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Generalized eigenvalue pencils and QZ methods

1 · Prerequisites

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 A and positive-definite B, Cholesky reduction gives the real-spectrum, B-orthogonality, and residual-enclosure results in the B-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

DefinitionDefinition: Literature-sourcedProof: Not applicablejudge pass (gpt-6-luna)Open item page →

Regular matrix pencils and homogeneous generalized eigenvalues

Definition

Let n≥1, let F∈{R,C}, and let A,B∈Fn×n. The matrix pencil determined by (A,B) is A−λB. Its determinant polynomial is f(λ)=det⁡(A−λB), with real coefficients viewed as complex coefficients when F=R. The pencil is regular if f is not the zero polynomial; otherwise it is singular.

For α,β∈C not both zero, put p(α,β)=det⁡(βA−αB). A homogeneous generalized eigenvalue pair is an equivalence class of such pairs satisfying p(α,β)=0, where (α,β) and (cα,cβ) represent the same pair for every c∈C∖{0}. If β≠0, the associated finite generalized eigenvalue is λ=α/β; if β=0, the pair is an infinite generalized eigenvalue. The pair (0,0) is never an eigenvalue pair. Write σ(A,B) for the set of finite ratios α/β 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.

LemmaStatement: Literature-sourcedProof: AI-adaptedOpen item page →

The homogeneous determinant factors across a block upper triangular pencil

Statement

Let n1,n2≥1, n=n1+n2, and let A,B∈Cn×n be block upper triangular with the same two-block partition of sizes n1,n2, with diagonal blocks A11,A22 and B11,B22. For every α,β∈C, det⁡(βA−αB)=det⁡(βA11−αB11)det⁡(βA22−αB22).

Facts & Assumptions

Given: A block upper triangular pair with a common two-block partition.

Proof

1.1givenF1algebra

The matrix M=βA−αB 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.

2.1step 1.1F1algebra∎

Summing the split terms in [F1] gives the product of the two signed permutation sums for M11 and M22. These sums are their determinants, which proves the identity.

LemmaStatement: Literature-sourcedProof: AI-adaptedOpen item page →

A square matrix with zero determinant has a nonzero kernel vector

Statement

If M∈Fn×n, n≥1, F∈{R,C}, and det⁡M=0, then there is a nonzero vector v∈Fn with Mv=0.

Facts & Assumptions

Given: A square real or complex matrix M of positive order.

[F1]

For an m×n matrix A, rank⁡(A)+dim⁡N(A)=n: rank⁡(M)+dim⁡ker⁡M=n.

[F2]

The rank of a matrix equals the rank of the linear map x↦Ax: matrix rank is the dimension of the image of the associated linear map.

[F3]

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

1.1givenF1F2algebraassume-contra

Suppose ker⁡M={0}. By [F1], rank⁡(M)=n; by [F2] the image of M has dimension n in the n-dimensional space Fn, so M is surjective. It is also injective by the supposition, hence invertible.

2.1step 1.1F3contradictiondischarge-contradiction∎

By [F3], invertibility implies det⁡M≠0, contradicting the given det⁡M=0. Therefore ker⁡M≠{0} and a nonzero v with Mv=0 exists.

DefinitionDefinition: Literature-sourcedProof: Not applicablejudge pass (gpt-6-luna)Open item page →

The B-inner product, B-norm, and dual residual norm

Definition

Let B∈Fn×n, F∈{R,C}, be Hermitian positive definite, with Cholesky factor B=LL∗ and L 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 ⟨x,y⟩B:=y∗Bx, the B-norm by ∥x∥B:=∥L∗x∥2=x∗Bx, and the B-dual residual norm by ∥r∥B−1:=∥L−1r∥2=r∗B−1r. The B-orthogonality condition is x∗By=0; since B=B∗ it is equivalent to ⟨x,y⟩B=0.

AlgorithmAlgorithm: Literature-sourcedProof: Not applicablejudge pass (gpt-6-luna)Open item page →

Givens reduction of a matrix pair to Hessenberg-triangular form

Definition

Input A,B∈Fn×n, n≥1, with F∈{R,C}. All transformations here are exact. Use zero-based matrix indices 0,…,n−1, as in Real Givens rotations and complex Givens transformations. Let Q=Z=In.

For a target pair (a,b), define the left factor L(a,b) deterministically. Use I2 if a=b=0. Otherwise put r=(∣a∣2+∣b∣2)1/2 and L=(cs−s‾c). Over R, take c=a/r, s=b/r. Over C, if a=0 take c=0, s=b‾/∣b∣; otherwise take ϕ=a/∣a∣, c=∣a∣/r, s=ϕb‾/r. Thus L(a,b)(a,b)T=(γ,0)T with ∣γ∣=r. Set J=(0110) and define the right factor R(a,b)=JL(b‾,a‾)∗J. Then (a,b)R(a,b)=(0,η) with ∣η∣=r; the zero pair again uses identity. These factors are real orthogonal over R or unitary over C, 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 (b‾,a‾)T and reversing the coordinates. Use their identity embeddings on the two rows or columns specified by each step below.

  1. Triangularise B by left rotations. For j=0,…,n−1 and, in descending order, i=n−1,n−2,…,j+1, set L=L(Bi−1,j,Bi,j),A←LA,B←LB,Q←QL∗.

