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Computed Schur decompositions and nonnormal spectra
1 · Prerequisites
- Algebraic Closure, Embeddings, and Separability
- Algebraic Extensions, Extension Degree, and Finite Fields
- Binary Operations, Monoids, Groups and Subgroups
- Composition Series, the Jordan–Hölder Theorem and Solvable Groups
- Computed singular values and rank revealing factorizations
- Congruences, the Integers Modulo n and the Chinese Remainder Theorem
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Cyclic Groups and Direct Products
- Determinants of Matrices over a Commutative Ring
- Diagonalisation and the Minimal Polynomial
- Direct Matrix Factorisations: LU, Cholesky and QR
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Divisibility, Greatest Common Divisors and Bézout's Identity
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Eigenvalue Iterations and the QR Algorithm
- Eigenvalues, Eigenvectors and the Characteristic Polynomial
- Finite Counting, Factorials and Binomial Coefficients
- Finite-precision direct factorizations and least squares
- Foundations of the Real Numbers for Analysis
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Group Homomorphisms and the Isomorphism Theorems
- Hilbert Space Geometry and Riesz Representation
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Limits of Real Functions
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Matrix Norms, Condition Numbers and Numerical Stability
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Order, Zorn's Lemma, and the Axiom of Choice
- Polynomial Rings, the Division Algorithm and Roots
- Primes, Euclid's Lemma and the Fundamental Theorem of Arithmetic
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Series: Convergence and the Nonnegative Tests
- Simple Field Extensions and the Construction of the Complex Numbers
- Splitting Fields
- Suprema and Infima
- Sylow's Theorems, p-Groups and Nilpotent Groups
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Fundamental Theorem of Algebra
- The Fundamental Theorem of Finite Abelian Groups
- The Galois Correspondence
- The Spectral Theorem, Positive Operators and Singular Value Decomposition
- The ZFC Axioms and the Basic Set Constructions
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
This page defines real and complex Schur forms and a finite-budget Hessenberg QR procedure. An exact real-block discriminant predicate fixes the Schur stop condition. A finite integer recipe evaluates it for exact rational or dyadic encodings; general stored reals without an available exact evaluator retain schur-type-undecided. The exact QR routine uses a complex single shift or a real Francis double shift, applies finite Householder bulge chases, records deflations, consumes declared exceptional shifts after stagnation, and returns explicit budget, range, and invariant-failure statuses. A local support invariant proves that each length-2/3 chase restores the Hessenberg pattern and preserves the initial vector direction. Its exact updates are unitary similarities. The real double-shift chase agrees with two explicit shifted QR steps under the stated unreduced and nonsingular hypotheses (Under unreduced hypotheses, the Francis double-shift chase matches explicit shifted QR). No shift schedule is claimed to converge unconditionally.
The computed procedure Finite-budget computed Francis Schur reduction with explicit statuses returns the reflector product, a Schur residual diagnostic, an exact zero orthogonality bound for that product representation, and recorded deflation changes. Its certificate bookkeeping carries an outward upper bound for each current Frobenius norm and an accumulated sum across every similarity and deflation stage; unavailable rigorous evaluations leave the certificate inconclusive. The theorem A finite computed Francis similarity sequence has a conditional normwise backward-error bound proves that the returned accumulator dominates the conditional backward-error sum. The theorem retains the general conditional local-update statement and instantiates it with the proved real/complex coefficient : a left target-overwrite or separate-panel coefficient and a right separate-block coefficient. The canonical complex arithmetic includes stable scaled phase formation. Deflation errors, pure-deflation identity stages and rounded dense-factor diagnostics remain separate, with explicit arithmetic/range hypotheses.
For a simple eigenvalue branch of a differentiable matrix path, with compatible differentiable right and left eigenvectors normalized by , reuse Along a differentiable matrix path, a simple eigenvalue satisfies under the normalization verbatim:
The published normwise first-order condition number The normwise condition number of a simple eigenvalue is is likewise reused verbatim: for a simple eigenvalue and compatible nonzero right and left eigenvectors ,
These local sensitivity formulas do not give a same-size forward error estimate for an arbitrary nonnormal eigenvalue. Bauer–Fike retains the eigenvector condition factor for a diagonalization .
The closed -pseudospectrum uses the singular-value condition . The local proof equates it with the resolvent threshold and with spectra of complex perturbations of spectral norm at most ; equality at the boundary is included. A computed smallest-singular-value interval classifies a point as inside, outside, or undecided. Its certificate uses the now-proved real/complex computed-SVD local arithmetic and includes the final modulus-readout allowance and any error in forming the stored shifted matrix.
The published Schur triangularisation theorem If the characteristic polynomial of an endomorphism splits, some orthonormal basis makes its matrix upper triangular is reused under its stated hypothesis that the characteristic polynomial splits over the scalar field: it supplies an orthonormal basis in which the matrix is upper triangular. That existence theorem does not prove convergence of this finite shift schedule or replace the real block definition.
A separate finite-status theorem proves termination under the actual finite controls and terminating evaluator contracts; it preserves the identity representative for zero columns and the one-entry deflation norm bookkeeping.
3 · Logical flowchart
4 · Definitions, theorems and proofs
Real and complex Schur forms
Definition
Let be or , let and , and let denote transpose over and conjugate transpose over . A complex Schur pair for is a pair with and , where is upper triangular.
