# polyProof .pdf

### File information

Original filename:

**polyProof.pdf**

This PDF 1.5 document has been generated by LaTeX with hyperref package / pdfTeX-1.40.15, and has been sent on pdf-archive.com on 07/08/2015 at 16:12, from IP address 209.131.x.x.
The current document download page has been viewed 507 times.

File size: 130 KB (2 pages).

Privacy: public file

### Share on social networks

### Link to this file download page

### Document preview

000

001

002

003

004

005

006

007

008

009

010

011

012

013

014

015

016

017

018

019

020

021

022

023

024

We apologize if the following proof is overly formal – we wanted to err on the side of caution.

The claims about Chebyshev polynomials are well known, but we reprove from basic definitions for

completeness.

We mistakenly overloaded the definition of q in our paper, using it both in our pseudocode for

Algorithms 1 and 2 as an iteration count and then later as the degree of polynomial p1 (·). In this

note, take q to be the degree of p1 (·).

In the proof of our accuracy bounds, we just need to choose q ≥ c ∗

log

√d

for some constant c. We

√d

will always choose it to be odd. We run the Block Lanczos algorithm for (q − 1)/2 = Θ log

iterations. Note that since q is odd, this iteration count is an integer.

We have the following theorem:

Theorem 1. For any odd integer q, let K be the Krylov subspace computed by Algorithm 2 with

input A, random initialization matrix Π ∈ Rn×k , and iteration count (q − 1)/2. Let p1 (·) be the

degree q polynomial given in Lemma 5. Then:

range(p1 (A)Π) ⊆ range(K).

Proof. We have K = AΠ, (AAT )AΠ, (AAT )2 AΠ, ..., (AAT )(q−1)/2 AΠ . Writing A using

its SVD we claim that for any i ≥ 1,

def

(AAT )i A = UΣ2i+1 VT = A2i+1 .

We can prove this via induction. For the base case when i = 1 we have:

def

025

026

027

028

029

030

And for any i > 1, assuming (1) holds for i − 1 by induction, we have:

031

032

033

034

035

036

With equation (1) in hand we can rewrite K as:

K = A1 Π, A3 Π, A5 Π, ..., Aq Π

037

038

039

040

041

042

043

044

045

046

047

048

049

050

051

052

053

(1)

(AAT )A = UΣVT VΣUT UΣVT = UΣIΣIΣVT = UΣ3 VT = A2·1+1 .

(AAT )i A = (AAT )(AAT )i−1 A = UΣVT VΣUT UΣ2(i−1)+1 VT

def

= UΣIΣIΣ2(i−1)+1 VT = UΣ2·i+1 VT = A2·i+1 .

(2)

We now claim that any Chebyshev polynomial of odd degree can be written as the sum of odd degree

monomials. Correspondingly, any even degree Chebyshev polynomial can be written as the sum of

even degree monomials. Formally, if i is an odd integer, Ti (x) can be written as:

a1 x + a3 x3 + a5 x5 + ... + ai xi

for some set of coefficients a1 , a3 , a5 , ..., ai . If i is even, Ti (x) can be written as:

a0 + a2 x2 + a4 x4 + ... + ai xi

for some set of coefficients a0 , a2 , a4 , ..., ai .

We prove this by the recursive definition of Chebyshev Polynomials (See our proof of Lemma 5 in

supplemental). In the base cases i = 0 and i = 1 we have T0 (x) = 1 and T1 (x) = x so the above

claim is clearly true. Now for even i ≥ 2, assume by way of induction that the claim holds for all

0 ≤ j < i. Since i − 1 is odd and i − 2 is even:

Ti (x) = 2xTi−1 (x) − Ti−2 (x)

= 2x a1 x + a3 x3 + ... + ai−1 xi−1 − a0 + a2 x2 + ... + ai−2 xi−2

= −a0 + (2a1 − a2 )x2 + ... + (2ai−3 − ai−2 )xi−2 + (2ai−1 )xi .

1

054

055

056

057

058

059

060

061

062

063

064

065

066

067

068

069

070

071

072

073

074

075

076

077

078

079

080

081

082

083

084

085

086

087

088

089

090

This gives us the claim, since we have written Ti (x) as the sum of even degree monomials of x.

Similarly, for odd i ≥ 3, since i − 1 is even and i − 2 is odd,

Ti (x) = 2xTi−1 (x) − Ti−2 (x)

= 2x a0 + a2 x2 + ... + ai−1 xi−1 − a1 x + a3 x3 + ... + ai−2 xi−2

= (2a0 − a1 )x + (2a2 − a3 )x3 + ... + (2ai−3 − ai−2 )xi−2 + (2ai−1 )xi .

So we have written Ti (x) as the sum of odd degree monomials. Overall, we have the claim by

simultaneous induction on the odd and even integers.

Now, consider p1 (x), the polynomial given in Lemma 5. p1 (x) is defined as:

p1 (x) = (1 + γ)α

Tq (x/α)

= c · Tq (x/α)

Tq (1 + γ)

where we just set c = T(1+γ)α

. Note that Tq (1 + γ) is a constant – γ is a parameter that does

q (1+γ)

not depend on x. Recall that we have chosen q to be odd, so by our above claim about Chebyshev

polynomials, we can write p1 (x) as:

p1 (x) = c a1 (x/α) + a3 (x/α)3 + a5 (x/α)5 + ... + aq (x/α)q

= (ca1 /α)x + (ca3 /α3 )x3 + (ca5 /α5 )x5 + ... + (caq /αq )xq .

That is, we can write p1 (x) as the sum of odd degree monomials. For ease of notation define

bi = cai /αi and write: p1 (x) = b1 x + b3 x3 + ... + bq aq . So:

p1 (A)Π = Up1 (Σ)VT Π

= b1 UΣVT + b3 UΣ3 VT + ... + bq UΣq VT Π

= b1 AΠ + b3 A3 Π + ... + bq Aq Π .

For y ∈ Rn , y ∈ range(p1 (A)Π) iff we can write y = p1 (A)Πx for some x ∈ Rk . That is if

y ∈ range(p1 (A)Π) we can write:

y = b1 AΠ + b3 A3 Π + ... + bq Aq Π x

= AΠ, A3 Π, ..., Aq Π x

ˆ

T

where the vector x

ˆ ∈ Rqk is given by x

ˆ = b1 xT , b3 xT , ..., bq xT .

Using (2), we have y = Kˆ

x so y ∈ range(K). Since this holds for all y ∈ range(p1 (A)Π) we

have: range(p1 (A)Π) ⊆ range(K).

091

092

093

094

095

096

097

098

099

100

101

102

103

104

105

106

107

2

### Link to this page

#### Permanent link

Use the permanent link to the download page to share your document on Facebook, Twitter, LinkedIn, or directly with a contact by e-Mail, Messenger, Whatsapp, Line..

#### Short link

Use the short link to share your document on Twitter or by text message (SMS)

#### HTML Code

Copy the following HTML code to share your document on a Website or Blog