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 Mathematics

COMPUTATIONAL LINEAR ALGEBRA

Introduction to Computational Linear Algebra presents class-
room-tested material on computational linear algebra and its appli-
cation to numerical solutions of partial and ordinary differential equa-
tions.
INTRODUCTION TO
The text first introduces BLAS operations of types 1, 2, and 3 adapt-
ed to a scientific computer environment, specifically MATLAB®. It
COMPUTATIONAL

INTRODUCTION TO
LINEAR ALGEBRA
next covers the basic mathematical tools needed in numerical linear
algebra and discusses classical material on Gauss decompositions
as well as LU and Cholesky’s factorizations of matrices. The text
then shows how to solve linear least squares problems, provides a
detailed numerical treatment of the algebraic eigenvalue problem,
and discusses (indirect) iterative methods to solve a system of lin-
ear equations. The final chapter illustrates how to solve discretized
sparse systems of linear equations.
Features
• Discusses the fundamentals needed in numerical linear algebra,
including eigenvalues, vector and matrix norms, orthogonal
matrices, the Gram–Schmidt process, and singular value
decomposition
• Illustrates algorithms for eigenvalue problems with examples
from population dynamics and Google matrices
• Covers iterative methods for solving a system of linear
equations, including stationary methods based on matrix

Nassif, Erhel,
and Philippe
splitting and Krylov methods
• Explains the implementation of algorithms using MATLAB’s

Nabil Nassif
syntax
• Expresses the numerical methods using pseudo-code or a
detailed MATLAB program
• Includes numerous exercises and computer projects that test Jocelyne Erhel
your understanding of both the mathematics of numerical
methods and the art of computer programming Bernard Philippe
K24148

w w w. c rc p r e s s . c o m

K24148_cover.indd 1 5/27/15 6:46 AM

 INTRODUCTION TO
COMPUTATIONAL
LINEAR ALGEBRA
 INTRODUCTION TO
COMPUTATIONAL
LINEAR ALGEBRA

Nabil Nassif
American University of Beirut
Lebanon

Jocelyne Erhel
INRIA, Rennes
France

Bernard Philippe
INRIA, Rennes
France
MATLAB® is a trademark of The MathWorks, Inc. and is used with permission. The MathWorks does not
warrant the accuracy of the text or exercises in this book. This book’s use or discussion of MATLAB® soft-
ware or related products does not constitute endorsement or sponsorship by The MathWorks of a particular
pedagogical approach or particular use of the MATLAB® software.

CRC Press
Taylor & Francis Group
6000 Broken Sound Parkway NW, Suite 300
Boca Raton, FL 33487-2742

© 2016 by Taylor & Francis Group, LLC

CRC Press is an imprint of Taylor & Francis Group, an Informa business

No claim to original U.S. Government works

Version Date: 20150529

International Standard Book Number-13: 978-1-4822-5871-4 (eBook - PDF)

This book contains information obtained from authentic and highly regarded sources. Reasonable efforts
have been made to publish reliable data and information, but the author and publisher cannot assume
responsibility for the validity of all materials or the consequences of their use. The authors and publishers
have attempted to trace the copyright holders of all material reproduced in this publication and apologize to
copyright holders if permission to publish in this form has not been obtained. If any copyright material has
not been acknowledged please write and let us know so we may rectify in any future reprint.

Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced, transmit-
ted, or utilized in any form by any electronic, mechanical, or other means, now known or hereafter invented,
including photocopying, microfilming, and recording, or in any information storage or retrieval system,
without written permission from the publishers.

For permission to photocopy or use material electronically from this work, please access www.copyright.
com (http://www.copyright.com/) or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood
Drive, Danvers, MA 01923, 978-750-8400. CCC is a not-for-profit organization that provides licenses and
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a separate system of payment has been arranged.

Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used
only for identification and explanation without intent to infringe.
Visit the Taylor & Francis Web site at
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and the CRC Press Web site at

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To the dear and supporting members of our respective families:

Norma, Nabil-John and Nadim

Yves, Marion and Mélanie

Elisabeth, Isabelle, Hélène, Etienne and Afif

Contents

Preface xiii

About the Authors xvii

List of Figures xix

List of Tables xxi

List of Algorithms xxiii

1 Basic Linear Algebra Subprograms - BLAS 1

1.1 An Introductory Example . . . . . . . . . . . . . . . . . . . . 1
1.2 Matrix Notations . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 IEEE Floating Point Systems and Computer Arithmetic . . 4
1.4 Vector-Vector Operations: Level-1 BLAS . . . . . . . . . . . 5
1.5 Matrix-Vector Operations: Level-2 BLAS . . . . . . . . . . . 8
1.6 Matrix-Matrix Operations: Level-3 BLAS . . . . . . . . . . . 11
1.6.1 Matrix Multiplication Using GAXPYs . . . . . . . . . 12
1.6.2 Matrix Multiplication Using Scalar Products . . . . . 13
1.6.3 Matrix Multiplication Using External Products . . . . 13
1.6.4 Block Multiplications . . . . . . . . . . . . . . . . . . 13
1.6.5 An Efficient Data Management . . . . . . . . . . . . . 14
1.7 Sparse Matrices: Storage and Associated Operations . . . . . 15
1.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.9 Computer Project: Strassen Algorithm . . . . . . . . . . . . 25

2 Basic Concepts for Matrix Computations 27

2.1 Vector Norms . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.2 Complements on Square Matrices . . . . . . . . . . . . . . . 28
2.2.1 Definition of Important Square Matrices . . . . . . . . 29
2.2.2 Use of Orthonormal Bases . . . . . . . . . . . . . . . . 29
2.2.3 Gram-Schmidt Process . . . . . . . . . . . . . . . . . . 30
2.2.4 Determinants . . . . . . . . . . . . . . . . . . . . . . . 33
2.2.5 Eigenvalue-Eigenvector and Characteristic Polynomial 34
2.2.6 Schur’s Decomposition . . . . . . . . . . . . . . . . . . 36
2.2.7 Orthogonal Decomposition of Symmetric Real and
Complex Hermitian Matrices . . . . . . . . . . . . . . 39

vii
viii Contents

2.2.7.1 A Real and Symmetric: A = AT . . . . . . . 39

2.2.7.2 A Complex Hermitian: A = A∗ . . . . . . . . 40
2.2.8 Symmetric Positive Definite and Positive Semi-Definite
Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . 41
2.3 Rectangular Matrices: Ranks and Singular Values . . . . . . 42
2.3.1 Singular Values of a Matrix . . . . . . . . . . . . . . . 43
2.3.2 Singular Value Decomposition . . . . . . . . . . . . . . 44
2.4 Matrix Norms . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
2.6 Computer Exercises . . . . . . . . . . . . . . . . . . . . . . . 53

3 Gauss Elimination and LU Decompositions of Matrices 57

3.1 Special Matrices for LU Decomposition . . . . . . . . . . . . 57
3.1.1 Triangular Matrices . . . . . . . . . . . . . . . . . . . 57
3.1.2 Permutation Matrices . . . . . . . . . . . . . . . . . . 58
3.2 Gauss Transforms . . . . . . . . . . . . . . . . . . . . . . . . 60
3.2.1 Preliminaries for Gauss Transforms . . . . . . . . . . . 60
3.2.2 Definition of Gauss Transforms . . . . . . . . . . . . . 61
3.3 Naive LU Decomposition for a Square Matrix with Principal
Minor Property (pmp) . . . . . . . . . . . . . . . . . . . . . 62
3.3.1 Algorithm and Operations Count . . . . . . . . . . . . 65
3.3.2 LDLT1 Decomposition of a Matrix Having the Principal
Minor Property (pmp) . . . . . . . . . . . . . . . . . . 66
3.3.3 The Case of Symmetric and Positive Definite Matrices:
Cholesky Decomposition . . . . . . . . . . . . . . . . . 66
3.3.4 Diagonally Dominant Matrices . . . . . . . . . . . . . 68
3.4 P LU Decompositions with Partial Pivoting Strategy . . . . 69
3.4.1 Unscaled Partial Pivoting . . . . . . . . . . . . . . . . 69
3.4.2 Scaled Partial Pivoting . . . . . . . . . . . . . . . . . 71
3.4.3 Solving a System Ax = b Using the LU Decomposition 72
3.5 MATLAB Commands Related to the LU Decomposition . . . . 73
3.6 Condition Number of a Square Matrix . . . . . . . . . . . . . 73
3.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
3.8 Computer Exercises . . . . . . . . . . . . . . . . . . . . . . . 77