  2. Reduce A to upper Hessenberg form while restoring triangularity of B. For j=0,…,n−3 and, in descending order, i=n−1,n−2,…,j+2, set L=L(Ai−1,j,Ai,j),A←LA,B←LB,Q←QL∗, then set R=R(Bi,i−1,Bi,i),A←AR,B←BR,Z←ZR.

Return Q,Z,H=A,T=B, where H is upper Hessenberg and T 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.

DefinitionDefinition: Literature-sourcedProof: Not applicablejudge pass (gpt-6-luna)Open item page →

Complex and real generalized Schur forms

Definition

Let (A,B) be a regular pencil of order n. A complex generalized Schur form is a factorisation Q∗AZ=S,Q∗BZ=T, where Q,Z∈Cn×n are unitary in the sense of Linear isometries, and orthogonal or unitary operators on finite-dimensional inner product spaces, and S,T are upper triangular as in Upper triangular, lower triangular and diagonal square matrices over a commutative ring. For its ith one-by-one diagonal block, [sii:tii] is the diagonal homogeneous pair.

For real A,B, a real generalized Schur form has QTAZ=S,QTBZ=T, where Q,Z are orthogonal, S is block upper triangular with diagonal blocks of size one or two, and T is upper triangular. Each one-by-one diagonal block has a nonzero real homogeneous pair. For a two-by-two diagonal block (Skk,Tkk), the diagonal homogeneous roots are the zeros of det⁡(βSkk−αTkk) in [α:β]; such a block has a nonreal conjugate pair of finite roots. A singular pencil is outside this definition.

LemmaStatement: Literature-sourcedProof: AI-adaptedOpen item page →

The pencil determinant is homogeneous and its zero condition is scale invariant

Statement

For A,B∈Fn×n, n≥1, let p(α,β)=det⁡(βA−αB). For every c∈C, p(cα,cβ)=cnp(α,β). Consequently the zero condition is independent of the nonzero representative of a homogeneous pair. If β≠0, then p(α,β)=βndet⁡(A−(α/β)B).

Facts & Assumptions

Given: n≥1, A,B∈Fn×n, and (α,β)∈C2.

[F1]

Regular matrix pencils and homogeneous generalized eigenvalues: p(α,β) is det⁡(βA−αB), and homogeneous pairs are identified by nonzero complex scaling.

Proof

1.1givenF1F2algebra

Scaling (α,β) by c scales every column of βA−αB by c. Applying [F2] to its n columns gives det⁡(c(βA−αB))=cndet⁡(βA−αB), which is the first identity by [F1].

2.1step 1.1F1F2algebra∎

If c≠0, then cn≠0, so p(cα,cβ)=0 exactly when p(α,β)=0. If β≠0, factor βA−αB=β(A−(α/β)B) and apply the same column multilinearity to obtain the finite-eigenvalue identity.

LemmaStatement: Literature-sourcedProof: AI-adaptedOpen item page →

A regular pencil has no nonzero vector in both kernels

Statement

If (A,B) is a regular pencil and x∈Cn satisfies Ax=0 and Bx=0, then x=0.

Facts & Assumptions

Given: A regular pencil A−λB of order n≥1.

[F1]

Regular matrix pencils and homogeneous generalized eigenvalues: regularity means det⁡(A−λB) is a nonzero polynomial.

[F3]

A nonzero polynomial of degree n over an integral domain has at most n distinct roots: a nonzero polynomial of degree d over an integral domain has at most d distinct roots.

[F4]

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

1.1givenF1F4algebraassume-contra

Suppose x≠0 and Ax=Bx=0. Then (A−λB)x=0 for every λ∈C, so A−λB is not invertible. By [F4], f(λ)=det⁡(A−λB)=0 for every complex λ.

2.1givenF1F2F3step 1.1contradictiondischarge-contradiction∎

By [F2], f has degree at most n. If f were nonzero, [F3] would bound its number of distinct complex roots by n, while step 1.1 gives every λ∈C as a root. In particular, the n+1 distinct numbers 0,1,…,n would all be roots, contradicting [F1].

LemmaStatement: Literature-sourcedProof: AI-adaptedOpen item page →

Two-sided unitary errors in a matrix pencil accumulate as a backward perturbation pair

Statement

Let n≥1, m≥0, F∈{R,C}, and A,B∈Fn×n. Put A0=A, B0=B. For j=1,…,m, suppose exact unitary/orthogonal factors Qj,Zj and local arithmetic/deflation perturbations satisfy Aj=Qj∗(Aj−1+EjA+DjA)Zj, Bj=Qj∗(Bj−1+EjB+DjB)Zj. Then with Q=Q1⋯Qm and Z=Z1⋯Zm (empty products are In) there are perturbations ΔA,ΔB such that Am=Q∗(A+ΔA)Z,Bm=Q∗(B+ΔB)Z, and ∥ΔA∥F2+∥ΔB∥F2≤∑j=1m(∥EjA∥F2+∥EjB∥F2+∥DjA∥F2+∥DjB∥F2).

Facts & Assumptions

Given: Finite sequences of square matrices and exact unitary update factors as in the statement.

[F1]

Local unitary-similarity perturbations accumulate as a backward perturbation: a sequence Hj=Pj∗(Hj−1+Ej+Dj)Pj with unitary Pj has a global unitary similarity representation whose Frobenius perturbation is bounded by ∑j(∥Ej∥F+∥Dj∥F).

