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Finite-budget shift-invert and harmonic extraction return a status under finite-return primitives

Statement

Consider a valid shift-invert or harmonic-extraction execution of Shift-invert and harmonic Ritz extraction with solve and pencil status. Assume each invoked solve, projected eigensolve, finite-dimensional arithmetic, QR, and orthogonalization operation returns its value in finite work, except that a solve may return unavailable and a harmonic-branch QZ call may return one of its listed statuses. On the harmonic branch, also assume the finite-budget QZ run satisfies the operationwise arithmetic hypotheses of Every finite-budget QZ run returns a status and records unitary transforms and explicit deflations. Then the execution returns one of the statuses listed by the algorithm after finitely many operations.

Facts & Assumptions

Given: A valid input to one branch of the shift-invert and harmonic extraction procedure, its finite Arnoldi dimension and QZ sweep budget, and the finite-return conditions in the statement.

[F1]

Shift-invert and harmonic Ritz extraction with solve and pencil status: the shift-invert branch uses at most m Arnoldi solves and at most one additional solve per Ritz candidate.

[F2]

Shift-invert and harmonic Ritz extraction with solve and pencil status: the harmonic branch tests the rank of W before its finite QZ call; full column rank makes the projected pencil regular, and the algorithm maps every QZ status and checks finitely many diagonal pairs.

[F3]

Finite-budget QZ iteration with homogeneous status and residual output: QZ takes a finite sweep budget and processes finite-dimensional input using finite index loops.

[F4]

Every finite-budget QZ run returns a status and records unitary transforms and explicit deflations: under the QZ algorithm's stated operationwise arithmetic hypotheses, every finite-budget QZ run returns a declared status.

[A1]

Every solve request returns its requested exact solution, or a computed vector with its actual equation residual, or reports unavailable, in finite work. Every projected eigensolve and other non-QZ finite-dimensional arithmetic, QR, and orthogonalization operation returns its value in finite work; no unspecified non-QZ primitive failure status is assumed.

Proof

1.1givenF1A1algebra

In the shift-invert branch, the Arnoldi loop has exactly m requested solves unless an earlier solve reports unavailable or exact breakdown returns. The Ritz extraction has finitely many candidates (at most m); each candidate invokes at most one additional solve. By [A1], the remaining operations return their values in finite work, while each unavailable solve explicitly returns linear-solve-unavailable. Therefore this branch terminates.

1.2givenF2F3F4A1cases

In the harmonic branch, forming W,G,C and computing the rank of W use finite-dimensional operations by [A1]. If the rank is below k, the algorithm returns projected-pencil-unresolved before QZ. If the rank is k, its statement gives a regular projected pencil and calls QZ with the finite budget N; [F3, F4] then give a QZ status after finitely many operations under the assumed QZ hypotheses.

2.1F2step 1.2cases∎

After a QZ return, the algorithm maps each possible QZ status to one of its own listed statuses. On qz-computed, it inspects only the finitely many diagonal pairs of the finite projected pencil and either returns on an unresolved pair or completes the candidate list. Thus the harmonic branch also terminates, proving the assertion for both branches.

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