4 Orthogonal Factorizations and Linear Least Squares

Problems 79
4.1 Formulation of Least Squares Problems: Regression Analysis 79
4.1.1 Least Squares and Regression Analysis . . . . . . . . . 79
4.1.2 Matrix Formulation of Regression Problems . . . . . . 80
4.2 Existence of Solutions Using Quadratic Forms . . . . . . . . 80
4.2.1 Full Rank Cases: Application to Regression Analysis . 82
4.3 Existence of Solutions through Matrix Pseudo-Inverse . . . . 83
4.3.1 Obtaining Matrix Pseudo-Inverse through Singular
Value Decomposition . . . . . . . . . . . . . . . . . . . 85
 Contents ix

4.4 The QR Factorization Theorem . . . . . . . . . . . . . . . . 87

4.4.1 Householder Transforms . . . . . . . . . . . . . . . . . 87
4.4.2 Steps of the QR Decomposition of a Matrix . . . . . . 91
4.4.3 Particularizing When m > n . . . . . . . . . . . . . . 92
4.4.4 Givens Rotations . . . . . . . . . . . . . . . . . . . . . 93
4.5 Gram-Schmidt Orthogonalization . . . . . . . . . . . . . . . 94
4.6 Least Squares Problem and QR Decomposition . . . . . . . . 98
4.7 Householder QR with Column Pivoting . . . . . . . . . . . . 99
4.8 MATLAB Implementations . . . . . . . . . . . . . . . . . . . . 99
4.8.1 Use of the Backslash Operator . . . . . . . . . . . . . 99
4.8.2 QR Decompositions . . . . . . . . . . . . . . . . . . . 99
4.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
4.10 Computer Exercises . . . . . . . . . . . . . . . . . . . . . . . 102

5 Algorithms for the Eigenvalue Problem 105

5.1 Basic Principles . . . . . . . . . . . . . . . . . . . . . . . . . 105
5.1.1 Why Compute the Eigenvalues of a Square Matrix? . 105
5.1.2 Spectral Decomposition of a Matrix . . . . . . . . . . 107
5.1.3 The Power Method and its By-Products . . . . . . . . 112
5.2 QR Method for a Non-Symmetric Matrix . . . . . . . . . . . 115
5.2.1 Reduction to an Upper Hessenberg Matrix . . . . . . 115
5.2.2 QR Algorithm for an Upper Hessenberg Matrix . . . . 117
5.2.3 Convergence of the QR Method . . . . . . . . . . . . . 119
5.3 Algorithms for Symmetric Matrices . . . . . . . . . . . . . . 121
5.3.1 Reduction to a Tridiagonal Matrix . . . . . . . . . . . 121
5.3.2 Algorithms for Tridiagonal Symmetric Matrices . . . . 122
5.4 Methods for Large Size Matrices . . . . . . . . . . . . . . . . 124
5.4.1 Rayleigh-Ritz Projection . . . . . . . . . . . . . . . . . 125
5.4.2 Arnoldi Procedure . . . . . . . . . . . . . . . . . . . . 126
5.4.3 The Arnoldi Method for Computing Eigenvalues of a
Large Matrix . . . . . . . . . . . . . . . . . . . . . . . 128
5.4.4 Arnoldi Method for Computing an Eigenpair . . . . . 130
5.4.5 Symmetric Case: Lanczos Algorithm . . . . . . . . . . 131
5.5 Singular Value Decomposition . . . . . . . . . . . . . . . . . 134
5.5.1 Full SVD . . . . . . . . . . . . . . . . . . . . . . . . . 134
5.5.2 Singular Triplets for Large Matrices . . . . . . . . . . 136
5.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
5.7 Computer Exercises . . . . . . . . . . . . . . . . . . . . . . . 141

6 Iterative Methods for Systems of Linear Equations 149

6.1 Stationary Methods . . . . . . . . . . . . . . . . . . . . . . . 150
6.1.1 Splitting . . . . . . . . . . . . . . . . . . . . . . . . . . 150
6.1.2 Classical Stationary Methods . . . . . . . . . . . . . . 150
6.2 Krylov Methods . . . . . . . . . . . . . . . . . . . . . . . . . 152
6.2.1 Krylov Properties . . . . . . . . . . . . . . . . . . . . 152
x Contents

6.2.2 Subspace Condition . . . . . . . . . . . . . . . . . . . 153

6.2.3 Minimization Property for spd Matrices . . . . . . . . 154
6.2.4 Minimization Property for General Matrices . . . . . . 155
6.3 Method of Steepest Descent for spd Matrices . . . . . . . . . 156
6.3.1 Convergence Properties of the Steepest Descent Method 157
6.3.2 Preconditioned Steepest Descent Algorithm . . . . . . 157
6.4 Conjugate Gradient Method (CG) for spd Matrices . . . . . 158
6.4.1 Krylov Basis Properties . . . . . . . . . . . . . . . . . 159
6.4.2 CG Algorithm . . . . . . . . . . . . . . . . . . . . . . 161
6.4.3 Convergence of CG . . . . . . . . . . . . . . . . . . . . 162
6.4.4 Preconditioned Conjugate Gradient . . . . . . . . . . 163
6.4.5 Memory and CPU Requirements in PCG . . . . . . . 164
6.4.6 Relation with the Lanczos Method . . . . . . . . . . . 164
6.4.7 Case of Symmetric Indefinite Systems: SYMMLQ
Method . . . . . . . . . . . . . . . . . . . . . . . . . . 165
6.5 The Generalized Minimal Residual Method . . . . . . . . . . 165
6.5.1 Krylov Basis Computation . . . . . . . . . . . . . . . 166
6.5.2 GMRES Algorithm . . . . . . . . . . . . . . . . . . . . 166
6.5.3 Convergence of GMRES . . . . . . . . . . . . . . . . . 167
6.5.4 Preconditioned GMRES . . . . . . . . . . . . . . . . . 168
6.5.5 Restarted GMRES . . . . . . . . . . . . . . . . . . . . 169
6.5.6 MINRES Algorithm . . . . . . . . . . . . . . . . . . . 169
6.6 The Bi-Conjugate Gradient Method . . . . . . . . . . . . . . 169
6.6.1 Orthogonality Properties in BiCG . . . . . . . . . . . 170
6.6.2 BiCG Algorithm . . . . . . . . . . . . . . . . . . . . . 172
6.6.3 Convergence of BiCG . . . . . . . . . . . . . . . . . . 172
6.6.4 Breakdowns and Near-Breakdowns in BiCG . . . . . . 173
6.6.5 Complexity of BiCG and Variants of BiCG . . . . . . 173
6.6.6 Preconditioned BiCG . . . . . . . . . . . . . . . . . . 173
6.7 Preconditioning Issues . . . . . . . . . . . . . . . . . . . . . . 174
6.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175