[F2]

Rectangular matrix multiplication and the identity matrix In, including zero-sized shapes: block matrix multiplication uses the usual row-by-column products.

[F3]

The Frobenius norm ∥A∥F=(∑i,j∣aij∣2)1/2 on real or complex matrices: the Frobenius norm is the square root of the sum of squared moduli of all matrix entries.

Proof

1.1givenF1F2constructalgebra

If m=0, take Q=Z=In and ΔA=ΔB=0; the equations and bound hold. For m≥1, form the 3n×3n block matrix Mj=(0AjBj000000) and Pj=diag⁡(Qj,Zj,Zj). Put the local EjA,EjB in the first block row of Ej and the local DjA,DjB in the first block row of Dj, with all other blocks zero. Then [F2] and the stated updates give Mj=Pj∗(Mj−1+Ej+Dj)Pj. Each Pj is unitary/orthogonal because its diagonal blocks are unitary/orthogonal.

2.1givenF1F3step 1.1algebra∎

For m≥1, apply [F1] to the augmented sequence. Its accumulated perturbation has only the two first-row, off-diagonal blocks, because conjugation by each block diagonal Pj preserves those block positions. Call them ΔA,ΔB. By [F3], ∥Ej∥F=∥EjA∥F2+∥EjB∥F2 and likewise for Dj. Therefore the global bound from [F1] is exactly the displayed pair bound, and the accumulated block products are Q,Z.

TheoremStatement: Literature-sourcedProof: AI-adaptedOpen item page →

A Hermitian-definite pencil has a real spectrum and a B-orthonormal eigenbasis

Statement

Let A=A∗ and let B=B∗ be positive definite in Fn×n, where F∈{R,C}. If B=LL∗ is its Cholesky factorisation, then C=L−1AL−∗ is self-adjoint and has an orthonormal eigenbasis with real eigenvalues λ1,…,λn. The vectors xi=L−∗yi(i=1,…,n) form a basis satisfying Axi=λiBxi and xi∗Bxj=δij. The generalized eigenvalues of (A,B) are exactly [λi:1]; none is infinite.

Facts & Assumptions

Given: A real symmetric or complex Hermitian matrix A and a Hermitian positive-definite matrix B of the same positive order.

[F1]

The B-inner product, B-norm, and dual residual norm: for the unique Cholesky factor B=LL∗, ∥x∥B=∥L∗x∥2, and B-orthonormality means xi∗Bxj=δij.

[F3]

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.

[F4]

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.

[F8]

Regular matrix pencils and homogeneous generalized eigenvalues: homogeneous roots of det⁡(βA−αB) are the generalized eigenvalues.

Proof

1.1givenF2F3F4algebra

By [F2], L is lower triangular with positive diagonal. [F3] gives det⁡L≠0, and [F4] therefore makes L invertible. Hence C=L−1AL−∗ is defined. Taking adjoints and using A=A∗ gives C∗=L−1AL−∗=C.

2.1step 1.1F5F6algebra

Regard C as a real or complex endomorphism with the Euclidean inner product. In the real case [F5] applies; in the complex case C=C∗ implies C is normal, so [F6] applies. Thus there are orthonormal yi and real λi with Cyi=λiyi.

3.1F1step 1.1step 2.1algebraconstruct

Set xi=L−∗yi. Then Axi=AL−∗yi=LCyi=λiLyi=λiBxi, and xi∗Bxj=yi∗L−1LL∗L−∗yj=yi∗yj=δij. The invertible change of variables L−∗ sends the basis (yi) to a basis (xi).

4.1F2F3F7F8step 1.1step 2.1algebra∎

For every λ∈C, A−λB=L(C−λI)L∗, so det⁡(A−λB)=det⁡(L)det⁡(C−λI)det⁡(L∗). The diagonalisation from step 2.1 expresses C=UDU∗ with D=diag⁡(λ1,…,λn) and U unitary. By [F7], det⁡(C−λI)=det⁡(U)det⁡(D−λI)det⁡(U∗) and det⁡(U)det⁡(U∗)=det⁡(UU∗)=det⁡I=1. Applying [F3] to the diagonal matrix gives det⁡(C−λI)=∏i(λi−λ). Also det⁡(L) and det⁡(L∗) are nonzero by step 1.1, so the finite roots of det⁡(A−λB) are exactly the real λi. Finally det⁡(B)=det⁡(L)det⁡(L∗)≠0, so [1:0] is not a homogeneous root.

PropositionStatement: Literature-sourcedProof: AI-adaptedprecheck pendingjudge pass (gpt-6-luna)Open item page →

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 Q,Z, an upper Hessenberg matrix H, and an upper triangular matrix T such that H=Q∗AZ,T=Q∗BZ.

Facts & Assumptions

Given: A,B∈Fn×n with n≥1 and F∈{R,C}.

[F1]

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 Q←QL∗ and Z←ZR.

[F2]

Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries: each selected Givens factor is unitary and zeros its targeted coordinate.

Proof

1.1givenF1F2choose

The triangularisation loops range over finitely many pairs (i,j) with j=0,…,n−1 and i=n−1,…,j+1. For fixed j, descending i zeros Bi,j without changing already cleared entries below it. The rotations act on rows with indices at least j, whose entries in columns less than j are zero by upper triangularity; hence they do not create below-diagonal entries in earlier columns. After all columns, B is upper triangular.