For real , a real Schur pair is a pair with and , where is block upper triangular and every diagonal block is either a real block or a real block with negative characteristic-polynomial discriminant. Such a block has one nonreal conjugate eigenvalue pair. The definition does not assert that a finite shift strategy reaches such a pair.
For , its characteristic-polynomial discriminant means the exact real number . “Negative discriminant” means the exact comparison .
Exact sign predicate for a real 2x2 characteristic discriminant
Definition
For a real matrix , define its characteristic-polynomial discriminant by . Define to be , , or according as the exact real number is negative, zero, or positive. This is an exact mathematical predicate on the stored real entries, not an operation in the operationwise floating-point model. A computed procedure may report a sign only when its control predicate establishes this exact value; otherwise it reports undecided.
Closed epsilon-pseudospectrum in the spectral norm
Definition
For a complex matrix with and , its closed -pseudospectrum is
where is the smallest singular value from The singular values of a linear map as the eigenvalues of the positive square root of T^*T. This is the unstructured complex perturbation convention in the spectral norm The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||. In particular, real is regarded as a complex matrix and admissible perturbations may be complex. The non-strict inequality fixes the boundary: points with are included.
Local unitary-similarity perturbations accumulate as a backward perturbation
Statement
Let , let be unitary, and set . For , suppose
where each is unitary, is a local arithmetic perturbation, and is a local deflation perturbation. Then for there is a matrix such that
The assertion also holds over with orthogonal factors.
Facts & Assumptions
Given: The matrices and update relations in the statement.
Spectral and Frobenius norms are unitarily invariant, are given by singular values, and satisfy the sharp rank comparison: unitary multiplication on either side preserves the Frobenius norm.
Proof
Set and . If , then the stated update gives . Thus define . The base case holds by the definition of , so induction gives the displayed representation for .
By [F2], . Applying the triangle inequality to the sum defining proves the stated bound.
A finite matrix within unit distance of the identity is invertible
Statement
If , , and , then is invertible.
Facts & Assumptions
Given: , a complex matrix , and .
The operator norm is submultiplicative and satisfies ||T^*T|| = ||T||^2: for compatible matrices.
Proof
By induction using [F1], for every . For , set . If , the geometric sum bound gives , so is Cauchy.
For each entry, by [F2]; hence every entry converges to a finite limit. Let be the matrix of those limits. For any matrix and unit vector , put and . Then . The identity gives , so each coordinate of has magnitude at most . Summing the coordinate squares gives , and [F2] gives . Entrywise convergence of to now implies .
Finite multiplication gives . By step 1.1, . Submultiplicativity [F1] makes multiplication by continuous, so taking limits using step 2.1 yields . Hence is a two-sided inverse.
An unreduced Hessenberg similarity is determined up to column phases by its first unitary column
Statement
Let , let be upper Hessenberg with every first-subdiagonal entry nonzero. Suppose are unitary, , and both and are unreduced upper Hessenberg. Then is diagonal unitary with first diagonal entry . Thus the two unitary transformations differ only by column phases. Over the phases are signs.
Facts & Assumptions
Given: as in the statement.
Upper Hessenberg matrices and real symmetric tridiagonal matrices: upper Hessenberg means entries below the first subdiagonal vanish. The nonzero subdiagonal entries are the explicit unreduced hypothesis in the statement.
Linear isometries, and orthogonal or unitary operators on finite-dimensional inner product spaces: and are unitary, so is unitary.
Proof
Put , , and . Then and by direct multiplication and .
Write for column of . We prove by induction that is supported in its first coordinates. This holds for by step 1.1. If it holds through , the th column of gives . The vector is supported in rows because is upper Hessenberg, and are supported in their first coordinates. Since by unreducedness of , solving this equality for shows it is supported in rows .
Step 2.1 makes upper triangular. An upper-triangular unitary matrix is diagonal: its first column has only one nonzero entry of modulus one, orthogonality makes the rest of its first row zero, and induction applies to the trailing principal block. Since , the first diagonal entry is .
A compact Francis bulge chase preserves Hessenberg form and the initial direction
Statement
Let , let , and require when . Let be upper Hessenberg, and let be a Householder reflector supported on the first coordinates. Set . For , put . Let be either the identity on or a Householder reflector supported on , in either case required to map the active vector to a multiple of the first coordinate vector, and set . Then is upper Hessenberg.
If, in addition, , with , and , then . Thus the exact chase preserves the initial direction while restoring the Hessenberg zero pattern.
Facts & Assumptions
Given: The matrices and supported Householder transformations in the statement.
Upper Hessenberg matrices and real symmetric tridiagonal matrices: an upper-Hessenberg matrix has whenever .
Householder reflectors in real or complex inner-product spaces: a Householder reflector is self-adjoint, involutive, and acts as the identity outside its stated support.
Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries: every nonzero active vector admits a Householder reflector mapping it to a multiple of the first coordinate vector.
Proof
Write for the assertions that columns of are upper Hessenberg and every nonzero entry below the first subdiagonal of lies in a row . For the base , changes only the first rows and columns. If and , then , so [F1] gives ; right multiplication within the first columns and left multiplication within the first rows cannot create entries there. For , the row is untouched and whenever . Hence all below-subdiagonal entries of lie in rows , which is .