7 Sparse Systems to Solve Poisson Differential Equations 177

7.1 Poisson Differential Equations . . . . . . . . . . . . . . . . . 177
7.2 The Path to Poisson Solvers . . . . . . . . . . . . . . . . . . 179
7.3 Finite Differences for Poisson-Dirichlet Problems . . . . . . . 179
7.3.1 One-Dimensional Dirichlet-Poisson . . . . . . . . . . . 180
7.3.2 Two-Dimensional Poisson-Dirichlet on a Rectangle . . 187
7.3.3 Complexity for Direct Methods: Zero-Fill Phenomenon 192
7.4 Variational Formulations . . . . . . . . . . . . . . . . . . . . 195
7.4.1 Integration by Parts and Green’s Formula . . . . . . . 195
7.4.2 Variational Formulation to One-Dimensional Poisson
Problems . . . . . . . . . . . . . . . . . . . . . . . . . 197
7.4.3 Variational Formulations to Two-Dimensional Poisson
Problems . . . . . . . . . . . . . . . . . . . . . . . . . 198
 Contents xi

7.4.4 Petrov-Galerkin Approximations . . . . . . . . . . . . 200

7.5 One-Dimensional Finite-Element Discretizations . . . . . . . 201
7.5.1 The P1 Finite-Element Spaces . . . . . . . . . . . . . 202
7.5.2 Finite-Element Approximation Using S1 (Π) . . . . . . 203
7.5.3 Implementation of the Method . . . . . . . . . . . . . 205
7.5.4 One-Dimensional P2 Finite-Elements . . . . . . . . . . 211
7.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
7.7 Computer Exercises . . . . . . . . . . . . . . . . . . . . . . . 215

Bibliography 227

Index 233
Preface

This work results from two decades of common academic experience shared by
the authors in teaching, between 1996 and 2003, introductory and advanced
material in computational linear algebra and its application to numerical so-
lutions of partial and ordinary differential equations. During that period, the
authors worked as a team in a Master’s program on “Mathematical Modeling
and Numerical Simulation” managed jointly in Beirut by French, Swiss and
Lebanese universities. Since 2003, that common experience has continued and
is still pursued through multiple French-Lebanese collaborations in various
research projects, teaching missions and co-tutoring of Master’s and PhD the-
ses.
The core of the book is adapted to a course on Numerical Linear Algebra
offered yearly in the American University of Beirut to senior undergraduate
students in Mathematics, Applied Mathematics and Engineering. Additional
applications are also included. These are usually given to first-year graduate
students in Engineering and Computational Science.
The main learning objectives of the book stand as follows:
1. In Chapter 1, the reader is exposed to BLAS operations of types 1, 2 and
3. These are particularly adapted to a scientific computer environment
such as MATLABr version 7. Please note that:
MATLAB is a registered trademark of The MathWorks, Inc.
For product information, please contact:
The MathWorks, Inc.
3 Apple Hill Drive
Natick, MA 01760-20098 USA
Tel: 508-647-7000
Fax: 508-647-7001
E-mail: info@mathworks.com
Web: www.mathworks.com
2. Chapter 2 presents the basic mathematical tools needed in Numeri-
cal Linear Algebra: ranks, determinants, eigenvalues, vector and matrix
norms, orthogonal matrices, Gram-Schmidt process, Schurs Decomposi-
tion and Singular Value Decomposition (SVD).
3. Chapter 3 gives the classical material on Gauss decompositions followed
by LU and Choleskys factorizations of matrices. Additionally, it provides

xiii
xiv Preface

the use of condition numbers for evaluating the effect of finite precision
arithmetic when solving directly a system of linear equations Ax = b.
4. Chapter 4 illustrates the use of Householder transforms in obtaining
the QR orthogonal factorization of a rectangular matrix that leads to
finding its pseudo-inverse. This is followed by applications to least square
solutions of rectangular systems and statistical regression analysis.
5. Chapter 5 is a detailed numerical treatment of the algebraic eigenvalue
problem, starting with the power method and followed by the QR and
Householder-Givens algorithms. Several applications are given as exer-
cises, in particular examples from population dynamics and “Google”
matrices.
6. Chapter 6 discusses at length (indirect) iterative methods to solve a
system of linear equations Ax = b. It exposes stationary methods based
on matrix splitting (Jacobi, Gauss-Seidel, SOR, SSOR) as well as Krylov
spaces methods (steepest descent, Conjugate Gradient, GMRES and Bi-
Conjugate Gradient). The determinant role of preconditioners is also
exhibited.
7. Finally, Chapter 7 illustrates practices on solving discretized sparse sys-
tems of linear equations AU = F , obtained using either finite differ-
ences or finite elements when approximating the solutions of ordinary
and partial differential equations. It provides a complete treatment of
the problem from generating nodes and elements, computing local coef-
ficients and “assembling” the sparse linear system. Various solvers are
then implemented and compared in a number of computer projects.
The core material can be easily achieved in one-semester by covering:
• Sections 1.1 to 1.6 of Chapter 1.
• Chapter 2, without necessarily “insisting” on the proof of Shur’s decom-
position theorem.
• All of Chapter 3.
• Sections 4.1, 4.2, 4.4.1, 4.4.2, 4.5, 4.6 and 4.8 of Chapter 4.
• Sections 5.1.3, 5.2, 5.3 and 5.5 of Chapter 5.
• Sections 6.1, 6.2, 6.3 and 6.4 of Chapter 6.
The selection of additional topics, particularly that of applications, is left to
the course instructor, particularly that regarding Sections 1.7 and 1.9 (sparse
matrices and Strassen algorithm), Sections 4.11, 5.7 and 5.8, and selected ma-
terial from Chapter 7 on sparse systems resulting from finite differences and
finite element discretizations of ordinary and partial differential equations.
Throughout the book, special attention is given to algorithms’ implementa-
tion using MATLAB’s syntax. As a matter of fact, each of the numerical meth-
ods explained in any of the seven chapters is directly expressed either using a
 Preface xv

pseudo-code or a detailed MATLAB program.

Exercises and Computer Projects

Each chapter ends with a large number of exercises. Throughout the seven
chapters, several computer projects are proposed. These aim at testing the
student’s understanding of both the mathematics of numerical methods and
the art of computer programming.
Nabil Nassif, Jocelyne Erhel and Bernard Philippe
About the Authors

Nabil Nassif received a Diplôme d’Ingénieur from the Ecole Centrale de Paris
and earned a Master’s degree in Applied Mathematics from Harvard Univer-
sity, followed by a PhD under the supervision of Professor Garrett Birkhoff.
Since his graduation, Dr. Nassif has been affiliated with the Mathematics
Department at the American University of Beirut, where he teaches and con-
ducts research in the areas of mathematical modeling, numerical analysis and
scientific computing. Professor Nassif has authored or co-authored about 50
publications in refereed journals and directed 12 PhD theses with an equal
number of Master’s theses. During his career, Professor Nassif has also held
several regular and visiting teaching positions in France, Switzerland, the U.S.
and Sweden.

Jocelyne Erhel is Senior Research Scientist and scientific leader of the Sage
team at INRIA, in Rennes, France. She received her PhD from the University
of Paris in 1982 and her Habilitation at the University of Rennes in 1992. She
has been working for many years on parallel numerical algorithms. Her main
subjects of interest are sparse linear algebra and high performance scientific
computing applied to geophysics, mainly groundwater models. She coordi-
nated and participated in several national and international grants and she
published more than 90 papers.