2.1F1F2step 1.1algebrabaseih

For j=0 there are no earlier Hessenberg columns, so the base condition is vacuous. For general j, assume every earlier column already has the Hessenberg pattern. Descend through i=n−1,…,j+2; the left factor zeros Ai,j. Since B was upper triangular, this left factor can create below-diagonal fill only at Bi,i−1; the paired right factor zeros that entry. It creates no further below-diagonal entries in B, because rows below i are zero in columns i−1,i. The right factor does not touch column j because i−1≥j+1, and the left factors preserve all earlier Hessenberg columns, whose entries in rows i−1,i are already zero. Thus after the loop, column j of A is zero below row j+1.

3.1step 1.1step 2.1F1F2algebrainductiondischarge-induction∎

Induction over j=0,…,n−3 proves that the final A is upper Hessenberg and B remains upper triangular. Each left update A←LA is matched by Q←QL∗, and each right update A←AR is matched by Z←ZR; direct substitution preserves Acurrent=Q∗AinputZ and Bcurrent=Q∗BinputZ. The finite loops terminate, proving the claim.

LemmaStatement: Literature-sourcedProof: AI-adaptedOpen item page →

Every regular complex pencil has a homogeneous eigenvalue pair

Statement

Every regular finite square pencil (A,B) over R or C has at least one homogeneous generalized eigenvalue pair [α:β] over C.

Facts & Assumptions

Given: n≥1 and a regular pencil A−λB with A,B∈Fn×n, F∈{R,C}.

[F1]

Regular matrix pencils and homogeneous generalized eigenvalues: regularity means f(λ)=det⁡(A−λB) is not the zero polynomial, and a homogeneous eigenvalue pair is a nonzero projective zero of p(α,β).

[F2]

The pencil determinant is homogeneous and its zero condition is scale invariant: p(α,β)=βnf(α/β) when β≠0.

[F3]

Fundamental theorem of algebra: every nonconstant complex polynomial has a complex root: every nonconstant complex polynomial has a complex root.

Proof

1.1givenF1F4algebra

By column multilinearity [F4], expanding the n columns of A−λB expresses f(λ)=det⁡(A−λB) as a polynomial of degree at most n. Regularity [F1] makes it nonzero.

2.1step 1.1F2F3constructassume-case degree

If deg⁡f=n, [F3] gives λ0∈C with f(λ0)=0. Set [α:β]=[λ0:1]; [F2] gives p(α,β)=0.

2.2step 1.1F1F4algebraconstructassume-case lower

If deg⁡f<n, its coefficient of λn is zero. In the same column-multilinear expansion, that coefficient is (−1)ndet⁡B, obtained by taking the −λB column in every position. Hence det⁡B=0. Setting [α:β]=[1:0] gives p(1,0)=det⁡(−B)=(−1)ndet⁡B=0, so this is an infinite homogeneous eigenvalue pair.

3.1step 2.1step 2.2cases-exhaustive∎

The two degree cases exhaust the nonzero polynomial f and each produces a nonzero projective pair with p(α,β)=0.

TheoremStatement: Literature-sourcedProof: AI-adaptedOpen item page →

A B-dual residual bounds distance to the spectrum of a Hermitian-definite pencil

Statement

Let n≥1, let F∈{R,C}, and let A,B∈Fn×n be Hermitian with B positive definite. For x∈Fn∖{0} and μ∈R, put r=Ax−μBx. Then dist⁡(μ,σ(A,B))≤∥r∥B−1∥x∥B, where σ(A,B) is the finite generalized spectrum and dist⁡(μ,S):=min⁡λ∈S∣μ−λ∣. Equivalently, the interval with centre μ and radius ∥r∥B−1/∥x∥B contains at least one generalized eigenvalue.

Facts & Assumptions

Given: A Hermitian-definite pencil (A,B), a nonzero vector x, and a real scalar μ.

[F1]

The B-inner product, B-norm, and dual residual norm: for B=LL∗, ∥x∥B=∥L∗x∥2 and ∥r∥B−1=∥L−1r∥2.

[F2]

A Hermitian-definite pencil has a real spectrum and a B-orthonormal eigenbasis: C=L−1AL−∗ has an orthonormal eigenbasis and its eigenvalues are the generalized eigenvalues of (A,B).

[F3]

Regular matrix pencils and homogeneous generalized eigenvalues: σ(A,B) is the set of finite ratios α/β from homogeneous roots with β≠0.

Proof

1.1givenF1algebra

Let y=L∗x and C=L−1AL−∗. Since L−1Bx=L∗x=y, the transformed residual is L−1r=L−1(Ax−μBx)=(C−μI)y. By [F1], ∥y∥2=∥x∥B and ∥L−1r∥2=∥r∥B−1.

2.1F2F3step 1.1algebra∎

Let u1,…,un be the orthonormal eigenbasis of C from [F2], with real eigenvalues λ1,…,λn. By [F3], these are exactly the finite generalized eigenvalues in σ(A,B). Write y=∑iciui. Then ∥(C−μI)y∥22=∑i∣ci∣2∣λi−μ∣2≥dist⁡(μ,{λi})2∑i∣ci∣2=dist⁡(μ,σ(A,B))2∥y∥22. Taking square roots and applying step 1.1 proves the bound.