Suppose holds. By hypothesis, the chosen aligns the active vector, including when is the identity. Such choices exist by [F3] for a nonzero vector and by the identity for a zero vector. The below-subdiagonal entries of column can occur only in rows , all inside . Left multiplication by maps the active column segment to a multiple of its first coordinate; here [F2] identifies with the reflector . The rows beyond already vanish there by . Since right multiplication acts only on columns in , column is unchanged by it and is now Hessenberg. If , every entry in rows of column was zero because ; the left update preserves these zeros and the right update does not touch column . Thus columns are Hessenberg after this step.
The left update changes only rows at most . In the columns in , any entry below the first subdiagonal in a row greater than is zero before the right update: it lies below the Hessenberg band, and its row exceeds the support bound in . The right update mixes only columns in , so those entries remain zero. In columns outside , the right update makes no change; rows outside the left support are unchanged, and every below-subdiagonal entry in a row greater than was already zero by . Therefore every below-subdiagonal entry of lies in a row , proving .
If , every matrix is upper Hessenberg. If , the loop ends at ; steps 1.2 and 2.1 show that columns through are Hessenberg, while the last two columns cannot contain entries below their first subdiagonal by dimension. Hence is upper Hessenberg. By [F2], implies . Each later is supported on indices beginning at , so . Therefore .
Scaled complex Householder reflector step with explicit range status
Definition
For a stored complex column , , and block , , call the Householder branch of Scaled real and complex Householder and Givens update arithmetic on . This is the canonical scaled real-component norm and separately scaled phase-modulus realization, with fixed sequential dots, real-coefficient multiplication, complex product and subtraction order. It includes the exact target-column overwrite. Return its on success; a zero column returns identity, zero column and copied . Report an invalid/nonpositive stored-vector norm as breakdown; every other invalid/out-of-range operation returns range-failure with its operation index and partial values.
The exact representative is for nonzero stored . Store this product representation rather than identifying the rounded rank-one action with an exactly unitary dense matrix. For polynomial-vector initialization, form the reflector from that external vector and use its separate-block application on the entire active row panel; do not overwrite an unrelated matrix column. The proof-backed target and separate-block coefficients are supplied by Scaled complex Householder and Givens steps have explicit local backward errors.
The scaled complex Householder wrapper terminates and has a unitary representative on success
Statement
For every admitted finite input of Scaled complex Householder reflector step with explicit range status, the wrapper terminates with its specified success, identity, breakdown or range-failure return. On a zero input column it uses the identity and copies the separate block exactly, with zero target and separate-block errors and without evaluating . On a successful nonzero input it has , and is unitary. Under the hypotheses of Scaled complex Householder and Givens steps have explicit local backward errors, the corresponding target-overwrite or separate-block error bounds apply to the actual application. No unconditional range success is asserted.
Facts & Assumptions
Given: The finite stored input dimensions and canonical operationwise arithmetic realization.
Scaled real and complex Householder and Givens update arithmetic fixes every scaled norm, phase, update and failure operation.
Scaled complex Householder and Givens steps have explicit local backward errors supplies the exact unitary representative and local error coefficients for successful calls.
Proof
Every loop in [F1] is over a finite input dimension. Its zero branch returns immediately; its nonzero branch either terminates at its first range/invalid operation or completes the finite sequence. The wrapper preserves these results with the stated breakdown label.
In the nonzero-input formation branch, success requires positive stored-vector squared norm. If , its squares and sum are exactly zero, contradicting success in that branch. Thus . Put ; then and , so . Under its stated hypotheses, [F2] supplies the corresponding target/separate-block error bounds. In the zero-input branch the representative is , the block is copied exactly, and both target and separate-block errors are zero; no expression is evaluated.
The real Francis double-shift polynomial is real and annihilates its trailing block
Statement
Let , set , , and define . Then and . If , the roots are a nonreal conjugate pair , and for every real square matrix of positive dimension,
is real. This supplies the exact polynomial used by a real double-shift step; it asserts no convergence of the iteration.
Facts & Assumptions
Given: A real matrix and the scalars above.
Real and complex Schur forms: a real Schur block for a conjugate pair has negative characteristic-polynomial discriminant.
Proof
Direct expansion gives .
Direct multiplication gives , so subtracting and adding makes all four entries zero. Hence .
If , the quadratic formula gives roots and . Their product and sum are and , so . In the application where is a real Schur block for a conjugate pair, [F1] supplies exactly this negative-discriminant hypothesis; the statement's general algebraic case already assumes it. Since are real, is real.
Closed pseudospectrum equals the resolvent, singular-value, and perturbation tests
Statement
Let with and . With the closed convention of Closed epsilon-pseudospectrum in the spectral norm, the following sets are equal:
where the resolvent norm is defined to be when is singular. Equivalently, exactly when . The non-strict inequalities include the boundary.
Facts & Assumptions
Given: A complex square matrix , a point , and .
Closed epsilon-pseudospectrum in the spectral norm: membership means .
Every linear map between finite-dimensional real or complex inner product spaces admits a singular value decomposition: has unitary left and right singular-vector bases, and its smallest singular value is attained on a unit right singular vector.
