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Generalized eigenvalue pencils and QZ methods
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Algebraic Closure, Embeddings, and Separability
- Algebraic Extensions, Extension Degree, and Finite Fields
- Binary Operations, Monoids, Groups and Subgroups
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Composition Series, the Jordan–Hölder Theorem and Solvable Groups
- Computed Schur decompositions and nonnormal spectra
- 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
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite-precision direct factorizations and least squares
- Foundations of the Real Numbers for Analysis
- Fundamental Trigonometric Identities
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- 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
- limsup, liminf, and Subsequential Limits
- 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
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- 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
- Power Series and Real-Analytic Functions
- Primes, Euclid's Lemma and the Fundamental Theorem of Arithmetic
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Splitting Fields
- Suprema and Infima
- Sylow's Theorems, p-Groups and Nilpotent Groups
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- The Complex Exponential and Euler's Formula
- The Derivative and the Mean Value Theorems
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Exponential Function
- The Fundamental Theorem of Algebra
- The Fundamental Theorem of Finite Abelian Groups
- The Galois Correspondence
- The Riemann Integral: Definition and Integrability
- 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
Objective
This page develops regular finite matrix pencils, their homogeneous finite and infinite eigenvalues, and the generalized Schur form. It proves existence by induction on a regular pencil, defines Hessenberg-triangular reduction and a finite-budget QZ procedure with explicit status and residual reporting, and proves a common real/complex computed-Givens bound for both pencil matrices, and instantiates a computed backward-error certificate including structural zero writes and separate tolerance deflations. Singular pencils and their Kronecker structure are outside this QZ contract.
For Hermitian and positive-definite , Cholesky reduction gives the real-spectrum, -orthogonality, and residual-enclosure results in the -metric. The finite-budget procedure makes no convergence claim. Its local pair certificate uses the canonical stored rotation kernels; its independent raw residual certificate propagates factor-action and stored-input matvec allowances through a finite exact norm controller. Failed arithmetic or residual-route hypotheses retain explicit failure/inconclusive statuses.
3 · Logical flowchart
4 · Definitions, theorems and proofs
Regular matrix pencils and homogeneous generalized eigenvalues
Definition
Let , let , and let . The matrix pencil determined by is . Its determinant polynomial is , with real coefficients viewed as complex coefficients when . The pencil is regular if is not the zero polynomial; otherwise it is singular.
For not both zero, put A homogeneous generalized eigenvalue pair is an equivalence class of such pairs satisfying , where and represent the same pair for every . If , the associated finite generalized eigenvalue is ; if , the pair is an infinite generalized eigenvalue. The pair is never an eigenvalue pair. Write for the set of finite ratios among these homogeneous eigenvalue pairs.
The QZ results on this page assume a regular pencil. They make no assertion about Kronecker structure or eigenvalues of a singular pencil.
The homogeneous determinant factors across a block upper triangular pencil
Statement
Let , , and let be block upper triangular with the same two-block partition of sizes , with diagonal blocks and . For every ,
Facts & Assumptions
Given: A block upper triangular pair with a common two-block partition.
For , the determinant over a commutative ring by the Leibniz formula, and for a real matrix: the determinant is the signed finite sum over permutations.
Proof
The matrix is block upper triangular, so every entry in its lower-left block is zero. In a nonzero Leibniz term, each of the first block's columns must therefore be paired with one of the first block's rows. Since the block sizes agree, these choices are a permutation of exactly those rows, and the remaining columns are paired with the remaining rows. Thus every nonzero permutation term splits into one term from each diagonal block.
Summing the split terms in [F1] gives the product of the two signed permutation sums for and . These sums are their determinants, which proves the identity.
A square matrix with zero determinant has a nonzero kernel vector
Statement
If , , , and , then there is a nonzero vector with .
Facts & Assumptions
Given: A square real or complex matrix of positive order.
For an matrix , : .
The rank of a matrix equals the rank of the linear map : matrix rank is the dimension of the image of the associated linear map.
A finite-dimensional linear operator over a field is invertible if and only if its determinant is nonzero: a finite-dimensional operator over a field is invertible exactly when its determinant is nonzero.
Proof
Suppose . By [F1], ; by [F2] the image of has dimension in the -dimensional space , so is surjective. It is also injective by the supposition, hence invertible.
By [F3], invertibility implies , contradicting the given . Therefore and a nonzero with exists.
The B-inner product, B-norm, and dual residual norm
Definition
Let , , be Hermitian positive definite, with Cholesky factor and lower triangular with positive diagonal. This factor exists and is unique by A matrix admits a Cholesky factorisation with positive diagonal exactly when it is Hermitian positive definite, and that factor is unique. Define the linear-first B-inner product by the B-norm by and the B-dual residual norm by The B-orthogonality condition is ; since it is equivalent to .