Bernard Philippe was Senior Research Scientist at INRIA in Rennes,

France, up until 2014 when he retired. After a 9-year period of teaching math-
ematics in secondary schools in Algeria and in France, he received his PhD
at the University of Rennes in 1983 and his Habilitation at the University of
Rennes in 1989. He has been working for many years on parallel numerical
algorithms. His main subject of interest is matrix computing with a special
emphasis on eigenvalue problems for large size matrices. He coordinated and
participated in several national and international grants and published more
than 60 papers. For three years he has also been Scientific Manager for the
areas of Africa and the Middle East in the International Relations department
of INRIA.

xvii
List of Figures

1.1 Typical two-dimensional storage of a banded matrix . . . . 16

2.1 A Gram-Schmidt process transforming {u1 , u2 } into {v1 , v2 } 32

5.1 Approximating eigenvalues by Ritz values . . . . . . . . . . 129

5.2 The graph of a set of 8 web pages . . . . . . . . . . . . . . . 142
5.3 A graph for a network of 8 web pages . . . . . . . . . . . . . 146
5.4 A graph for a network of 6 web pages . . . . . . . . . . . . . 146

7.1 Non-zero fill: profiles of an spd matrix (left) and Cholesky’s

factor (right) . . . . . . . . . . . . . . . . . . . . . . . . . . 194
7.2 Layout for one-dimensional finite-element . . . . . . . . . . 205
7.3 One-dimensional elements for P2 elements . . . . . . . . . . 211

xix
List of Tables

1.1 Mathematical notations versus MATLAB notations. . . . . . . 4

1.2 Basic vector-vector operations. . . . . . . . . . . . . . . . . . 6
1.3 Complexities in flops and memory references (Level-1 BLAS). 6
1.4 Basic matrix-vector operations. . . . . . . . . . . . . . . . . 9
1.5 Complexities in flops end memory references (Level-2 BLAS). 10
1.6 Complexities in flops end memory references (Level-3 BLAS). 11

2.1 MATLAB notations for some square matrices. . . . . . . . . . 29

7.1 One-dimensional Nodes structure. . . . . . . . . . . . . . . . 181

7.2 Storage of MATLAB sparse matrices. . . . . . . . . . . . . . . 182
7.3 Matrix coefficients for one-dimensional finite difference. . . . 184
7.4 Two-dimensional Nodes structure. . . . . . . . . . . . . . . . 189
7.5 One-dimensional finite element Nodes structure. . . . . . . . 206
7.6 One-dimensional Elements structure for finite element. . . . 206
7.7 Edited one-dimensional Elements structure for finite element. 206
7.8 A complete one-dimensional Elements structure for finite el-
ement. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
7.9 Local coefficients storage prior to using the sparse command. 211

xxi
List of Algorithms

1.1 GAXPY Implementation Using Saxpy . . . . . . . . . . . . . 9

1.2 GAXPY Implementation Using Scalar Product . . . . . . . . 10
1.3 Matrix Product Implementation Using GAXPY . . . . . . . . 12
1.4 Sparse GAXPY Implementation Using Scalar Products . . . . 18
1.5 Sparse Matrix Multiplication . . . . . . . . . . . . . . . . . . 24
1.6 Strassen’s Algorithm . . . . . . . . . . . . . . . . . . . . . . . 26
2.1 Gram-Schmidt Orthogonalization . . . . . . . . . . . . . . . . 33
2.2 A Classical Gram-Schmidt Orthogonalization Process . . . . 53
2.3 Implementation of Schur’s Decomposition . . . . . . . . . . . 54
2.4 Singular Value Decomposition Using MATLAB Commands . . . 55
3.1 LU Decomposition for A with Principal Minor Property . . . 65
3.2 Unscaled Partial Pivoting LU Decomposition . . . . . . . . . 71
3.3 Optimal Storage Algorithm for Scaled Partial Pivoting . . . . 72
3.4 A Direct Cholesky’s Decomposition for an spd Matrix . . . . 77
3.5 Algorithm for the Inverse of a Square pmp Matrix . . . . . . 78
4.1 General Procedure for Gram-Schmidt Projections . . . . . . . 95
4.2 CGS: Classical Gram-Schmidt . . . . . . . . . . . . . . . . . 96
4.3 MGS: Modified Gram-Schmidt . . . . . . . . . . . . . . . . . 96
4.4 BGS: Block Gram-Schmidt . . . . . . . . . . . . . . . . . . . 97
4.5 B2GS: Safe Block Gram-Schmidt . . . . . . . . . . . . . . . . 97
5.1 Algorithm of the Power Method . . . . . . . . . . . . . . . . . 112
5.2 Algorithm of the Inverse Iteration Method . . . . . . . . . . . 113
5.3 Algorithm for the Rayleigh Quotient Iteration . . . . . . . . . 114
5.4 Arnoldi Procedure . . . . . . . . . . . . . . . . . . . . . . . . 127
5.5 Arnoldi Method for Computing the Dominant Eigenpair . . . 130
5.6 Lanczos Procedure . . . . . . . . . . . . . . . . . . . . . . . . 132
5.7 The Power Method to Find the PageRank of a Network . . . 147
6.1 Relaxation Iterative Method (0 < ω < 2) . . . . . . . . . . . . 151
6.2 Algorithm of Steepest Descent . . . . . . . . . . . . . . . . . 156
6.3 Preconditioned Steepest Descent . . . . . . . . . . . . . . . . 158
6.4 Conjugate Gradient Algorithm . . . . . . . . . . . . . . . . . 162
6.5 GMRES Algorithm . . . . . . . . . . . . . . . . . . . . . . . . 167
6.6 Bi-Conjugate Gradient Algorithm . . . . . . . . . . . . . . . . 172
6.7 Preconditioned Bi-Conjugate Gradient Algorithm . . . . . . . 174
7.1 Generating a One-Dimensional Nodes Structure . . . . . . . . 181
7.2 Matrix Coefficients for One-Dimensional Finite Difference . . 183

xxiii
xxiv List of Algorithms

7.3 Sparse Matrix for One-Dimensional Finite Difference . . . . . 184

7.4 Generating a Two-Dimensional Nodes Structure . . . . . . . . 190
7.5 Sparse Finite Difference Two-Dimensional Poisson Matrix . . 192
7.6 Algorithm for Generating Local Data of Elements . . . . . . . 210
Random documents with unrelated
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mother’s face after the fairy had vanished. It was such a
delighted expression, so startlingly satisfied.

But that night, in talking it over, it came out that mother

and daughter had not seen exactly the same thing.
Katherine was sure that the being who had stood
looking down at the spring was taller than human,
grander, with a more tranquil, noble face, And her
garment, she said, was the colour of sunlight, not green
at all. Little Kate protested that. No, she was just a slim
girl and her garment was green. Why, Kate remembered
exactly how it hung almost to her bare ankles, without
fluttering or motion in that still wood. The golden gown
Katherine had seen had blown back, she said, as in a
strong wind, although she herself felt no breath of air.

The end of their discussion came to this. Katherine said 120

it might be that the sun in the high meadow together
with their having had no luncheon had made them see
not quite true. When they came suddenly into the cool,
green shaded wood out of the glare their eyes played
them tricks. What seemed like a person standing above
the spring may have been simply an effect of sunlight
striking through leaves.

“You remember, don’t you,” Katherine had ended, “how

she vanished into sunlight when you said ‘Mother’? Well
——”

And Katherine had left it at that. “Well——” But she had

warned little Kate not to talk about it.

“People will think I had no business letting you go

without luncheon so,” she gave as her reason,
laughingly.
But just because she had promised Katherine that she
would not talk about having seen a fairy, Kate had
thought about it all the more. And she never went into a
cool wood out of hot sunlight without hoping to surprise
a fairy again. What she had seen she had seen, and
that was all there was to it!

So now to Kate the thought that fairies might somehow

be connected with the little orchard house did not seem
at all an impossibility. Elsie certainly had not acted or
looked as though she were lying. And it was perfectly
true that from the minute Kate herself had first caught
sight of the orchard house she had felt that there was
something very special about it—more special than just
the fact that it was the house where her mother had
been born and grown up and married. When Elsie called
out “Fairies, beware! Orchard House, beware!” Kate had
been pricked with the feeling of listening ears. She had
felt somehow that the warning was truly heard and
taken.