The operator norm is 0 on the zero domain and otherwise equals the largest singular value, attained at a right-singular vector: the spectral operator norm is the largest singular value.
Eigenvalues, eigenvectors, eigenspaces , and the spectrum of an endomorphism: is an eigenvalue of a matrix exactly when that matrix has a nonzero eigenvector for .
Proof
Suppose . By [F1] and [F2], choose a unit right singular vector of with and . Define . Then , so . Moreover : for every unit , , with equality at . Thus and [F4] gives .
Conversely, suppose for some . By [F4], choose a unit eigenvector with . Then , hence . By [F1], .
If , write by [F2], with every diagonal singular value positive. Its inverse is , so [F3] and unitary invariance give . If , then and the adopted resolvent convention is . Therefore the resolvent test agrees with [F1], including equality at .
Bauer-Fike bounds eigenvalue motion by the eigenvector condition number
Statement
Let , let be diagonalizable, where , and let . Every satisfies
No estimate independent of is asserted for a nonnormal diagonalization.
Facts & Assumptions
Given: A diagonalization , a perturbation , and an eigenvalue of .
Eigenvalues, eigenvectors, eigenspaces , and the spectrum of an endomorphism: an eigenvalue has a nonzero eigenvector.
The operator norm is submultiplicative and satisfies ||T^*T|| = ||T||^2: the operator norm is submultiplicative.
A finite matrix within unit distance of the identity is invertible: if , then is invertible.
Proof
Similarity by the invertible preserves singularity, so . If , the distance is zero and the claim holds. Otherwise let and suppose for contradiction that . Since is diagonal, .
By [F2], satisfies . The Neumann lemma [F3] makes invertible.
Similarity gives , which is invertible by step 2.1. This contradicts , so the supposition was false and .
Exact finite Francis single- or double-shift Hessenberg QR step
Definition
Input an exact upper-Hessenberg matrix , with or and , and exactly one shift descriptor:
- Complex single shift: and . Set and .
- Real double shift: , , and with . In the ordinary Francis branch, and are the trace and determinant of the trailing block; a declared exceptional shift may supply another real pair. Set .
Form . For a Hessenberg , is supported in its first entries; compute only those entries. If , return , , and status zero-shift-vector. Otherwise choose a Householder reflector on the first coordinates with , embed it in , and set , .
For , in increasing order, let . Thus has at most three indices in a real double shift and at most two in a complex single shift. Extract . If , use the identity on ; otherwise choose a Householder reflector on sending to a multiple of its first coordinate vector. Embed in the identity, update , and append it to on the right. After the finite chase, check the exact matrix zero pattern and the first-column condition. Return completed only if the output is upper Hessenberg and is proportional to ; otherwise return bulge-chase-invariant-failure with the partial similarity factors. The procedure makes no convergence claim.
An exact Francis step terminates with unitary similarity and its stated status
Statement
For every valid input of Exact finite Francis single- or double-shift Hessenberg QR step, and every allowed choice of its reflectors, the procedure terminates. If , it returns , and zero-shift-vector. Otherwise it returns completed, with upper Hessenberg, unitary, and , where and . The bulge-chase-invariant-failure branch is unreachable for valid exact inputs. These claims include real exceptional quadratic descriptors and make no convergence assertion.
Facts & Assumptions
Given: An exact upper-Hessenberg , a valid shift descriptor, and exact arithmetic.
Upper Hessenberg matrices and real symmetric tridiagonal matrices: entries below the first subdiagonal of vanish.
Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries: a Householder reflector is unitary and maps each nonzero active vector to a multiple of the first coordinate vector.
The real Francis double-shift polynomial is real and annihilates its trailing block: the real double-shift polynomial from a trailing block has real coefficients and factors over as its two roots.
A compact Francis bulge chase preserves Hessenberg form and the initial direction: length-2/3 windows restore the Hessenberg pattern and preserve the initial direction when every chosen factor aligns its active vector. The algorithm uses the identity only for zero vectors and otherwise chooses an aligning reflector.
Proof
If is upper Hessenberg, then is supported in rows ; applying once more makes supported in rows . Thus the defined is supported in its first entries for either shift descriptor.
If the initial vector is zero, the algorithm returns the identity step. Otherwise [F2] supplies . Each later active vector either is zero, in which case its identity branch is defined, or [F2] supplies . The loop has at most iterations, so the step terminates. In the ordinary real branch [F3] identifies the trace/determinant polynomial with the conjugate-pair shifts when the trailing block has negative discriminant.
Every update is the exact similarity . Hence the product gives by induction on the finite update list; every factor is unitary by [F2].
In the nonzero-vector branch, [F4] proves that the final matrix is upper Hessenberg and is proportional to , so the exact checks return completed. The zero-vector branch already returned its explicit status. Hence the invariant-failure branch is unreachable for valid exact inputs, and every returned status and similarity factor is well-defined.
Under unreduced hypotheses, the Francis double-shift chase matches explicit shifted QR
Statement
Let , let be unreduced upper Hessenberg, and let be real with nonsingular and . Assume the exact double-shift bulge chase from Exact finite Francis single- or double-shift Hessenberg QR step and the two successive shifted QR steps for the roots of both finish unreduced. Let be the bulge-chase factor, and let be a QR factorization with positive diagonal in . Then for a diagonal sign matrix . Its first sign records the possible difference between the bulge reflector's normalization and the positive-diagonal QR normalization, and
Thus the real Francis step agrees with the real-normalized explicit two-shift QR similarity up to diagonal signs; arbitrary complex QR normalizations introduce diagonal unitary phases, which reduce to signs when both accumulated factors are real. No statement is made for a deflated or singular-shift branch.