Givens reduction of a matrix pair to Hessenberg-triangular form
Definition
Input , , with . All transformations here are exact. Use zero-based matrix indices , as in Real Givens rotations and complex Givens transformations. Let .
For a target pair , define the left factor deterministically. Use if . Otherwise put and . Over , take , . Over , if take , ; otherwise take , , . Thus with . Set and define the right factor Then with ; the zero pair again uses identity. These factors are real orthogonal over or unitary over , as direct multiplication shows in Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries; the right identity follows by taking adjoints of the left annihilation of and reversing the coordinates. Use their identity embeddings on the two rows or columns specified by each step below.
-
Triangularise by left rotations. For and, in descending order, , set
-
Reduce to upper Hessenberg form while restoring triangularity of . For and, in descending order, , set then set
Return , where is upper Hessenberg and is upper triangular in the senses of Upper Hessenberg matrices and real symmetric tridiagonal matrices and Upper triangular, lower triangular and diagonal square matrices over a commutative ring. The outputs are represented by the exact products of the recorded Givens factors; no dense rounded factor is asserted unitary.
Complex and real generalized Schur forms
Definition
Let be a regular pencil of order . A complex generalized Schur form is a factorisation where are unitary in the sense of Linear isometries, and orthogonal or unitary operators on finite-dimensional inner product spaces, and are upper triangular as in Upper triangular, lower triangular and diagonal square matrices over a commutative ring. For its th one-by-one diagonal block, is the diagonal homogeneous pair.
For real , a real generalized Schur form has where are orthogonal, is block upper triangular with diagonal blocks of size one or two, and is upper triangular. Each one-by-one diagonal block has a nonzero real homogeneous pair. For a two-by-two diagonal block , the diagonal homogeneous roots are the zeros of in ; such a block has a nonreal conjugate pair of finite roots. A singular pencil is outside this definition.
The pencil determinant is homogeneous and its zero condition is scale invariant
Statement
For , , let . For every , Consequently the zero condition is independent of the nonzero representative of a homogeneous pair. If , then
Facts & Assumptions
Given: , , and .
Regular matrix pencils and homogeneous generalized eigenvalues: is , and homogeneous pairs are identified by nonzero complex scaling.
The Leibniz determinant is column-multilinear, alternating and normalized over every commutative ring: the determinant is multilinear in each column.
Proof
Scaling by scales every column of by . Applying [F2] to its columns gives , which is the first identity by [F1].
If , then , so exactly when . If , factor and apply the same column multilinearity to obtain the finite-eigenvalue identity.
A regular pencil has no nonzero vector in both kernels
Statement
If is a regular pencil and satisfies and , then .
Facts & Assumptions
Given: A regular pencil of order .
Regular matrix pencils and homogeneous generalized eigenvalues: regularity means is a nonzero polynomial.
For , the determinant over a commutative ring by the Leibniz formula, and for a real matrix: determinant is defined by the finite Leibniz sum.
A nonzero polynomial of degree over an integral domain has at most distinct roots: a nonzero polynomial of degree over an integral domain has at most distinct roots.
A finite-dimensional linear operator over a field is invertible if and only if its determinant is nonzero: a finite-dimensional operator is invertible exactly when its determinant is nonzero.
Proof
Suppose and . Then for every , so is not invertible. By [F4], for every complex .
By [F2], has degree at most . If were nonzero, [F3] would bound its number of distinct complex roots by , while step 1.1 gives every as a root. In particular, the distinct numbers would all be roots, contradicting [F1].
Two-sided unitary errors in a matrix pencil accumulate as a backward perturbation pair
Statement
Let , , , and . Put , . For , suppose exact unitary/orthogonal factors and local arithmetic/deflation perturbations satisfy Then with and (empty products are ) there are perturbations such that and
Facts & Assumptions
Given: Finite sequences of square matrices and exact unitary update factors as in the statement.
Local unitary-similarity perturbations accumulate as a backward perturbation: a sequence with unitary has a global unitary similarity representation whose Frobenius perturbation is bounded by .
Rectangular matrix multiplication and the identity matrix , including zero-sized shapes: block matrix multiplication uses the usual row-by-column products.
The Frobenius norm on real or complex matrices: the Frobenius norm is the square root of the sum of squared moduli of all matrix entries.
Proof
If , take and ; the equations and bound hold. For , form the block matrix and . Put the local in the first block row of and the local in the first block row of , with all other blocks zero. Then [F2] and the stated updates give . Each is unitary/orthogonal because its diagonal blocks are unitary/orthogonal.