She stretched now to her full length between her 121

scented sheets. “I do wish the dawn would hurry up
and dawn!” she thought. “The minute it’s a bit light
enough I’ll get up, take a cold bath, dress, and get out
into the orchard. If fairies are there, dawn ought to be
as easy a time to see them as any. I’ll keep my promise
about the key. But I’ve a perfect right in the orchard.”

She fell asleep then and dreamed about the orchard

house. The King of the Fairies was there, waiting for her
on the doorstep. She sat down beside him and at once
began to see things different, to see them, as the King
of the Fairies said, “whole.” There was a lot to the
dream—colour, adventure, and music, and above all, the
sight of things “whole.” But Kate, when she woke, had
quite lost it. The dream had become just tag ends of
brightness left floating in her mind.

* * * * * * * *

To her surprise morning was fully established, birds

were singing in high chorus, and water was running
loudly into the tub!

Bertha appeared in the bathroom door. “Miss Elsie got

ahead of us,” she informed Kate brightly. “She must
have been quieter than a mouse to have had her bath
and all and not waked you. Now I suppose she’s out in
the orchard or somewhere. It’s a beautiful day.”

Oh, well, Kate did not allow herself to be downcast at 122

having missed dawn in the orchard. Not a bit of it. What
a day it was to be! The frock, “The Blue Bird,” the whole
day in Boston with Elsie, and Aunt Katherine so friendly!

At her place at the little breakfast table under the peach

tree she found a letter from her mother. She snatched it
up and tore it open, hoping she could get at least the
heart out of it before Aunt Katherine and Elsie should
appear.

But she had hardly read the first sentence before Miss
Frazier came out through the breakfast-room and Elsie
floated from the direction of the orchard. Kate was too
absorbed to be aware of the approach of either until she
heard Elsie exclaim, “Letters! Oh, is there one for me?”

Aunt Katherine’s tone was surprisingly sharp when she

answered, “You never get letters, Elsie. You have hardly
had one in the last year.”
“That’s unfair,” Kate thought hotly. “Aunt thinks she’s
jealous even of my mail. And all the time she’s probably
expecting an answer to that special delivery she sent
yesterday.”

But in spite of the edge in Miss Frazier’s voice Elsie

apparently was not at all dashed. To Kate’s curious eyes
she looked just exactly as one might who had been
skylarking with fairies in the orchard all early morning.
She was ready to laugh, ready to talk, ready to be
friendly. Kate was profoundly glad, for this kind of an
Elsie argued well for the day they were to have in
Boston together.

They went by train because Miss Frazier herself had 123

uses for the car. Bertha was again dressed in her correct
gray tailored suit. “Looking like an aunt herself,” Kate
thought. Kate wore the blue silk dress she had travelled
in and the smart little hat that was really her mother’s.
The white linen would have done beautifully if they had
not been going to the theatre; but even though they
were to sit in the balcony—seats were sold out so far
ahead that this was the best Aunt Katherine had been
able to do for them—Kate thought the white linen would
hardly be appropriate for that, and Bertha had agreed
with her. Elsie, when she appeared, quite took Kate’s
breath away. She was so lovely, but so much older
looking than she had been in her house clothes. She
was dressed in a straight little three-piece silk suit of
olive green. The rolling collar was tied by a jaunty
orange bow, and on the low belt of the dress the same
colour was embroidered in a conventional flower
pattern. The coat hung loosely and very full, hooked
together only at the collar. The hat was a limp dark
brown straw with olive-green and orange embroidery all
around the crown. Elsie had pinned her curls up over
her ears, and her hair was a soft crushed aura under
the hat. She looked very much like a city girl but as
though the city might have been New York or Paris
rather than Boston.

Kate gasped a little, and in her secret heart was very 124
glad she herself had decided on her silk. For a little
while she was constrained with Elsie, as though Elsie
had in fact become older suddenly just because she
looked older.

As they came through the gates at their terminal in

Boston Kate noticed a young man in a slouch brown
hat, a polka-dotted brown tie, and very shining pointed
brown shoes, standing about as though expecting
someone to meet him from the train on which they had
come in. Perhaps Kate noticed him so particularly
because he seemed to be noticing them so particularly,
especially Elsie. For the first time that morning she
remembered Mr. O’Brien, the detective. Was this one of
his men, and was he going to “shadow” them to-day?
Kate was sure of it when out of the tail of her eye she
saw him wheel and follow at a little distance as they
moved toward the taxi stand. He stood prepared to take
the next cab that should move into position as theirs
moved out. Kate hardly understood her own emotions at
that moment. Her cheeks were hot and her knees shook
a little. She was resentful for Elsie. Why was she being
shadowed by a detective as though she were a criminal?
Why had Aunt Katherine let this happen?

Madame Pearl’s establishment was a narrow three-story

house on Beacon Street. “Madame Pearl” was engraved
on a plate above the bell, nothing more. A daintily
capped and aproned maid answered their ring. She
knew their names before they had given them.
“It is the Misses Frazier,” she said, speaking with a 125
distinct accent. “You have an engagement, and Madame
Pearl is expecting. Please come this way.”

The front door opened directly into a long narrow room,

panelled in ivory, decorated with wreathed cupids and
flowers. The floor was cool gray and the hangings at the
long windows at the end of the room were gray, too,
silvery. But under their feet were warm-coloured Persian
rugs of the most beautiful shades and designs. There
were little tables in the room with magazines and books
scattered on them, a few easy chairs, and two long
divans. In one corner by the window there was an
exquisite little writing desk of Italian workmanship. On
this stood a vase of very red roses.

Kate glanced about with surprised eyes. But Elsie, who

had been here before with Aunt Katherine, nonchalantly
followed the maid who was guiding them. Kate had
expected to find herself in a shop. But there was no
evidence of things for sale here. And they had an
appointment! Whoever heard of having an appointment
in a shop?

The maid stood back at the foot of a narrow spiral

staircase at the back of the room. The girls and Bertha
ascended.

Still no sign of a shop, or dresses for sale. This long 126

upper room was simply a boudoir with chaises-longues,
mirrors, and flowers. Madame Pearl swept to meet
them. She was a regal little lady in trailing gray chiffon.
The gown had long flowing sleeves that just escaped
the floor. Miss Frazier had told Kate at breakfast that
morning that Madame Pearl was really a Russian
princess who had escaped at the time of the Revolution
and in just a few years had made a fortune with this
shop. Her real name was Olga Schwankovsky. So Kate
looked at her with intense curiosity now. But where was
the shop?

“Miss Frazier has telephoned,” Madame Pearl said in the

sweetest of voices and almost perfect accent. “You
young ladies are to have party dresses, your first party
dresses. Very simple, very chic, youthful. We must not
hurry but give time to it and consideration. If you will be
so kind as to come this way——”

“This way” was all down the room to a wider alcove,

walled on the street by big plate-glass windows and on
the two other sides by huge, perfect mirrors.

There Madame Pearl asked them to be seated. She

herself sat comfortably among cushions on a little
lounge. She inquired as to their favourite colours. From
that the conversation expanded to their other tastes, to
books, music. Elsie told about their plan for the
afternoon.

“You are to see ‘The Blue Bird’!” Madame Pearl 127

exclaimed. “That will be an experience. I myself saw it
when I was about your age—its first production at the
Moscow Art Theatre. I had never dreamed anything
could be so beautiful. You will think so, too.” Then she
added, sighing a little, “But it cannot be quite the same.
Stanislavsky produced it as it never could be produced
by another. It was superb.”

“You saw it, there, when it was given in Moscow that

first time?” Elsie breathed, sitting on the very edge of
her chair, her cheeks pink with excitement. “That was
wonderful. I know, for my fa——” She stopped, bit her
lip, and continued: “Someone showed me photographs
of the stage sets and costumes once. I am wondering if
it will be anything like that here.”