Facts & Assumptions
Given: The matrix, polynomial, nonzero and unreduced hypotheses in the statement.
The real Francis double-shift polynomial is real and annihilates its trailing block: a real trailing block supplies the real quadratic whose roots form the shift pair.
Shifted QR iteration preserves upper Hessenberg form: an exact shifted QR step on an upper-Hessenberg matrix remains upper Hessenberg.
An unreduced Hessenberg similarity is determined up to column phases by its first unitary column: two unitary similarities of the same unreduced Hessenberg matrix that yield unreduced Hessenberg matrices and have the same first column differ only by diagonal phases.
Exact finite Francis single- or double-shift Hessenberg QR step: the algorithm returns completed only when the output is upper Hessenberg and is proportional to .
Unshifted QR iteration, shifted QR iteration, deflation, and the Wilkinson shift: an exact shifted QR step factors and updates .
Proof
By [F1], write the roots of as with and . Factor and let by [F5]. Factoring gives . Put and , so with unitary and upper triangular. Since is nonsingular, both and are nonsingular. From , the matrix is upper triangular and unitary, hence diagonal unitary; write for a diagonal unitary . Also , with .
By [F2], the two explicit shifted steps produce the unreduced upper-Hessenberg similarity . Since , this equals . Diagonal unitary similarity preserves the Hessenberg zero pattern and the nonzero first-subdiagonal entries, so is also unreduced upper Hessenberg.
By [F4], is proportional to the nonzero real vector . Step 1.1 and the positive diagonal of give . Since both are real unit vectors, there is with . Set . Then and have the same first column, and remains unreduced upper Hessenberg by step 2.1. Apply [F3] to and : their relative factor is a diagonal sign matrix with first entry . Therefore for a diagonal sign matrix .
Substituting gives , as claimed.
Finite-budget computed Francis Schur reduction with explicit statuses
Definition
Input a real or complex square matrix with , a finite nonnegative deflation tolerance , a nonnegative integer sweep budget , a positive integer stagnation period , a finite family of exceptional-shift tables indexed by original contiguous index intervals with , optional exact rational/dyadic encodings of its stored real values, optionally a terminating exact evaluator of Exact sign predicate for a real 2x2 characteristic discriminant, and optionally a terminating outward evaluator for nonnegative expressions and Frobenius norms. The outward evaluator's upadd, upmul, and upsqrt calls return finite nonnegative represented upper bounds for the exact sum, product, and square root, while upnormF(X) returns a finite represented upper bound for ; any call may instead return unavailable. In the declared scalar-cost model, each upadd, upmul, and upsqrt call has unit cost and upnormF(X) makes one pass over the entries of with a fixed number of such calls per real component. The evaluator acts only on certificate bookkeeping. A formation breakdown is propagated with the operation index and partial factors. Every scalar operation in the main procedure is evaluated in the operationwise model of Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add. Any invalid, overflow, or underflow operation in the main procedure returns range-failure with the operation index and partial factors.
Each complex table entry is a finite represented scalar ; each real table entry is a pair of finite represented real coefficients for . Each table is an ordered finite list, possibly empty; an omitted interval has the empty list. These descriptors use the field of . Tables support direct indexed lookup by interval and cursor; unused entries are not scanned. All interval-state updates use a single ordered pass over the current partition. Counters and table indices are exact integers. Maintain state , initially , for each current maximal diagonal interval separated by exact zero subdiagonals: counts completed ordinary block sweeps since the last reset and counts exceptional descriptors already consumed. After a split, discard the parent state and initialize every new child interval to , using its own table. An unchanged interval retains its state. Completed one-by-one blocks, and real two-by-two blocks with verified negative discriminant, require no shift.
Start with and the empty factor product . Set the completed global sweep count to after initialization. Before attempting any sweep, and after every completed sweep, perform steps 2 and 5, in that order. If neither returns, snapshot the remaining active intervals in increasing left endpoint, and perform steps 3 and 4 once for each snapshotted interval in that order. No deflation scan or repartition occurs during this pass. After all its intervals finish, increment by one and repeat the scan and stopping test. All intervals in a pass use their current diagonal block when reached; previously applied similarities on disjoint blocks do not reschedule a block.
Before every real or complex formation in steps 1 and 4, test the target vector componentwise for exact zero, including an external initial polynomial vector. If it is zero, mark the stage identity, copy all affected matrix entries unchanged, skip formation and both left and right updates, append the embedded identity to the product representation, and record and arithmetic coefficient . Do not evaluate or a stored-vector norm in this branch. For a matrix target its column is already zero, so its target zero writes change nothing; for an external vector no matrix column is overwritten. Continue with the invariant checks, sweep counters and stopping tests specified below. Record and process every deflation write separately exactly as specified below; this branch does not discard a deflation perturbation. These identity instructions take precedence over the formation/update instructions in steps 1 and 4.