LemmaStatement: AI-adaptedProof: AI-adaptedOpen item page →

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 0<u<1. For a matrix pair write P(C,D)=(∥C∥F2+∥D∥F2)1/2 and put a2=1+u(1−u)2−1,q=max⁡{(1+u1−u)3−1,(1+a2)(1+6u)(1+u)(1−u)3−1}, v=q+2(7u+6u2)(1+q),h=u+2q+v,η=v+h. Generate a single stored block T0=(cs−s‾c) from the selected target and use its same coefficients on BOTH matrices. Retain its exact unitary representative U=T0/c2+∣s∣2 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 vP(C,D) from its exact representative. For an actual matrix target, overwrite only its intended annihilated entry with exact zero; this write has norm at most h times the target pair norm. The complete action therefore satisfies C+=Q0∗(C+EC)Z0,D+=Q0∗(D+ED)Z0,P(EC,ED)≤ℓP(C,D), where ℓ=η for a target action and ℓ=v 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 r=(a,b), let J=(0110), generate U from (rJ)∗=(b‾,a‾)T, and use the right factor JU∗J, applying its stored adjoint/permuted coefficients. For a second-coordinate right target omit J. An external shift-vector action has no matrix-target overwrite. Grouped left/right coefficients ℓL,ℓR compose to ℓL+ℓR+ℓLℓR.

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 E with η, or separately recorded with raw coefficient v and write allowance h, never both. Tolerance deflations remain separate exact perturbations, without an O(u) assertion.

There is also a concrete residual certificate for represented products Q=Q1⋯Qm, Z=Z1⋯Zm. Apply stored raw right-factor kernels to ek in reverse order to approximate Zek; apply stored raw adjoint left-factor kernels in order Q1∗,…,Qm∗ to approximate Q∗ action. Omit all structural overwrites in these vector actions. For a stored current vector y and discrepancy allowance e, propagate enext=e+v∥y∥2. With z^≈Zek and allowance ez, compute a^=fl⁡(Az^) by sequential stored-input dot products. When (n−1)u<1, its allowance relative to AZek is ea=gn∥A∥F∥z^∥2+∥A∥Fez,gn=1+6u1−(n−1)u−1. Propagate through the Q∗ kernels, obtaining w^,ew, then form r^k=fl⁡(w^−S:k) with allowance ek=ew+u(∥w^∥2+∥S:k∥2). Thus ∥Q∗AZ−S∥F≤∑k=1n(∥r^k∥2+ek); repeat with B,T. All these norms may be replaced by the component sum ∑(∣ℜx∣+∣ℑx∣) over the relevant vector/matrix. These conservative certificates use only finite exact real field operations and comparisons on stored inputs, u, and the finite factor list, and have exact rational implementations for rational/binary inputs and rational u. 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 0,1 for residual evaluation. All controller arithmetic is exact, separate from rounded matrix/vector updates.

[F1]

Scaled real and complex Householder and Givens update arithmetic fixes the stored Givens generator, two-product/one-addition application, exact conjugations and target writes.

[F2]

Scaled complex Householder and Givens steps have explicit local backward errors proves the unitary representative, raw application coefficient q+2(7u+6u2)(1+q) and target-write bound u+2q plus that raw coefficient.

[F3]

Rounded matrix products give certified linear and normal-equation residual allowances bounds successful sequential stored-input matrix-vector products by gn∥A∥F∥x∥2, and final componentwise subtraction by u(∥y∥2+∥s∥2).

Proof

1.1givenF1F2algebra

Replacing 2 by 2 enlarges the source's raw coefficient to v and its raw intended-zero bound to h. Apply the raw bound separately to C,D, square and add: the common action's pair discrepancy is at most vP(C,D). The one actual target write has norm at most h times its two-entry target norm, hence at most hP(C,D). The triangle inequality gives ηP(C,D). This uses one generated factor for both arrays; no similarity relation between C,D is assumed.

2.1F1F2step 1.1algebra

Permutations and conjugate transposes preserve Euclidean/Frobenius norms and use exact copies of stored coefficients. Write U(rJ)∗=(ρ,ϵ)T for the normalized rounded representative, without assuming ϵ=0. Conjugate transposition and multiplication by J give rJU∗J=(ϵ‾,ρ‾). The source intended-zero allowance bounds ∣ϵ∣ by (u+2q)∥r∥2; the rounded right application contributes at most v∥r∥2, so its first-coordinate overwrite has the inherited bound h∥r∥2 of step 1.1. For a second-coordinate right target write Ur∗=(ρ,ϵ)T, giving rU∗=(ρ‾,ϵ‾) 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.

3.1step 1.1step 2.1algebraconstruct

Write the computed pair as Q0∗(C,D)Z0+F in post-action coordinates. Define E=Q0FZ0∗ 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 (1+ℓL)P(C,D), so the sum of their pulled-back errors is at most [ℓL+ℓR(1+ℓL)]P(C,D). Pure deflation uses identity factors.

3.2givenF1F2step 2.1algebra

If y differs from the exact current vector by at most e, the next raw action differs from the corresponding exact unitary action on y by at most v∥y∥2. That exact unitary preserves the preceding discrepancy, proving the recurrence. Rightmost factors act first in a matrix product, which gives the specified orders for Zek and Q∗ action. Adjoints and reversals inherit the raw bound from step 2.1.

