or conservatively ). If that route fails, no certificate is claimed from its diagnostic; the local-accumulation route remains available on its own hypotheses.
Depends on
- Finite-budget QZ iteration with homogeneous status and residual output
- Every finite-budget QZ run returns a status and records unitary transforms and explicit deflations
- Two-sided unitary errors in a matrix pencil accumulate as a backward perturbation pair
- Spectral and Frobenius norms are unitarily invariant, are given by singular values, and satisfy the sharp rank comparison
- Common computed Givens actions certify both pencil matrices and factor residuals
Used by
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Sources
- Daniel Kressner, Numerical Methods and Software for General and Structured Eigenvalue Problems (PhD dissertation, 2004), Chapter 2: The QZ Algorithm, §2.3 (standard reference, not scraped)
- LAPACK Users' Guide, Error Bounds for the Generalized Nonsymmetric Eigenproblem (standard reference, not scraped)