For each nonidentity stored reflector with active indices , nonzero vector , and real computed coefficient , the real or complex formation routine first performs the stated finite left application. Then perform the right application in this fixed order: for each matrix row , compute by left-to-right rounded products and additions; for , compute , , and . Each complex product uses the six real operations of the arithmetic model. The exact factor appended to is ; the computed right update uses as displayed and is not asserted equal to multiplication by . For a matrix-target column, the formation routine's explicit zero writes are retained. In the initial polynomial-vector step there is no matrix-target column: use the entire active row panel for the left update and then apply the right update to the active columns. Record deflation writes separately, including a pure deflation with no following reflector as an identity-transform stage; a local error certificate must account for all other rounding and target-column writes.
- Reduce to upper Hessenberg form with Householder similarities. For in increasing order, use active indices , target , and trailing left panel with columns in increasing order. In the real branch use Scaled Householder reflector formation and application for the finite left application and overwrite; in the complex branch use Scaled complex Householder reflector step with explicit range status. Complete each similarity by the right application above on columns . After the entire initialization loop, including when it is empty, check the resulting matrix's exact upper-Hessenberg zero pattern; on failure return bulge-chase-invariant-failure with the partial factors. Store the exact unitary reflector factors as a product representation .
- In increasing global row index , test each nonzero first-subdiagonal entry by For a complex entry , evaluate by and when , with divisions, squares, sum, square root and final scaling rounded in the stated order; use . Return range-failure if this evaluation fails. Compute the diagonal-magnitude sum first, then multiply by in the operationwise model; compare the resulting finite values exactly. When the test holds, set that entry to zero and record its original value as a deflation perturbation. After the scan, form the maximal intervals separated by exact zero subdiagonals and update interval states by the rule above. The equality case deflates. Do not use the Hermitian-tridiagonal Wilkinson shift rule for a general Hessenberg matrix.
- For the current snapshotted interval , let and . If , read entry of . If absent, return stagnation-exhausted before this block's chase. Otherwise consume it by incrementing once and use its complex scalar shift or real coefficient pair. After this exceptional block sweep completes, set . If , use the ordinary shift: in the complex branch ; in the real branch, for the trailing block , compute then in that order. Return range-failure on a failed operation. After this ordinary block sweep completes, increment by one. A split at the next scan resets each new child as specified above; unchanged intervals retain these updated states.
- On the diagonal block selected in step 3, apply the index pattern of Exact finite Francis single- or double-shift Hessenberg QR step, with its dimension and local indices . In the vector formulas in this step, means that current diagonal block. Translate every local index to global index ; embed each factor in the full identity. The left panel extends through global column , and the right application runs through all global rows, so upper off-diagonal blocks are updated as well. For the initial single-shift vector compute and for . For the initial real double-shift vector, compute , then by left-to-right rounded matrix-vector products, then componentwise. Compute only the first components from the Hessenberg support pattern; on range failure return the operation index and partial factors. For a chase at local column , use the globally translated active indices , the corresponding global target column , and the trailing left panel through global columns in increasing order. Call the real or complex formation routine, write the target tail zeros exactly, complete the two-sided update by the right-kernel order above on columns , and append the exact reflector representation to . In the initial polynomial-vector step there is no matrix-target column; use the full active row panel for the left update and then apply the right update to its active columns. After the block chase, perform the following exact upper-Hessenberg zero-pattern check, including when all its stages were identities. For in increasing order, if , test for in increasing order; otherwise test for in increasing order. Skip every empty index range. On the first nonzero tested entry return bulge-chase-invariant-failure with the partial matrix and factors. These are precisely the below-first-subdiagonal positions whose row or column belongs to . Enumerate only these ranges; do not scan all positions and filter them. The unchanged complementary positions retain the zero values established by initialization or the previous accepted check. Deflation writes affect only the first subdiagonal and do not change those positions. Use Left and right scaled Householder errors give a concrete similarity bound to store the proved two-sided coefficient , with the target-overwrite coefficient or separate-block coefficient as actually used and the right separate-block coefficient. This gives when its and range hypotheses hold. Apply the same certificate to every Hessenberg-initialization similarity. If any step lacks that certificate, retain the residual diagnostic and set the backward-error-certificate status to inconclusive.
- Inspect maximal intervals in increasing left endpoint. A size-one interval is completed. A complex interval of size at least two, or a real interval of size at least three, is active. For each real size-two interval determine its exact discriminant sign as below: a negative sign completes that interval, while zero or a positive sign leaves it active. Stop with Schur-computed when all intervals are completed. Use the supplied evaluator, or the finite integer recipe in Rational or dyadic stored real blocks have a finite exact discriminant-sign evaluator when exact rational/dyadic encodings are available, for each real block's as defined in Exact sign predicate for a real 2x2 characteristic discriminant. If no exact sign is available, return schur-type-undecided and do not claim Schur-computed. If any active interval remains and , return budget-exhausted; in particular, with return Schur-computed only when the initialized matrix already has the target block structure. Return the partial matrix and factors on every failure or nonconvergence status.