“I don’t know,” Madame Pearl replied. “But I tell you

frankly I am not going to see. For the memory of our
Art Theatre production is too vivid for me to want to
expose it to any comparison. It was done with a
richness, a depth, a true sense of mysticism—— What
shall I say? It was so free of sentimentality. I confess I
do not care to see it attempted again. It had an effect
on me, that play. An effect that is lasting, that runs
through—how shall I say?—my life.”

Elsie nodded and looked at Kate. She said, “Yes, we

understand. ‘The King of the Fairies’ is like that, too.”

Kate’s heart leapt. At last those two girls had met face
to face, comrades on common ground.

“‘The King of the Fairies,’” Madame Pearl murmured, 128

reflectively. “Ah, yes. I have heard of that book.
Published last year. Very beautiful, I have heard. And
literary people are surprised because it is so popular.
They alone, when they discovered it, expected to
appreciate it and enjoy. They are a little annoyed that
children and simple people and the unliterary love it,
too, that it is a ‘best seller.’ I have guessed, though I
have not yet read it, that that book must tap some deep
wells of truth that all humanity knows, even the simple.
I have a theory about art——”

There the beautiful voice ceased abruptly. Madame Pearl

rose, smiling enigmatically. “This is not choosing frocks,
is it?” she said. “But while we have chattered I have
studied your types. I have not been idle. Shall we begin
with the one of which I am the least sure? That is Miss
Kate. We may have to try several frocks before we are
suited for you. But I think we shall begin with an orange
crêpe.”

Madame Pearl touched a button in the wall and almost

instantly a maid appeared, not the one who had
answered the door, but identically dressed. She was
young and pretty and very quick in all her motions. Kate
found a screen placed around her almost before she
knew what was happening. It was a light folding screen
made of gray silk and bamboo and embroidered with
oriental flowers. Bertha hastened to disrobe her. Then
she came forth and stood ready to try on before one of
the huge mirrors.

Panels in the wall were slid back and the little maid 129
brought the dresses from their hiding places one by
one. Bertha and the little maid slipped them over her
head, fastened them, turned her around lightly by the
shoulders. Then everyone looked at Madame Pearl. She
was sitting on her couch again, her eyes intent. She
studied Kate as an artist studies his picture. And to
every frock, when it was on and Kate had been turned
quite around once or twice, she shook her head
decidedly. None of them, not one would do.

Kate herself could not see why. There was not one that
was positively unbecoming, and three or four had been
quite lovely. She was growing dazed and tired. The
sparkle and colour of the frocks heaped about her on
chairs and thrown over the screen was almost too much
for her eyes. She thought of the Arabian Nights and
imagined herself a young princess of Arabia being
decked for her wedding. But even as the corners of her
mouth lifted with this dream she was startled by an
exclamation from Madame Pearl.

“At last! It is perfect!”

Kate turned to herself in the mirror.

But was it Kate Marshall at all? She scarcely knew.

The frock was yellow, of softest satin, the color of a 130

crocus. At the rounded neck it was gathered softly to a
narrow border of tiny pearl-white and blue blossoms
made in satin. At the low waistline the satin was
gathered again at a girdle of the same exquisitely
fashioned flowers, four wreaths of them loosely twined.
The skirt swung out from this girdle very full and
straight, stopping just a little above the ankles, quite the
longest skirt Kate had ever had. The border of the skirt
was cut in deep, sharp scallops showing an underskirt
below of foaming, creamy lace.

“Do you like it?” Madame Pearl asked, interestedly. Kate

was looking at herself without speaking.

“I couldn’t help liking it,” Kate replied. “It’s beautiful. But

—it doesn’t look exactly as though we belonged—it and
I together! It is fluffy! So delicate!”

“That’s the fault of your hair, the short bob,” Madame

Pearl assured her. “There must be a cap.” She gave
directions to the maid. “The silver cap with the star
points. Yes, the one from Riis’s. Deep cream stockings.
And the pumps—but I see you know which pumps that
frock must have yourself. I think they will fit, too. Fetch
them.”
The maid whisked away to return in a minute with silk
stockings, satin slippers, and a silver cap.

“Your feet first,” Madame Pearl said, quite excitedly.

“The cap we will leave for the finishing touch. Then you
shall see.”

Again, almost in a daze, Kate vanished behind the

painted screen accompanied by both Bertha and the
maid. Each of them dressed a foot, and it was done in a
minute. The pumps were an exact fit. They were
creamy satin embroidered in deeper creamy-coloured
flowers. At the side of each a small diamond-shaped
crystal buckle caught the light in many facets. The heels
were low.

Kate was troubled. “My aunt is only giving me the 131

frock,” she said. “She didn’t mention slippers and things.
I’ve some perfectly good black patent-leather pumps,
anyway.”

“Black pumps! With that frock!”

Madame Pearl gazed at her in horror. Bertha hurriedly

interposed, “Miss Frazier impressed it on me that the
costumes were to be complete.”

Then Madame Pearl arose from the couch and herself

set the silver cap on Kate’s head. It was a saucy affair
fashioned in crisp silver lace with five star points
radiating from its crown. The cap was indeed the
finishing touch. It accomplished almost a
transformation.

“Why, I’m pretty, awfully pretty!” Kate exclaimed to

herself, gazing into the mirror. But then more modestly,
she added, “Any one would be in that fascinating cap.”
So Kate was ready for the party! Let it come!

And now it was Elsie’s turn. But Madame Pearl had no

trouble in fitting Elsie to just the right frock. In fact, she
had decided which it must be in the first minutes while
they sat discussing “The Blue Bird.” Elsie was not
“difficult.” Madame Pearl whispered to the maid, who
scurried away. She returned bearing over her arm a
cloud of green chiffon. While Kate was being dressed
behind her screen Elsie was put into this green creation
behind another similar screen. She appeared before
Kate was done.

Her frock was simplicity itself, just straight lengths of 132

green chiffon falling straight away from her slim
shoulders. As she moved back and forth in front of the
mirror her draperies floated about her like filmiest
clouds. When she stood still they fell straight and sheer
almost to her ankles. Madame Pearl signalled and the
maid took the pins from Elsie’s curls and they tumbled,
a shower of sunlight.

The effect was perfect. Madame Pearl breathed softly:

“I am satisfied. Exquisitely.” She determined that white
kid sandals, sandals in the Greek style, were the
footwear the frock required. She had them, too, stored
somewhere behind those secret panels. The maid
hurried off, and Elsie in preparation for her return
slipped off the black patent-leather sandals she was
wearing, and out of her stockings.

At the same time Madame Pearl moved to the big

windows. “The light is glaring,” she murmured, “and it is
unreasonably hot.” Untying a cord at the side of the
sash she let down green inner blinds. Elsie rose, and
stood in her bare feet facing herself meditatively in the
mirror. At that instant Kate came from behind her
screen.

“Oh!” It was almost a shriek. Kate actually reeled

against Bertha who was following her and clutched for
support. Bertha led her to the couch. “Water, a glass of
cold water quickly,” Madame Pearl commanded the little
maid. Elsie ran to Kate and knelt before her, taking her
hands. “Kate, Kate,” she called as though Kate were
running away from her.

But Kate was not a girl to faint easily. She straightened 133
up now and took a deep breath. “It’s only the way you
looked in the glass, Elsie,” she explained, shakily. “The
room just went spinning when I saw you.”

“‘The way she looked in the glass!’” Madame Pearl cast

a hurried glance toward the big mirror that now
reflected only Kate’s array of discarded dresses, a few
tables and chairs.