For , apply [F1] to the augmented sequence. Its accumulated perturbation has only the two first-row, off-diagonal blocks, because conjugation by each block diagonal preserves those block positions. Call them . By [F3], and likewise for . Therefore the global bound from [F1] is exactly the displayed pair bound, and the accumulated block products are .
A Hermitian-definite pencil has a real spectrum and a B-orthonormal eigenbasis
Statement
Let and let be positive definite in , where . If is its Cholesky factorisation, then is self-adjoint and has an orthonormal eigenbasis with real eigenvalues . The vectors form a basis satisfying and . The generalized eigenvalues of are exactly ; none is infinite.
Facts & Assumptions
Given: A real symmetric or complex Hermitian matrix and a Hermitian positive-definite matrix of the same positive order.
The B-inner product, B-norm, and dual residual norm: for the unique Cholesky factor , , and B-orthonormality means .
A matrix admits a Cholesky factorisation with positive diagonal exactly when it is Hermitian positive definite, and that factor is unique: with lower triangular and positive diagonal, and is unique.
The determinant of a triangular matrix is the product of its diagonal entries: the determinant of a triangular matrix is the product of its diagonal entries.
A finite-dimensional linear operator over a field is invertible if and only if its determinant is nonzero: a finite-dimensional operator over a field is invertible exactly when its determinant is nonzero.
Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis: a real self-adjoint endomorphism has an orthonormal eigenbasis.
Complex spectral theorem: a normal endomorphism of a finite-dimensional complex inner product space has an orthonormal eigenbasis, and conversely: a complex normal endomorphism has an orthonormal eigenbasis.
For same-sized finite square matrices over a commutative ring, : determinants multiply under matrix products.
Regular matrix pencils and homogeneous generalized eigenvalues: homogeneous roots of are the generalized eigenvalues.
Proof
By [F2], is lower triangular with positive diagonal. [F3] gives , and [F4] therefore makes invertible. Hence is defined. Taking adjoints and using gives .
Regard as a real or complex endomorphism with the Euclidean inner product. In the real case [F5] applies; in the complex case implies is normal, so [F6] applies. Thus there are orthonormal and real with .
Set . Then and The invertible change of variables sends the basis to a basis .
For every , , so The diagonalisation from step 2.1 expresses with and unitary. By [F7], and . Applying [F3] to the diagonal matrix gives . Also and are nonzero by step 1.1, so the finite roots of are exactly the real . Finally , so is not a homogeneous root.
Givens reduction terminates with a unitary-equivalent Hessenberg-triangular pair
Statement
For every input of Givens reduction of a matrix pair to Hessenberg-triangular form, the algorithm terminates and returns orthogonal/unitary , an upper Hessenberg matrix , and an upper triangular matrix such that
Facts & Assumptions
Given: with and .
Givens reduction of a matrix pair to Hessenberg-triangular form performs a finite sequence of left Givens rotations and paired right Givens restorations, with the accumulators updated as and .
Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries: each selected Givens factor is unitary and zeros its targeted coordinate.
Proof
The triangularisation loops range over finitely many pairs with and . For fixed , descending zeros without changing already cleared entries below it. The rotations act on rows with indices at least , whose entries in columns less than are zero by upper triangularity; hence they do not create below-diagonal entries in earlier columns. After all columns, is upper triangular.
For there are no earlier Hessenberg columns, so the base condition is vacuous. For general , assume every earlier column already has the Hessenberg pattern. Descend through ; the left factor zeros . Since was upper triangular, this left factor can create below-diagonal fill only at ; the paired right factor zeros that entry. It creates no further below-diagonal entries in , because rows below are zero in columns . The right factor does not touch column because , and the left factors preserve all earlier Hessenberg columns, whose entries in rows are already zero. Thus after the loop, column of is zero below row .
Induction over proves that the final is upper Hessenberg and remains upper triangular. Each left update is matched by , and each right update is matched by ; direct substitution preserves and . The finite loops terminate, proving the claim.
Every regular complex pencil has a homogeneous eigenvalue pair
Statement
Every regular finite square pencil over or has at least one homogeneous generalized eigenvalue pair over .
Facts & Assumptions
Given: and a regular pencil with , .
Regular matrix pencils and homogeneous generalized eigenvalues: regularity means is not the zero polynomial, and a homogeneous eigenvalue pair is a nonzero projective zero of .
Fundamental theorem of algebra: every nonconstant complex polynomial has a complex root: every nonconstant complex polynomial has a complex root.
The Leibniz determinant is column-multilinear, alternating and normalized over every commutative ring: the determinant is multilinear in its columns.
Proof
By column multilinearity [F4], expanding the columns of expresses as a polynomial of degree at most . Regularity [F1] makes it nonzero.
If , [F3] gives with . Set ; [F2] gives .