4.1F3step 3.2algebra

Apply [F3] to the STORED vector z^, then transport z^−Zek through A using ∥A∥2≤∥A∥F. Step 3.2 propagates this discrepancy through Q∗. The final subtraction allowance in [F3] gives ek. Each exact residual column is therefore bounded by ∥r^k∥2+ek; 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.

5.1givenstep 1.1step 4.1algebra∎

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 v,h,η,gn 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.

AlgorithmAlgorithm: AI-adaptedProof: Not applicableOpen item page →

Finite-budget QZ iteration with homogeneous status and residual output

Definition

Input a regular pencil (A,B) with A,B∈Cn×n, n≥1, a nonnegative integer sweep budget N, and a finite stored real tolerance τ≥0. Real input data are embedded in C. 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 [a:b] includes both endpoints; its relative coordinate 0 is global index a. 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 v,h,η 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 η. An external-vector application has coefficient v and no matrix-target overwrite. Local roundoff certification requires 0<u<1; 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.

  1. Execute the finite index loops of Givens reduction of a matrix pair to Hessenberg-triangular form with these COMPUTED common rotations: triangularize B with left targets Bi,j; then reduce A with left targets Ai,j followed by right targets Bi,i−1. 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 DjA,DjB 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 H. In each deflation pass execute step 2, then repeat step 3 for the smallest available non-isolated zero diagonal of T until none remains or a status exits. Then run step 5; if it returns a status, stop. Otherwise, if the sweep counter equals N, return budget-exhausted. If not, increment the counter, execute step 4 on all remaining active blocks, and repeat the deflation pass. In particular N=0 permits initialization/deflation but no step-4 sweep.

  1. On each active block Ha:b,a:b,Ta:b,a:b, apply the following deflation tests before a sweep. For i=a,…,b−1, set Hi+1,i to zero when ∣Hi+1,i∣≤τ(∣Hi,i∣+∣Hi+1,i+1∣), and record the negative of its old value at that position in DA, with all other entries zero. For k=a,…,b, set Tk,k to zero when ∣Tk,k∣≤τ(∣Tk−1,k∣+∣Tk,k+1∣), using zero for a missing boundary term outside the active block, and record the negative of the old value at that position in DB, 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 k is isolated when Hk,k−1=0 and Hk+1,k=0, omitting a boundary entry when k=a or k=b. If it has Tk,k=0 and Hk,k≠0, report an infinite candidate for the computed pencil and deflate it from the active block. If the isolated diagonal pair is (0,0), return singular-pencil-suspected without assigning an eigenvalue.

  2. To move a non-isolated zero Tk,k to the top of its active block, for j=k−1,k−2,…,a generate a right factor from the row pair (Tj,j,Tj,j+1) and apply it to columns j,j+1, setting Tj,j to zero. Then, when j+2≤b, generate a left factor from (Hj+1,j,Hj+2,j) and apply it to rows j+1,j+2, setting the resulting bulge Hj+2,j to zero. Finally, when a<b, generate a left factor from (Ha,a,Ha+1,a) and apply it to rows a,a+1, setting Ha+1,a to zero. Record all rounded update residuals and target writes. If this isolates (Ha,a,Ta,a)=(h,0) with h≠0, report the infinite candidate and remove the first row/column from the active block. If the isolated pair is (0,0), return singular-pencil-suspected; if isolation fails, return certificate-inconclusive. Each successful isolation removes one index, so at most n such removals occur.

  3. For each remaining active block with more than one row in the current sweep, choose the homogeneous shift [α:β]=[Hb,b:Tb,b] if this pair is nonzero and Tb,b≠0; if Tb,b=0, use [0:1]. Write H^=Ha:b,a:b and T^=Ta:b,a:b, with relative indices 0,…,b−a, and form x=(βH^−αT^)e0. Compute x0,x1 using the declared rounded complex products/subtractions and generate a left factor from (x0,x1). Apply it to relative rows 0,1 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 (T^1,0,T^1,1) and apply it to relative columns 0,1, setting T^1,0 to zero. For relative j=1,…,b−a−1, generate a left factor from (H^j,j−1,H^j+1,j−1) and apply it to rows j,j+1, setting the current Hessenberg bulge H^j+1,j−1 to zero; then generate a right factor from (T^j+1,j,T^j+1,j+1) and apply it to columns j,j+1, setting T^j+1,j to zero. Update and retain the products Q,Z; 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.

  4. After each infinite isolation and before every successful return, scan all isolated diagonal pairs. Any (0,0) pair returns singular-pencil-suspected without an eigenvalue. Stop with qz-computed only when H is upper triangular and every diagonal pair is nonzero. Otherwise stop after N sweeps with budget-exhausted. Range failures return range-failure with partial factors; unavailable local certificates return certificate-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 ℓj=η for matrix-target actions and ℓj=v 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 v 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 u 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 (Q,S,T,Z,status), where S is the current H and T is the current second matrix, the exact factor products when available, the raw residuals RA=Q∗AZ−S and RB=Q∗BZ−T, and the recorded local arithmetic and deflation perturbations. The procedure asserts no unconditional convergence or small-roundoff bound.