But Kate explained further, looking at Elsie wanly: “You

were the fairy—the fairy that Mother and I saw by the
pool that day. You were the fairy exactly, even the
expression on your face when you looked at me! And
the green light——”

Madame Pearl laughed. “The green light is only because

I pulled the blind. But you are right, Miss Elsie does look
exactly like some fairy, some wood fairy. Perfection.”

“No, not some fairy, the fairy. I have remembered

perfectly.”

Madame Pearl spoke to Bertha aside, but Kate heard

well enough. “It was the heat, and she was tired from
trying on. She ought to lie down.” Then she turned her
attention to Elsie’s sandals.

But Elsie kept looking back over her shoulder at Kate, 134
resting on the sofa—questioningly. She was speculating:
“Had Kate taken her hint of fairies in the orchard house
seriously? Was it so much on her mind that she was
imagining things? Or had Kate once really seen a fairy,
and Elsie in the mirror had reminded her?”

When they left the shop and stood on the step looking
about for a taxi Elsie asked Kate eagerly, “Did you really
see a fairy once? Where? When?”

“Yes, Mother and I. But we both saw it differently. And

now—now, how could it have been a fairy? Why, it was
you. But I promised Mother not to talk about it.”

At the mention of Kate’s mother the cold look came

back to Elsie’s face. She turned away with feigned
indifference while Bertha lifted her hand to summon a
taxi.

135
 CHAPTER XI
KATE TAKES THE HELM

But the taxi driver Bertha had signalled shook his head,
giving a sidewise jerk toward the back of his cab to
indicate that he had a fare. There was the young man
of the brown hat and polka-dotted tie looking away as
though he was not one bit aware of them and smoking
a cigarette.

“Well, why do they stand still, then!” Bertha complained.

“How could I know!”

Almost at once, however, another taxi came cruising up

the hill, and they were soon in, whirling away toward
Miss Frazier’s club. It was now almost one o’clock, and
they were quite ready for luncheon.

Though Kate did not actually lean out to see whether

the detective’s taxi was following, she felt quite sure
that it was. “And he’ll be wherever we go all day,” she
reflected. “What does he expect us to do—or Elsie,
rather? What could she do with Bertha and me along,
anyway? It’s all just too curious! And I don’t like it a bit.
It makes me angry for Elsie. It isn’t fair to her! I wonder
what Mother and the boys would think if they knew I
was riding around Boston to-day, buying gorgeous
clothes, conversing with princesses, almost fainting, and
being shadowed by a detective!

Both girls, lunching in Miss Frazier’s club, felt 136

themselves quite emancipated, really adult! Elsie wrote
out their orders on a little pad tendered by a gray-clad
waitress, and acted hostess throughout. Kate very much
admired her worldly air, her poise and decision, and the
way she knew the French names for things. Apparently
she was quite accustomed to such complicated menus.
Kate was proud of Elsie, proud and stirred. Aunt
Katherine herself could not have conducted things
better.

They discussed Madame Pearl and her establishment.

They were both enchanted by her, and full of surmises
about her life. Miss Frazier had told them that people
knew very little about Madame Pearl’s experiences
during the Revolution and her escape, because she
meant to keep out of the papers. That was why she had
taken the name Madame Pearl, and did not want to be
known as a princess at all, except to a few trusted
customers, or rather patients.

“She prescribes clothes just as a doctor prescribes pills,

Aunt Katherine says,” Elsie remarked, laughing.

“I think my dress is too wonderful,” Kate sighed. “But do

you know I am afraid Mother won’t want me to wear it
to high-school dances next winter, if I go to any. She
will say it’s too grand, I’m sure.”

In time, however, they left the topic of clothes and 137

launched into discussion of “The Blue Bird.” Both had
read it, but in quite different ways. Kate had read for
the story, and Elsie to fit it to the photographs she had
seen of its first production in Moscow. In fact, this was
typical of these two girls. They had enthusiasm for the
same things, but approached them from different
angles. That was why, when they found themselves
talking freely, the air fairly sparkled between them. They
opened new avenues of thought to each other, took
each other’s old ideas and spun them like balls, showing
new sides and colours. They were animated. They
leaned toward each other over the table, their faces
alive and bright with thinking. Bertha remained mostly
silent, enjoying her luncheon and the interested and
appreciative glances that were turned from every
direction upon her charges.

Luncheon went on slow feet because of conversation’s

wings. But they did not in any way neglect it. It was a
most delicious meal, and quite a complicated one,
because Miss Frazier had given Elsie carte blanche and
told her to make it just as splendid as she pleased. After
the ice they had a demitasse. Neither of the girls was
accustomed to coffee, but this was a special day and
they would do special things. Besides, the waitress
seemed to expect it of them. It tasted horrible. But each
made a brave effort and drank down the tiny portion
without grimacing.

Now for the theatre!

At the door of the club a footman summoned a taxi for 138

them. As Kate went down the steps and got in she
looked all about for signs of the detective but saw none.
However, they were in a crowded section, taxis and
autos moving in two rivers, one north, one south, and
the sidewalks were two more rivers—rivers of human
beings. That polka-dotted young man might well have
his eye on them from some station in that flow of life
and Kate never be aware.

Elsie had the theatre tickets in her purse, and took them
out now to be sure about them. “They’re in the third
row in the first balcony,” she said. “Aunt Katherine
thought they weren’t very good, but I am sure they are.
Why, it will be even better than as though we were ’way
up front downstairs. We will get all the effects better.
Don’t you think so?” But she asked a trifle anxiously, as
though trying to console herself.

Kate agreed, though to speak truth she knew very little

indeed about the theatre and could hardly be
considered a judge in any way. Both girls were glowing
with anticipation and excitement. Kate felt that it was all
simply too wonderful to be true. Her heart was almost
breaking with happiness—at least, that is what she told
herself was the matter with it. It certainly was
pounding.

But arrived in the palace of gold decoration and purple 139

plush which was the theatre, and ushered to their seats,
there was an unpleasant surprise. One of the seats was
directly behind a large ornate post! Whoever sat there
would have to do a great deal of craning and stretching
to see the stage at all, and not for one instant would
she be able to see its entirety.

“Don’t you bother,” Bertha reassured them, concealing

her own deep disappointment. “Of course I shall sit
there. It’s only a pity it’s between you.”

Now Elsie showed a new side of her character to Kate,

and a side that she had not suspected. “Don’t be silly,”
she told Bertha emphatically—but not rudely, merely
affectionately—“Of course we shall take turns. I shall
have the post for half the time and you the other. But
it’s mean, just the same.”

“And I, too—I shall certainly take my turn,” Kate threw

in. “But I think it is mean, and a cheat, too!”

“No, you are the guest,” Elsie said firmly. “You are to sit
at the end and stay there. Go in now and I’ll follow.”

But Kate did not pass in. She stood frowning. “It isn’t
fair,” she insisted. “They had no business to sell Aunt
Katherine that seat.”

Bertha shrugged. “Of course it’s unfair,” she whispered,

“but there’s nothing to do about it.” She was bothered
by the attention they were beginning to attract. She
wished Kate would go in and sit down.

“Then we ought to complain,” Kate insisted, still

blocking up the aisle.

“To whom?” Bertha asked. Her tone said she would

have nothing to do with it.

Elsie murmured quickly, “Oh, let’s not,” and gave Kate a 140
slight push. She, too, was conscious of their
conspicuous situation. “I couldn’t.”

Kate, too, knew that they were attracting the attention

of many people. All the more she was determined not to
accept the injustice of that post seat meekly. They were
early; the curtain would not go up for ten minutes. The
orchestra was only just coming into the pit.

“You go in and sit down. But give me the ticket stubs.

I’ll make them fix this up.” Kate did not whisper or even
lower her voice. She spoke calmly, with assurance.
Underneath she was as diffident as the other two, but
hers was not a nature to tolerate such injustice supinely.