If , its coefficient of is zero. In the same column-multilinear expansion, that coefficient is , obtained by taking the column in every position. Hence . Setting gives , so this is an infinite homogeneous eigenvalue pair.
The two degree cases exhaust the nonzero polynomial and each produces a nonzero projective pair with .
A B-dual residual bounds distance to the spectrum of a Hermitian-definite pencil
Statement
Let , let , and let be Hermitian with positive definite. For and , put . Then where is the finite generalized spectrum and . Equivalently, the interval with centre and radius contains at least one generalized eigenvalue.
Facts & Assumptions
Given: A Hermitian-definite pencil , a nonzero vector , and a real scalar .
The B-inner product, B-norm, and dual residual norm: for , and .
A Hermitian-definite pencil has a real spectrum and a B-orthonormal eigenbasis: has an orthonormal eigenbasis and its eigenvalues are the generalized eigenvalues of .
Regular matrix pencils and homogeneous generalized eigenvalues: is the set of finite ratios from homogeneous roots with .
Proof
Let and . Since , the transformed residual is By [F1], and .
Let be the orthonormal eigenbasis of from [F2], with real eigenvalues . By [F3], these are exactly the finite generalized eigenvalues in . Write . Then Taking square roots and applying step 1.1 proves the bound.
Common computed Givens actions certify both pencil matrices and factor residuals
Statement
Use the successful real/complex Givens arithmetic of Scaled real and complex Householder and Givens update arithmetic, with . For a matrix pair write and put Generate a single stored block from the selected target and use its same coefficients on BOTH matrices. Retain its exact unitary representative as a factor record. Use the exact identity in the source's zero branch.
A raw common left or right action, without a target overwrite, has pair discrepancy at most from its exact representative. For an actual matrix target, overwrite only its intended annihilated entry with exact zero; this write has norm at most times the target pair norm. The complete action therefore satisfies where for a target action and for a raw action; the unused factor is identity. Zero branches have zero discrepancy. A left action annihilates the second coordinate of a column. To annihilate the FIRST coordinate of a row , let , generate from , and use the right factor , applying its stored adjoint/permuted coefficients. For a second-coordinate right target omit . An external shift-vector action has no matrix-target overwrite. Grouped left/right coefficients compose to .
Post-action zero writes are pulled back by the exact local factor adjoints before they enter a pre-action perturbation ledger. Structural writes may be included in with , or separately recorded with raw coefficient and write allowance , never both. Tolerance deflations remain separate exact perturbations, without an assertion.
There is also a concrete residual certificate for represented products , . Apply stored raw right-factor kernels to in reverse order to approximate ; apply stored raw adjoint left-factor kernels in order to approximate action. Omit all structural overwrites in these vector actions. For a stored current vector and discrepancy allowance , propagate With and allowance , compute by sequential stored-input dot products. When , its allowance relative to is Propagate through the kernels, obtaining , then form with allowance Thus ; repeat with . All these norms may be replaced by the component sum over the relevant vector/matrix. These conservative certificates use only finite exact real field operations and comparisons on stored inputs, , and the finite factor list, and have exact rational implementations for rational/binary inputs and rational . The controller uses the displayed finite expression trees and loops, with no square root or untyped certification oracle. Their failure hypotheses make this independent residual route inconclusive; they do not invalidate a separately valid local-accumulation certificate.
Facts & Assumptions
Given: Successful source arithmetic, including normal nonzero exact intermediates and admissible stored basis constants for residual evaluation. All controller arithmetic is exact, separate from rounded matrix/vector updates.
Scaled real and complex Householder and Givens update arithmetic fixes the stored Givens generator, two-product/one-addition application, exact conjugations and target writes.
Scaled complex Householder and Givens steps have explicit local backward errors proves the unitary representative, raw application coefficient and target-write bound plus that raw coefficient.
Rounded matrix products give certified linear and normal-equation residual allowances bounds successful sequential stored-input matrix-vector products by , and final componentwise subtraction by .
Proof
Replacing by enlarges the source's raw coefficient to and its raw intended-zero bound to . Apply the raw bound separately to , square and add: the common action's pair discrepancy is at most . The one actual target write has norm at most times its two-entry target norm, hence at most . The triangle inequality gives . This uses one generated factor for both arrays; no similarity relation between is assumed.
Permutations and conjugate transposes preserve Euclidean/Frobenius norms and use exact copies of stored coefficients. Write for the normalized rounded representative, without assuming . Conjugate transposition and multiplication by give . The source intended-zero allowance bounds by ; the rounded right application contributes at most , so its first-coordinate overwrite has the inherited bound of step 1.1. For a second-coordinate right target write , giving and the same bound on that target. Thus the stated orientations select the correct coordinate without asserting exact annihilation by the normalized rounded representative. An external vector chooses a unitary but does not license any matrix zero assignment.