TheoremStatement: Literature-sourcedProof: AI-adaptedOpen item page →

Every regular real or complex pencil has a generalized Schur form

Statement

Let (A,B) be a regular n×n pencil over C. Then there are unitary Q,Z such that Q∗AZ and Q∗BZ are upper triangular. If A,B∈Rn×n, there are orthogonal Q,Z such that QTAZ 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 QTBZ is upper triangular. In either form, the homogeneous roots of the diagonal block determinant polynomials are exactly the homogeneous generalized eigenvalues of (A,B).

Facts & Assumptions

Given: A regular finite square pencil (A,B) of order n≥1 over C or R.

[F1]

Every regular complex pencil has a homogeneous eigenvalue pair: a regular pencil has a nonzero homogeneous pair [α:β] with det⁡(βA−αB)=0.

[F2]

A regular pencil has no nonzero vector in both kernels: regularity excludes a nonzero vector in both ker⁡A and ker⁡B.

[F3]

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.

[F4]

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.

[F5]

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.

[F6]

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.

[F7]

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.

[F8]

A nonzero polynomial of degree n over an integral domain has at most n distinct roots: a nonzero polynomial of degree at most n has at most n distinct roots.

[F9]

Complex and real generalized Schur forms: the required complex and real block structures and homogeneous diagonal roots are as defined there.

[F10]

A square matrix with zero determinant has a nonzero kernel vector: over either R or C, zero determinant gives a nonzero kernel vector.

Proof

Proof technique: induction on the pencil order, splitting one real eigenvalue or one nonreal conjugate pair at each step.

1.1givenF9inductionbaseih

We prove the statement by induction on n, with the empty trailing pencil allowed after a final block is removed. For n=1, regularity says the scalar pair (A,B) is not (0,0), and Q=Z=[1] gives the required form. Now let n>1 and assume the result for smaller regular pencils.

1.2givenF1F2F10algebracases

Choose a homogeneous eigenvalue pair [α:β] by [F1]. Its homogeneous determinant is zero, so [F10] gives a nonzero vector v in the kernel over C. For real input and a real projective root, rescale [α:β] to real coordinates and apply [F10] over R. If β≠0, put λ=α/β; then Av=λBv. If Bv=0, this also gives Av=0, contrary to [F2], so Bv≠0. If β=0, then Bv=0 and [F2] gives Av≠0.

2.1step 1.2F4constructcases

If the input field is complex, or if the selected root for real input is real, use a one-dimensional block. Set q=Bv in the finite case and q=Av in the infinite case. Both vectors are nonzero by step 1.2. By [F4], choose unitary/orthogonal alignments Lq=γe1 and Rv=ηe1 and set Q=L∗, Z=R∗. Then Q∗q=γe1 and Z∗v=ηe1, so Q∗AZ and Q∗BZ have zeros below their first entries in the first column. The leading diagonal pair is nonzero: in the finite case its B entry is nonzero, and in the infinite case its A entry is nonzero.

2.2givenF2F7F8step 1.2algebracontradiction

If the input is real and the selected root is nonreal, then β≠0; write λ=α/β=a+ib with b≠0 and write the vector from step 1.2 as v=x+iy in ker⁡(A−λB). The real vectors x,y are linearly independent. If they were dependent, v would be a nonzero complex multiple of a nonzero real vector w, so (A−λB)w=0. If Bw=0, then Aw=0, contradicting [F2]. If Bw≠0, a coordinate with (Bw)i≠0 gives λ=(Aw)i/(Bw)i∈R, contradicting b≠0. Put X=span⁡R{x,y} and Y=span⁡R{Bx,By}. Separating real and imaginary parts gives Ax=aBx−bBy and Ay=bBx+aBy, so A(X)⊆Y. If dim⁡Y<2, then for each μ∈C the map (A−μB):XC→YC has a nonzero kernel because its domain has dimension two and its range has dimension at most one. Hence A−μB is not invertible, so [F7] gives det⁡(A−μB)=0 for every μ, contradicting regularity and [F8]. Thus dim⁡Y=2.

3.1step 2.2F5F6F7F11algebraconstruct

Apply [F5] to obtain orthonormal bases z1,z2 of X and q1,q2 of Y, choosing q1,q2 by Gram–Schmidt on Bz1,Bz2. The restriction B∣X:X→Y sends a basis to the independent pair Bz1,Bz2 and is therefore an isomorphism. Its matrix in these bases is B11=Q1TBZ1, so B11 is invertible and [F7] gives det⁡(B11)≠0; the Gram–Schmidt choice makes this matrix upper triangular. Extend these bases by orthonormal bases of Y⊥ and X⊥ using [F6]. In these full bases, the first two columns of both transformed matrices are supported in the first two rows. Let P be the invertible change-of-basis matrix from (x,y) to (z1,z2). The equations in step 2.2 give A[z1 z2]=B[z1 z2]C, where C=P−1(ab−ba)P. Thus the leading blocks satisfy A11=B11C, and C is similar to (ab−ba). Consequently det⁡(A11−μB11)=det⁡(B11)det⁡(C−μI)=det⁡(B11)((a−μ)2+b2) is a nonzero polynomial with roots a±ib.

4.1step 2.1step 3.1F3F7F8algebra

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 g. The transformed full pencil is regular: by [F8] choose μ with det⁡(A−μB)≠0; the unitary or orthogonal changes of basis preserve invertibility. By [F7], the transformed determinant at this μ 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 g times the trailing determinant. A product of two nonzero complex polynomials is nonzero because their leading nonzero coefficients have nonzero product. Since g and the full determinant are nonzero, the trailing determinant is nonzero, so the trailing pencil is regular.

