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A resolvent contour bound transfers scalar rational error to matrices

Statement

Let A∈Cn×n with n≥1, let f be holomorphic on an open Ω⊆C containing σ(A), and let r be rational with no pole on Ω. Let Γ be an admissible Cauchy cycle for A contained in Ω. Write its finite chain representation as Γ=∑νmνγν with integer coefficients and define its coefficient-weighted length by LΓ:=∑ν∣mν∣L(γν). The integral and this length use the same signed-chain representation. Suppose sup⁡z∈Γ∣f(z)−r(z)∣≤ε,sup⁡z∈Γ∥(zI−A)−1∥∞,C≤M. Then ∥f(A)−r(A)∥∞,C≤LΓ2π εM. The resolvent hypothesis may be supplied by the diskwise certificate of Diskwise Neumann certificates bound a complex matrix resolvent. A scalar disk error alone does not give this matrix bound for a nonnormal matrix.

Facts & Assumptions

Given: A,f,r,Ω,Γ,LΓ,ε,M as in the statement.

[F1]

Analytic primary matrix functions have the Cauchy-cycle representation (Jordan, contour, similarity, and normal-functional-calculus formulas agree).

[F2]

The complex infinity matrix norm is the maximum absolute row sum (The complex induced infinity matrix norm) and is submultiplicative (The complex infinity matrix norm is compatible and submultiplicative).

[F3]

The resolvent certificate gives the stated uniform bound on the supplied contour when its disk inequalities hold (Diskwise Neumann certificates bound a complex matrix resolvent).

Proof

1.1givenF1

Since f and r are holomorphic on Ω, [F1] applied to each gives f(A)−r(A)=12πi∫Γ(f(z)−r(z))(zI−A)−1 dz. The cycle is disjoint from σ(A), so every resolvent in the integrand exists.

1.2givenF2F3algebra

Write the finite chain integral as ∑νmν∫γνG. Parametrize each rectifiable contour piece by arc length. Multiplying its estimate by ∣mν∣ and applying the triangle inequality to the finite chain sum gives the coefficient-weighted total ∑ν∣mν∣L(γν)=LΓ, including zero or negative coefficients. For every row, the absolute value of the integral is at most the integral of the absolute value; summing the row bounds and using [F2] gives ∥∫ΓG(z) dz∥∞,C≤LΓsup⁡z∈Γ∥G(z)∥∞,C. For G(z)=(f(z)−r(z))(zI−A)−1, the hypotheses give sup⁡Γ∥G(z)∥∞,C≤εM, with the resolvent bound certified by [F3].

2.1step 1.1step 1.2algebra∎

Taking norms in step 1.1, applying step 1.2, and using ∣1/(2πi)∣=1/(2π) proves the claimed estimate.

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