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Finite Francis procedure terminates with explicit statuses and verifies its Schur pattern on success
Statement
For admitted inputs of Finite-budget computed Francis Schur reduction with explicit statuses, including its terminating sign and outward-bound evaluators when supplied, the procedure terminates with one of its defined main statuses after finite initialization and at most sweeps. Its separate backward-certificate flag is certified only when every required local/evaluator bound is available, and otherwise is inconclusive. A Schur-computed return has the verified real or complex block pattern; its recorded exact reflector product is unitary. This asserts neither an exact Schur factorization of the original matrix nor convergence of any shift schedule, a forward spectral bound, or exact unitarity of a rounded dense product.
Facts & Assumptions
Given: Finite-dimensional input and finite controls, with the actual algorithm's admitted representations, arithmetic/range semantics and terminating supplied evaluators.
Finite-budget computed Francis Schur reduction with explicit statuses specifies all finite initialization/chase loops, main statuses, optional evaluator contracts and bounded sweep count.
Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries: each exact stored reflector is unitary.
Real and complex Schur forms defines the target triangular or real block-upper-triangular pattern, with negative-discriminant two-by-two real blocks.
Proof
Initialization uses at most reflector stages. Each active reflector formation and both specified applications have finite loops over matrix rows and columns. A main invalid/range/formation failure returns at once. Hence initialization ends with its stored factors or an explicit status.
Every sweep has a finite active partition and a dimension-bounded bulge chase per block. Deflation tests, shift-table lookups and exact pattern checks are finite; each supplied sign or outward-bound call terminates by the input contract. A missing shift, unavailable type sign or failed invariant/range test gives the declared main failure. There are at most sweeps, including the initial target test when . Bookkeeping makes finitely many calls per stage and sets its own flag inconclusive on unavailable data. Thus all main and bookkeeping paths terminate.
After initialization's full pattern check, every position below the first subdiagonal is zero; for there is no such position. A block chase on changes matrix entries only in rows or columns of that interval: every left update and target overwrite has a row in it, and every right update has a column in it. Its complementary below-subdiagonal entries therefore stay unchanged and zero. The explicit row ranges in [F1] test every remaining below-subdiagonal position, without repetition and in row-major order. An accepted block check thus establishes the entire global Hessenberg pattern again; a rejected check detects exactly a nonzero entry that a full row-major pattern check would first detect at the same block boundary. Deflation writes are on the first subdiagonal, so preserve this invariant. Induction over all processed blocks and scans proves that the final target check starts from a globally verified Hessenberg matrix.
The only Schur-computed branch checks the entire target pattern and all required exact discriminant signs, which is exactly [F3]. Every exact factor appended is unitary by [F2]; the adjoint of a finite product reverses the factors and cancels them pairwise, so the recorded product remains unitary. No exact original-matrix factorization is inferred from a rounded update or a residual diagnostic. The flag branch is the actual availability test in [F1], not a new backward-error proof.
Depends on
Used by
- Finite-budget CARE and DARE candidate extraction from ordered Schur and QZ forms Algorithm
- Finite Riccati candidate, Newton-Kleinman, and doubling wrappers return a status Lemma
- Dense Riccati work counts and numerical acceptance require equation-level diagnostics Proposition
- Finite Bartels–Stewart statuses and successful-pivot uniqueness Theorem
- Finite matrix-function algorithms preserve primitive budgets and terminate with explicit statuses Theorem
Dependency tree · two levels
18 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- James Demmel, Math 221 Lecture 16: Hessenberg reduction and implicit Q (standard reference, not scraped)
- David Bindel, CS 6210 Matrix Computations, Hessenberg QR iteration (standard reference, not scraped)