5.1step 1.1step 4.1inductionconstructih

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.

6.1step 4.1step 5.1F3F7F9algebradischarge-induction∎

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.

PropositionStatement: AI-adaptedProof: AI-adaptedprecheck passjudge pass (gpt-6-luna)Open item page →

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 (S,T) satisfies S=Q∗(A+ΔA)Z,T=Q∗(B+ΔB)Z, where (ΔA,ΔB) is the accumulated arithmetic and explicit deflation perturbation pair. This proposition gives no bound on its size.

Facts & Assumptions

Given: The finite input, budget N, tolerance τ, and operationwise finite-arithmetic model stated in the algorithm.

[F1]

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.

[F2]

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].

[F3]

Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries: left and right Givens factors can annihilate the prescribed bulge entries.

[F4]

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.

[F5]

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

1.1F1F2F3F5algebra

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 (βH−αT)e0, whose only possibly nonzero entries have relative indices 0,1. The following right rotation removes the new T1,0 entry and can create only the bulge H2,0.

1.2F1F3F5induction

For an infinite-deflation step with Tk,k=0, the descending right rotations make Tj,j=0 for j=k−1,…,a. At each such stage, Tj+1,j=Tj+1,j+1=0, so the right rotation does not create a subdiagonal entry in T. It can create only Hj+2,j, which the paired left rotation zeros; that left rotation preserves triangularity because the affected entries of column j+1 of T are both zero. The final left rotation zeros Ha+1,a while column a of T remains zero, isolating the top one-by-one pair (Ha,a,0). The mandatory post-isolation scan reports the (0,0) 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.

1.3givenF1F2algebra

There are finitely many initialization loops, at most 2n rotations per infinite isolation or per active-block sweep, at most n successful infinite removals, and at most N sweeps over at most n 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.

2.1F1F3F5step 1.1induction

If the current bulge is Hj+1,j−1, [F3] supplies a left Givens factor on rows j,j+1 that zeros it. This can create the single Tj+1,j entry; a right Givens factor on columns j,j+1 zeros that entry and can create only the next Hessenberg bulge Hj+2,j. 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.

2.2F1F4F5step 1.3algebra

For a run with certified factors, each local update has the form Aj=Qj∗(Aj−1+EjA+DjA)Zj and Bj=Qj∗(Bj−1+EjB+DjB)Zj, where Ej includes the structural target write. A separate tolerance write replacing an entry d by zero has identity factors and perturbation −d at that entry, with all other entries zero; these are the algorithm's DjA,DjB. Any post-action perturbation is pulled back as required by [F5]. Applying [F4] to this finite list gives S=Q∗(A+ΔA)Z and T=Q∗(B+ΔB)Z for the accumulated pair (ΔA,ΔB). No bound is asserted without local norm certificates.

3.1F1step 2.1algebra∎

Before qz-computed, both arrays are triangular and all diagonal pairs are nonzero. Their homogeneous determinant is ∏k(βSkk−αTkk), 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.

TheoremStatement: AI-adaptedProof: AI-adaptedOpen item page →

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 Q,Z, factors S,T, 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 ΔA,ΔB such that Q∗(A+ΔA)Z=S,Q∗(B+ΔB)Z=T, 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 ℓj=η for actual matrix annihilations and ℓj=v for external-vector/raw actions. With structural writes included there and only separate tolerance writes Dtol,j, it gives the concrete bound P(ΔA,ΔB)≤∑jℓjP(Aj−1,Bj−1)+∑jP(Dtol,jA,Dtol,jB), where P(C,D)=(∥C∥F2+∥D∥F2)1/2. Tolerance deflations need not be O(u).

Independently, if the exact raw residuals are RA=Q∗AZ−S,RB=Q∗BZ−T, then the choices ΔA=−QRAZ∗ and ΔB=−QRBZ∗ satisfy the same equations and ∥ΔA∥F2+∥ΔB∥F2=∥RA∥F2+∥RB∥F2. 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 (S,T), local arithmetic/deflation residuals, and any claimed certified residual norm upper bounds.

[F1]

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.

[F2]

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.

[F4]

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.

[A1]

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

1.1givenF1F2A1

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 Q∗(A+ΔA)Z=S and Q∗(B+ΔB)Z=T with the asserted sum of local pair error bounds. This step claims no size bound beyond the supplied certificates.

1.2givenF3algebraconstruct

From the definitions of RA,RB, set ΔA=−QRAZ∗ and ΔB=−QRBZ∗. Exact unitarity gives Q∗ΔAZ=−RA and Q∗ΔBZ=−RB, so adding the residuals proves both displayed backward equations. By [F3], ∥ΔA∥F=∥RA∥F and ∥ΔB∥F=∥RB∥F; squaring and adding proves the exact pair equality.

2.1F2F4step 1.1algebra

For the specified implementation, [F4] gives P(EjA,EjB)≤ℓjP(Aj−1,Bj−1). 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 Ej, so summing proves the concrete displayed bound without double counting.

3.1F4step 1.2algebra∎

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 bA,bB, hence step 1.2 gives pair error at most bA2+bB2 (or conservatively bA+bB). 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