Write the computed pair as in post-action coordinates. Define componentwise. Unitarity gives the stated update and preserves the pair norm. Pull a separately recorded post-action write back in the same way; its saved entry and factors specify it exactly. For two consecutive actions the intermediate pair norm is at most , so the sum of their pulled-back errors is at most . Pure deflation uses identity factors.
If differs from the exact current vector by at most , the next raw action differs from the corresponding exact unitary action on by at most . That exact unitary preserves the preceding discrepancy, proving the recurrence. Rightmost factors act first in a matrix product, which gives the specified orders for and action. Adjoints and reversals inherit the raw bound from step 2.1.
Apply [F3] to the STORED vector , then transport through using . Step 3.2 propagates this discrepancy through . The final subtraction allowance in [F3] gives . Each exact residual column is therefore bounded by ; the square root of the sum of their squares is at most their sum. This proves the residual certificate without using nonstored normalized factor entries as floating inputs.
For any finite complex array, its Frobenius/Euclidean norm is at most the sum of absolute real and imaginary components, by squaring and the nonnegative cross terms. These sums and the rational constants use only finite field operations, absolute-value comparisons and the prescribed finite loops. Every denominator is positive under the stated hypotheses. Exact rational arithmetic realizes these instructions for rational stored data; no bit-cost bound is asserted. If an excluded rounded operation or dimension hypothesis fails, that evaluation produces no certificate, as specified.
Finite-budget QZ iteration with homogeneous status and residual output
Definition
Input a regular pencil with ,
, a nonnegative integer sweep budget , and a finite stored real tolerance
. Real input data are embedded in . Scalar updates of the
stored matrices use the operationwise model of
Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add.
Use zero-based matrix indices throughout. Each active block includes
both endpoints; its relative coordinate is global index .
Use the canonical stored Givens generator and application order of
Scaled real and complex Householder and Givens update arithmetic, with the common-pair
orientations and explicit coefficients of
Common computed Givens actions certify both pencil matrices and factor residuals. Generate each rotation ONCE
and apply its same stored coefficients to BOTH matrices. Retain the exact
normalized unitary representatives as product records, never as purported
stored dense unitary matrices. Left rotations annihilate a column's second
entry; right rotations annihilating a row's first entry use the coordinate
reversal/adjoint construction of that lemma. After each genuine matrix target
application write only its intended target to exact zero and include that
write in the local coefficient . An external-vector application has
coefficient and no matrix-target overwrite. Local roundoff certification
requires ; otherwise retain diagnostics with certificate-inconclusive. Record each elementary
rotation separately. If the source cannot produce its admissible factor,
return range-failure or certificate-inconclusive with diagnostics.
- Execute the finite index loops of Givens reduction of a matrix pair to Hessenberg-triangular form with these COMPUTED common rotations: triangularize with left targets ; then reduce with left targets followed by right targets . Every application updates both whole arrays. The exact initializer and Givens reduction terminates with a unitary-equivalent Hessenberg-triangular pair supply the index schedule and support induction, not exact rounded reconstruction. Retain each local factor and residual defined against its exact representative. Include structural target writes in that local arithmetic residual. Record all OTHER explicit zero writes separately: their post-action perturbations are pulled back by the local factor adjoints before entering the pre-action ledger. A pure tolerance write is an identity-factor stage. Never count a structural write twice.
Initialize the sweep counter to zero. Process active blocks in increasing first
index, splitting them at exact zero subdiagonals of . In each deflation
pass execute step 2, then repeat step 3 for the smallest available non-isolated
zero diagonal of until none remains or a status exits. Then run step 5; if
it returns a status, stop. Otherwise, if the sweep counter equals , return
budget-exhausted. If not, increment the counter, execute step 4 on all
remaining active blocks, and repeat the deflation pass. In particular
permits initialization/deflation but no step-4 sweep.