For certificate bookkeeping, start before Hessenberg initialization with and . If the evaluator is absent or this call is unavailable, mark the backward-error certificate inconclusive. Process each local similarity update and each deflation-only write as a separate finite stage . For a local similarity, take the actual coefficient from Left and right scaled Householder errors give a concrete similarity bound and compute ; for an identity update put . A recorded deflation entry stores its old value, while its additive matrix has entry equal to zero minus that old value at the written position. For a deflation-only stage use , , , and obtain by calling upnormF on the one-entry list containing the signed recorded value, whose Frobenius norm equals ; do not form or scan a dense matrix ; for a similarity stage set . With the outward evaluator compute
If any local coefficient certificate or evaluator call is unavailable, keep the residual diagnostic and mark the backward-error-certificate status inconclusive; this ancillary failure does not change the main algorithm status. Otherwise return as the accumulated backward-error upper bound and mark that status certified. The number of recurrence calls is finite: one initialization norm, a fixed number of scalar upper-bound calls per similarity stage, and one norm call per deflation-only stage.
Let be the final returned matrix. The output includes the product representation , residual matrix and its Frobenius norm as diagnostics, the exact orthogonality bound for that reflector product, the recorded deflation entries, and either the accumulated backward-error bound when all local certificates exist or certificate status inconclusive. Bound expressions and any claimed upper bounds are evaluated exactly or with rigorous outward allowances; uncorrected rounded residual norms are diagnostics only. A rounded dense matrix formed from has its own orthogonality residual and is not asserted exactly unitary. The residual diagnostic does not itself give a forward eigenvalue bound. The procedure asserts no unconditional convergence of any shift schedule.
A finite computed Francis similarity sequence has a conditional normwise backward-error bound
Statement
Let be the input, set , and include every Hessenberg and QR update and every pure deflation write among stages . Each pure deflation is an identity-transform stage with zero arithmetic coefficient. The finite reduction's represented product is (with for a pure deflation stage), and its final matrix is , after any finite successful prefix or completed run. Suppose where is the signed additive change from exact deflation zero writes (zero minus each overwritten value) and each is the exact stored-vector representative. Then The conditional assertion holds for any certified nonnegative . For the actual specified real/complex arithmetic, Left and right scaled Householder errors give a concrete similarity bound proves under its arithmetic/range and active-dimension hypotheses: use the target-overwrite left coefficient when a matrix column is targeted, the separate-block left coefficient for an external polynomial vector, and always the right separate-block coefficient. It covers initialization as well as all chase steps. Identity branches have zero arithmetic error. Deflation remains separate.
If the finite reduction returns certificate status certified and accumulator , then also so is a reported upper bound for . This completes a concrete implementation-level normwise backward bound. A rounded dense realization of retains its separate orthogonality residual. Budget, stagnation, Schur-type-undecided and arithmetic/invariant failures retain their statuses; a backward bound for a finite prefix does not establish a completed Schur form or unconditional convergence. No same-size forward eigenvalue error is inferred for a nonnormal matrix. A norm certificate requires exact evaluation or rigorous outward allowances, not an uncorrected rounded diagnostic.
Facts & Assumptions
Given: The finite exact-factor representation and local relations; for the concrete instance use the successful operationwise arithmetic and actual overwrite choices.
Finite-budget computed Francis Schur reduction with explicit statuses records all factors, target operations and signed additive deflation writes with finite controls and explicit statuses; on a certified return it supplies and the outward recurrence.
Local unitary-similarity perturbations accumulate as a backward perturbation turns the finite local relations into a backward perturbation bounded by the sum of their Frobenius norms.
Left and right scaled Householder errors give a concrete similarity bound proves the actual matching real/complex two-sided coefficient .
For the general conditional assertion, the displayed local inequalities with nonnegative are hypotheses. For the specified arithmetic they are supplied by [F3], rather than a false universal claim.
Proof
Apply [F2] to the finite recorded sequence in [F1], with initial and initial factor . It gives with . Substituting [A1] proves the conditional bound.
For the actual arithmetic, [F3] supplies each required and its coefficient from the actual matrix-target or separate-panel use. Substitution into step 1.1 proves the concrete bound. No step uses Schur convergence, so the finite-prefix assertion and the retained status distinctions follow.
On a certified return, initialize and as specified in [F1]. Assume inductively that . The local relation and unitary invariance give Since the outward evaluator uses and , its recurrence yields and . Induction from proves . The returned therefore dominates the bound in step 1.1.
A certified computed smallest singular value encloses pseudospectrum membership
Statement
Let with , , and . Suppose a computed singular-value path returns and a certified with
Then the rule “inside” when is sound, and the rule “outside” when is sound for the closed set Closed epsilon-pseudospectrum in the spectral norm. In every other case the correct status is undecided.
Facts & Assumptions
Given: The matrix, point, tolerance, and a certified pair satisfying the displayed error bound.
Closed epsilon-pseudospectrum in the spectral norm: is inside exactly when .
Computed singular-value error is bounded by backward perturbation plus readout error supplies the absolute singular-value bound conditionally on its successful nearby-factorization hypothesis; its upstream premise is Local stable reflectors and rotations give an aggregate SVD backward error. For its specified real/complex scaled arithmetic, that theorem now instantiates the local Householder/Givens inequalities and the corollary adds any rounded final modulus-readout allowance. Thus a successful certified path supplies the required interval; the exact premise here still requires all arithmetic, deflation, readout and input-representation allowances, including any error in forming the stored matrix . Budget exhaustion or an unavailable bound remains undecided.