-
On each active block , apply the following deflation tests before a sweep. For , set to zero when and record the negative of its old value at that position in , with all other entries zero. For , set to zero when using zero for a missing boundary term outside the active block, and record the negative of the old value at that position in , with all other entries zero. Treat each write as a separate identity-factor stage, so the new matrix is the old matrix plus its recorded perturbation. Evaluate each displayed modulus by the canonical rounded scaled two-component norm; evaluate its additions and tolerance product with the declared rounded real operations, then compare the stored finite values exactly. Excluded operations return
range-failure. The tests mean these rounded comparisons, not an assertion about exact moduli at the threshold. Save the actual old entries, so their deflation perturbations remain exact regardless of the test. A one-by-one diagonal pair at is isolated when and , omitting a boundary entry when or . If it has and , report an infinite candidate for the computed pencil and deflate it from the active block. If the isolated diagonal pair is , returnsingular-pencil-suspectedwithout assigning an eigenvalue. -
To move a non-isolated zero to the top of its active block, for generate a right factor from the row pair and apply it to columns , setting to zero. Then, when , generate a left factor from and apply it to rows , setting the resulting bulge to zero. Finally, when , generate a left factor from and apply it to rows , setting to zero. Record all rounded update residuals and target writes. If this isolates with , report the infinite candidate and remove the first row/column from the active block. If the isolated pair is , return
singular-pencil-suspected; if isolation fails, returncertificate-inconclusive. Each successful isolation removes one index, so at most such removals occur. -
For each remaining active block with more than one row in the current sweep, choose the homogeneous shift if this pair is nonzero and ; if , use . Write and , with relative indices , and form Compute using the declared rounded complex products/subtractions and generate a left factor from . Apply it to relative rows of both matrices without a matrix-target overwrite. Its rounding changes the selected factor, not its application certificate. Generate a right factor from the row pair and apply it to relative columns , setting to zero. For relative , generate a left factor from and apply it to rows , setting the current Hessenberg bulge to zero; then generate a right factor from and apply it to columns , setting to zero. Update and retain the products ; record every local residual including its structural target write. Apply the embedded transformations to the entire pair, retaining the transformed off-block data. All divisions by a generalized eigenvalue ratio are avoided.
-
After each infinite isolation and before every successful return, scan all isolated diagonal pairs. Any pair returns
singular-pencil-suspectedwithout an eigenvalue. Stop withqz-computedonly when is upper triangular and every diagonal pair is nonzero. Otherwise stop after sweeps withbudget-exhausted. Range failures returnrange-failurewith partial factors; unavailable local certificates returncertificate-inconclusive. Neither a rounded diagnostic nor a tolerance-induced infinite candidate asserts an exact infinite eigenvalue of the original pencil.
For local-accumulation bounds use for matrix-target actions and for external-vector/raw actions, plus the separately saved actual tolerance perturbations. For an independent residual certificate execute the factor-action/column procedure of Common computed Givens actions certify both pencil matrices and factor residuals: use stored raw kernels without zero overwrites, propagate their allowances, use Rounded matrix products give certified linear and normal-equation residual allowances only on STORED matvec inputs, and include the final subtraction allowance. Exact normalized factor entries are not silently treated as stored inputs. Evaluate each certificate using the finite exact real-controller expression trees/loops in the local lemma and component absolute sums as norm upper bounds. Controller operations are separate from rounded update arithmetic; for rational/binary stored data and rational this is exact rational computation. No opaque certification oracle is used. Failure of this residual route's dimension/range hypotheses makes that route inconclusive and does not invalidate a valid independent local-accumulation bound. Always retain available diagnostics.
The output is , where is the current and is the current second matrix, the exact factor products when available, the raw residuals and , and the recorded local arithmetic and deflation perturbations. The procedure asserts no unconditional convergence or small-roundoff bound.
Every regular real or complex pencil has a generalized Schur form
Statement
Let be a regular pencil over . Then there are unitary such that and are upper triangular. If , there are orthogonal such that is block upper triangular with one-by-one real blocks and two-by-two blocks whose generalized determinant polynomial has a nonreal conjugate root pair, while is upper triangular. In either form, the homogeneous roots of the diagonal block determinant polynomials are exactly the homogeneous generalized eigenvalues of .
Facts & Assumptions
Given: A regular finite square pencil of order over or .
Every regular complex pencil has a homogeneous eigenvalue pair: a regular pencil has a nonzero homogeneous pair with .
A regular pencil has no nonzero vector in both kernels: regularity excludes a nonzero vector in both and .
The homogeneous determinant factors across a block upper triangular pencil: the homogeneous determinant of a block upper triangular pair is the product of the determinants of its diagonal block pairs.
Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries: Householder transformations are unitary and can align a nonzero vector with the first coordinate; Givens transformations can annihilate a prescribed coordinate.
Gram–Schmidt turns every finite independent list into an orthonormal list with the same successive spans: Gram–Schmidt converts finite independent lists to orthonormal lists with the same successive spans.
Every finite-dimensional real or complex inner product space has an orthonormal basis: every finite-dimensional real or complex inner product space has an orthonormal basis.
A finite-dimensional linear operator over a field is invertible if and only if its determinant is nonzero: a finite-dimensional operator over a field is invertible exactly when its determinant is nonzero.
A nonzero polynomial of degree over an integral domain has at most distinct roots: a nonzero polynomial of degree at most has at most distinct roots.
Complex and real generalized Schur forms: the required complex and real block structures and homogeneous diagonal roots are as defined there.