Proof
By [A1] and the stated certificate, . If , then [F1] gives .
The same absolute-error inequality gives . If , then [F1] gives . If neither test passes, the interval meets both sides of the threshold or includes the boundary, so these data alone justify only undecided.
Left and right scaled Householder errors give a concrete similarity bound
Statement
Use a successful real or complex scaled Householder formation on active dimension , with and . Let be its stored vector's exact unitary reflector, embedded in an identity. Apply it on the left to the active rows of , using the specified rounded rank-one order, and on the right to the active columns: compute each row dot , , the product , and subtraction in that order. Every nonzero exact intermediate is normal; otherwise return the specified failure.
For real arithmetic put , with from The scaled computed Householder step satisfies the local backward error premise. With an actual matrix-target column overwrite use ; without such an overwrite use . For complex arithmetic put , with from Scaled complex Householder and Givens steps have explicit local backward errors, and use or , respectively. Set Then the complete computed similarity has a perturbation satisfying Identity branches use . If a separate deflation first zeros entries of by , the same assertion holds with inside the similarity and the bound still uses , since deleting entries cannot increase Frobenius norm. All explicit target zero writes are included in ; no unrelated matrix entry is overwritten when the reflector is formed from an external polynomial vector.
Facts & Assumptions
Given: The stated successful fixed-order left/right arithmetic and active support, with the indicated actual matrix overwrite or separate-block use.
The scaled computed Householder step satisfies the local backward error premise supplies the real matrix-target bound and separate-block bound .
Scaled complex Householder and Givens steps have explicit local backward errors supplies the corresponding complex and separate-block coefficient, with right applications obtained by conjugate transposition.
Spectral and Frobenius norms are unitarily invariant, are given by singular values, and satisfy the sharp rank comparison preserves Frobenius norm under unitary multiplication.
Proof
The applicable source [F1] or [F2] gives with . Embed the active block error by zeros. Untouched entries agree with the exact left product: earlier target columns have the prescribed exact zeros on the active rows, while a polynomial-vector initialization applies the separate-block update to the entire active row panel. Identity formation skips both updates.
The stated right order has the same dot, real-coefficient and final-product error majorants as the adjoint separate-block application in [F1] or [F2]; product association reverses two complex scalar operands but leaves their norm error bound unchanged. Hence with . By [F3], .
Set . Unitarity gives the displayed similarity and equal perturbation norm. If deflation occurred first, replace throughout by and use ; record separately. Each coefficient is explicit and at fixed dimension, with all range and zero-branch hypotheses inherited from its actual source.
Rational or dyadic stored real blocks have a finite exact discriminant-sign evaluator
Statement
Suppose the stored entries of have supplied exact rational encodings , , , , with integer numerators and positive integer denominators. Put and , , , . Compute the integer
Its integer sign is exactly Exact sign predicate for a real 2x2 characteristic discriminant and is found after finitely many exact integer operations. Finite binary floating values with their signed-integer/power-of-two encodings are a special case. This evaluator does not assume arbitrary stored real numbers have rational encodings. If an exact encoding or another terminating exact sign evaluator is unavailable, retain schur-type-undecided.
Facts & Assumptions
Given: The exact finite integer encodings stated above, with positive denominators. Integer arithmetic is exact and is separate from the floating-point operationwise model; no bit-complexity estimate is claimed.
Exact sign predicate for a real 2x2 characteristic discriminant defines the sign of .
Proof
is a positive integer and each is an integer product of the other three positive denominators. The displayed construction therefore uses a fixed finite number of integer additions, subtractions, products and sign comparisons, each on finite integers. Powers of two encoding binary exponents give such finite numerators and positive denominators as well.
Direct substitution gives . Since , the discriminant sign in [F1] equals the integer sign of , including the exact zero case. Thus the finite recipe supplies the promised sign without a floating sign oracle; the unspecified-real branch remains undecided.
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.
5 · Examples, counterexamples and false statements
None yet.
Sources
- James W. Demmel, Applied Numerical Linear Algebra, §4.4
- David Bindel, CS 6210 Matrix Computations, Hessenberg QR iteration
- James Demmel, Math 221 Lecture 16: the implicit Q theorem
- Youcef Saad, Numerical Methods for Large Eigenvalue Problems, 2nd ed., §3.5
- Mark Embree, Matrix Theory course notes, §5.3
- Youcef Saad, Numerical Methods for Large Eigenvalue Problems, 2nd ed., §3.2.1
- Mark Embree, Matrix Theory course notes, Chapter 1
- James Demmel, Math 221 Lecture 16: The implicit Q theorem
- James Demmel, Math 221 Lecture 16: Hessenberg QR iteration
- James W. Demmel, Applied Numerical Linear Algebra, §4.4.8
- Youcef Saad, Numerical Methods for Large Eigenvalue Problems, 2nd ed., Proposition 3.7
- Mark Embree, Matrix Theory course notes, Theorem 5.2
- James W. Demmel, Applied Numerical Linear Algebra, Theorem 4.5
- James Demmel, Applied Numerical Linear Algebra, §4.4.8
- James Demmel, Math 221 Lecture 16: Hessenberg reduction and implicit Q
- Wen-Wei Lin, Lecture Notes of Matrix Computations, §6.3