A square matrix with zero determinant has a nonzero kernel vector: over either or , zero determinant gives a nonzero kernel vector.
For same-sized finite square matrices over a commutative ring, : determinants multiply under matrix products.
Proof
Proof technique: induction on the pencil order, splitting one real eigenvalue or one nonreal conjugate pair at each step.
We prove the statement by induction on , with the empty trailing pencil allowed after a final block is removed. For , regularity says the scalar pair is not , and gives the required form. Now let and assume the result for smaller regular pencils.
Choose a homogeneous eigenvalue pair by [F1]. Its homogeneous determinant is zero, so [F10] gives a nonzero vector in the kernel over . For real input and a real projective root, rescale to real coordinates and apply [F10] over . If , put ; then . If , this also gives , contrary to [F2], so . If , then and [F2] gives .
If the input field is complex, or if the selected root for real input is real, use a one-dimensional block. Set in the finite case and in the infinite case. Both vectors are nonzero by step 1.2. By [F4], choose unitary/orthogonal alignments and and set , . Then and , so and have zeros below their first entries in the first column. The leading diagonal pair is nonzero: in the finite case its entry is nonzero, and in the infinite case its entry is nonzero.
If the input is real and the selected root is nonreal, then ; write with and write the vector from step 1.2 as in . The real vectors are linearly independent. If they were dependent, would be a nonzero complex multiple of a nonzero real vector , so . If , then , contradicting [F2]. If , a coordinate with gives , contradicting . Put and . Separating real and imaginary parts gives and , so . If , then for each the map has a nonzero kernel because its domain has dimension two and its range has dimension at most one. Hence is not invertible, so [F7] gives for every , contradicting regularity and [F8]. Thus .
Apply [F5] to obtain orthonormal bases of and of , choosing by Gram–Schmidt on . The restriction sends a basis to the independent pair and is therefore an isomorphism. Its matrix in these bases is , so is invertible and [F7] gives ; the Gram–Schmidt choice makes this matrix upper triangular. Extend these bases by orthonormal bases of and using [F6]. In these full bases, the first two columns of both transformed matrices are supported in the first two rows. Let be the invertible change-of-basis matrix from to . The equations in step 2.2 give , where . Thus the leading blocks satisfy , and is similar to . Consequently is a nonzero polynomial with roots .
In either the one-dimensional case of step 2.1 or the two-dimensional case of step 3.1, the transformed pair has a nonzero leading block determinant polynomial . The transformed full pencil is regular: by [F8] choose with ; the unitary or orthogonal changes of basis preserve invertibility. By [F7], the transformed determinant at this is also nonzero, so the transformed full determinant polynomial is nonzero. If there is no trailing block, the transformed pencil is just its leading block and this already proves regularity. If the trailing block is nonempty, both block sizes are positive, so [F3] factors the full determinant polynomial as times the trailing determinant. A product of two nonzero complex polynomials is nonzero because their leading nonzero coefficients have nonzero product. Since and the full determinant are nonzero, the trailing determinant is nonzero, so the trailing pencil is regular.
If the trailing block is nonempty, apply the induction hypothesis to it and extend its left and right transformations by identity matrices on the leading block. If it is empty, no further transformation is needed. This produces the stated upper triangular complex form or real block upper triangular form with upper triangular second factor.
The left and right basis changes are invertible, so [F7] shows that they preserve singularity of every homogeneous pencil matrix. If there is one diagonal block, its determinant is the full determinant. With at least two blocks, split off the first diagonal block and apply [F3] repeatedly; every split has positive block sizes. The resulting product is the nonzero determinant polynomial of the regular transformed pencil, so each factor is nonzero by the leading-coefficient argument in step 4.1. Thus a homogeneous pair is a root of the full determinant exactly when it is a root of at least one diagonal block determinant. The basis changes preserve this root set, which proves the claim.
Every finite-budget QZ run returns a status and records unitary transforms and explicit deflations
Statement
Every run of Finite-budget QZ iteration with homogeneous status and residual output terminates with a declared status. After each successful initialization or QZ/infinite-deflation sweep, the stored pair is Hessenberg-triangular, except at explicitly isolated blocks. For any run with a certified exact-unitary factor record and local update residuals, the returned pair satisfies where is the accumulated arithmetic and explicit deflation perturbation pair. This proposition gives no bound on its size.
Facts & Assumptions
Given: The finite input, budget , tolerance , and operationwise finite-arithmetic model stated in the algorithm.
Finite-budget QZ iteration with homogeneous status and residual output has finite loops, a finite sweep budget, explicit range-failure handling, and records each arithmetic residual and each assigned structural zero.
Givens reduction terminates with a unitary-equivalent Hessenberg-triangular pair: the exact initialization gives the finite index schedule and support induction; numerical reconstruction instead uses [F5].
Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries: left and right Givens factors can annihilate the prescribed bulge entries.
Two-sided unitary errors in a matrix pencil accumulate as a backward perturbation pair: local left/right unitary updates with local arithmetic and deflation residuals give a global perturbation pair bounded by the sum of their pair norms.
Common computed Givens actions certify both pencil matrices and factor residuals supplies common computed left/right factors for both matrices, correct row-target orientation, exact target writes, pulled-back perturbations, and explicit local norm bounds.
Proof
The initialization uses finitely many Givens loops by [F2]. In a QZ sweep, the first left rotation is chosen from the computed first two components of , whose only possibly nonzero entries have relative indices . The following right rotation removes the new entry and can create only the bulge .
For an infinite-deflation step with , the descending right rotations make for . At each such stage, , so the right rotation does not create a subdiagonal entry in . It can create only , which the paired left rotation zeros; that left rotation preserves triangularity because the affected entries of column of are both zero. The final left rotation zeros while column of remains zero, isolating the top one-by-one pair . The mandatory post-isolation scan reports the branch as singular-pencil-suspected, so it is not assigned an eigenvalue. The targeted zeros are explicit assignments; applying rounded rotations to other already-zero coordinate pairs preserves them exactly.
There are finitely many initialization loops, at most rotations per infinite isolation or per active-block sweep, at most successful infinite removals, and at most sweeps over at most active blocks. An unsuccessful isolation exits rather than repeating indefinitely. Each residual/controller evaluation uses finite prescribed factor/column loops. Every scalar operation either succeeds or exits with range-failure; missing unitarity or arithmetic certificates exit with certificate-inconclusive. Thus every branch terminates with a declared status.
If the current bulge is , [F3] supplies a left Givens factor on rows that zeros it. This can create the single entry; a right Givens factor on columns zeros that entry and can create only the next Hessenberg bulge . The loop ends at the last active row, so the sweep ends Hessenberg-triangular. Computed target entries are explicitly zeroed with [F5], so this support induction also holds in rounded storage. Structural writes are included in their arithmetic allowance; only separate tolerance writes enter the deflation ledger.
For a run with certified factors, each local update has the form and , where includes the structural target write. A separate tolerance write replacing an entry by zero has identity factors and perturbation at that entry, with all other entries zero; these are the algorithm's . Any post-action perturbation is pulled back as required by [F5]. Applying [F4] to this finite list gives and for the accumulated pair . No bound is asserted without local norm certificates.
Before qz-computed, both arrays are triangular and all diagonal pairs are nonzero. Their homogeneous determinant is , a product of nonzero linear polynomials, hence is not identically zero. The returned pencil is regular; any label with second coordinate zero is an infinite candidate of this returned perturbed pencil. This proves no exact original-input infinite-eigenvalue or forward-error claim.
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.
5 · Examples, counterexamples and false statements
None yet.
Sources
- Daniel Kressner, Numerical Methods and Software for General and Structured Eigenvalue Problems (PhD dissertation, 2004), Chapter 2: The QZ Algorithm
- Peter Arbenz, Lecture Notes on Solving Large Scale Eigenvalue Problems, §§12.8–12.9
- LAPACK Users' Guide, Generalized Nonsymmetric Eigenproblems
- Peter Arbenz, Lecture Notes on Solving Large Scale Eigenvalue Problems, §12.8
- Peter Arbenz, Lecture Notes on Solving Large Scale Eigenvalue Problems, §11.4
- Daniel Kressner, Numerical Methods and Software for General and Structured Eigenvalue Problems (PhD dissertation, 2004), Chapter 2: The QZ Algorithm, §3.1
- Peter Arbenz, Lecture Notes on Solving Large Scale Eigenvalue Problems, §12.9
- Daniel Kressner, Numerical Methods and Software for General and Structured Eigenvalue Problems (PhD dissertation, 2004), Chapter 2: The QZ Algorithm, §§2.3–3.5
- LAPACK Users' Guide, Generalized Symmetric Definite Eigenproblems
- Daniel Kressner, Numerical Methods and Software for General and Structured Eigenvalue Problems (PhD dissertation, 2004), Chapter 2: The QZ Algorithm, §2.3
- LAPACK Users' Guide, Error Bounds for the Generalized Nonsymmetric Eigenproblem
- Daniel Kressner, Numerical Methods and Software for General and Structured Eigenvalue Problems (PhD dissertation, 2004), Chapter 2: The QZ Algorithm, §§3.1–3.5
- Daniel Kressner, Numerical Methods and Software for General and Structured Eigenvalue Problems (PhD dissertation, 2004), Chapter 2: The QZ Algorithm, §2.1