Elsie, with one quick, surprised glance, thrust the stubs

into this country cousin’s hand, and Kate was off up the
steep aisle, bent on business. When she had pushed her
way through the incoming crowds out into the upper
foyer the first thing she saw was the detective, leaning
against the wall trying to look unconcerned and as
though he belonged there. In spite of the crowds their
eyes happened to meet. Kate’s cool look said, “So you
are here.” Then she turned away and fought her
passage down the stairs.

The young man scowled. Well, this was not the niece he 141
was to watch. She had light curls, and his chief had said
she would be wearing a green silk suit. Even so this
bobbed-haired one was of the party. He was troubled by
her movements. What was she leaving her seat for?
Where was she going? He really ought to find out, but,
on the other hand, if he forsook his post here he might
miss Miss Elsie if she should come out. No, he must
stay, but it was annoying all the same.

At the box office they were turning people away. “No

seats left,” Kate heard on every side. But that did not
stop her. “They can put a chair in the aisle,” she
thought. “They must do something. People should have
what they pay for.”

But the man at the ticket window gave her no hope. “All
sold out,” he assured her before she had had time to
say a word. When he heard her complaint he merely
said, “Well, we’ll give you your money back. I could sell
that post seat a hundred times over in the next five
minutes. All you need is to lean a little. Where’s your
stub?”

“I don’t want the money,” Kate protested. “I want to see

the play. It was a cheat, selling a seat like that. I want
another one. In fact, I want three other seats, for we
have to sit together.”

The man laughed, much amused at that. And several

by-standers laughed, too. Kate’s cheeks fired.

“Where can I find the manager?” she asked,

straightening her spine and looking hard at the amused
young man.

The man strangled his laugh and pointed across the

lobby to a door marked “Private.” “There, if he’s in.
Much good it’ll do you.”

As Kate left the window and crossed to the door 142

indicated she heard several titters. That made her
determination deeper. She knocked firmly right in the
middle of the word “Private.”

As she got no answer to her knocking she followed her

usual course when uncertain, or embarrassed—abrupt
action. In this instance she simply opened the door and
stepped in. She did this in exactly the way she often
spoke when she had no intention of speaking. A man
turned from a window where he was leaning looking
down into the crowded street watching the people
flooding to “The Blue Bird.” He was a youngish man with
nice lines around his eyes, smiling lines. But the eyes
were very keen. Whether he was truly the manager or
not Kate never learned, but he was manager enough for
her purposes. She told him her grievance. He listened
respectfully without a word until she had finished. Then,
still without a word to her, he took up a telephone
instrument from his desk and spoke briskly into it: “Box
office, any seats left?” he asked. “Good, that’s fine. Give
the young lady who was at your window a minute ago
one in the lower left.” He hung up and turned to Kate.

“The house is sold out,” he informed her in a voice that

was fairly jubilant. “And they said it couldn’t be done in
the States in summer!” She felt that he wanted to dance
and was constrained only by her presence. “All except a
few box seats. They come too high. You can get yours
now at the office all right. I’ve fixed it.”

But Kate did not move to go. “There are three of us,” 143
she explained. “We have to stay together. We are with a
chaperon. You hung up before I could tell you.”

The manager was dashed. He had expected gratitude.

“With a chaperon? Why isn’t she here fixing things
instead of you, then?” he asked with reason.

“Well, she didn’t like to. She was willing to sit behind
the post. She’s really my cousin’s maid, but my aunt lets
her chaperon us.”

“Oh, I see.” There was something of humorous

admiration in the manager’s voice now. He liked Kate’s
spirit. He snatched up the telephone again. “Three seats
for that lady just mentioned,” he commanded into it.
“Front ones.”

Then Kate did thank him and smiled—her peculiar,

charming smile. He responded to it with a beam of his
own. But her last words were, “It was a cheat, wasn’t it,
selling that post seat to anybody.”
His reply was simply “Rather!” as he held the door for
her. She had read enough to know by his use of that
word that he was English. He had spoken his “rather” in
the most natural, sincere way possible.

The box-office man eyed her with respect. “Never

thought you’d turn the trick,” he said, admiringly. But
Kate did not deign to answer. Suddenly she felt her
conspicuousness too keenly. She took the tickets he
offered her and fled away up the stairs, not looking at
any one.

In the upper foyer the detective was on the watch for 144
her. He sighed with relief when she appeared and
vanished again through the swinging doors into the
balcony. Well, his “party” was safe now until after the
play. It was unfortunate that he had not been able to
secure a seat inside where he could keep his eye on
them directly. When the curtain went up he would slip in
and stand in the back, of course. After all, things were
pretty satisfactory. They certainly couldn’t escape his
attention now. So far their doings had been innocent
enough, all except that little excursion of the bobbed-
haired one. Had she taken a note to someone? Perhaps
he had been foolish not to follow her.

“Seats in a box! Oh, Kate, how did you ever!” Elsie

looked at Kate with sincerest admiration shining in her
eyes, and Kate felt for ever repaid for all her effort. If
Elsie had acquitted herself well at luncheon, Kate had
surely acquitted herself well here. They were equals.
Comrades?

An usher hurried toward them as they came out into the

aisle. “The curtain is about to go up,” she warned. She
felt, perhaps, that they had already made too much
disturbance.

“Yes, but we have seats down in a box,” Kate said with

composure. The usher reached her hand for the tickets.
“This way, then. There are stairs behind these curtains.
If you hurry you’ll be there before the lights go out.”

“Ha, ha, Mr. Detective!” Kate laughed to herself as she 145

felt her way down the narrow, velvet-carpeted stairs.
“You are losing us now. You’ll watch up there in vain.”

Their seats were quite perfect, almost on the stage,

three chairs in the very front of the best box in the
house, three throne-like chairs with gilded arms and
cushioned backs!

“We ought to be more dressed,” Bertha whispered, a

little uneasily, as in their conspicuous position she felt
that the eyes of the whole great audience were upon
them. But Elsie laughed softly. “Who cares!” she
exclaimed. “And won’t Aunt Katherine be surprised
when she hears of all this state!”

Music. The asbestos curtain rolling up, revealing night-

coloured velvet curtains with a huge gold shield. Lights
out. The two girls, recently so estranged, were for the
hours of this play closest sisters. In Fairyland all are
friends. They gripped hands. Soon they simply sat close
together, arm-in-arm, entranced. The theatre, the huge
audience, dissolved for them in mist. The stage was not
a stage. They were moving with Mytil and Tyltyl through
frightening or lovely or saddening scenes, all equally
enthralling. They were moving bodiless. They were
Tyltyl and Mytil.
Not until the very last minute of the play, when the 146
night-coloured curtains had drawn together for the last
time and the blue bird was at large again, perhaps
somewhere in the upper reaches of the gilded theatre,
did the girls again take up their habitations in their own
minds and bodies. They looked at each other then and
sighed, waking as from a dream they had shared.
Bertha was quite pale with emotion and surreptitiously
wiping away her tears.

The first waking thought that Kate had was gratefulness

that Bertha had seen the play as it ought to be seen
and not cut in two by a post, since she cared for it so
much.

All three were almost silent on the journey to the

station, wrapped in the afterglow of the play’s thraldom.
But just outside the gates of the train shed Elsie looked
all about and asked a question: “That young man in the
polka-dotted tie seems to have disappeared,” she
observed. “He was here when we came, outside of
Madame Pearl’s in that taxi, in the hallway to the club
and upstairs at the theatre. What’s happened to him
now?”

“Oh, did you notice him, too?” Kate asked, surprised.

“And in the club? I missed him there. How did he get
in?”

“He was talking to the telephone girl and watching us

while we had lunch. I saw through the door. He acted
like a detective, or something. I was going to point him
out to you, and then every time I got interested in what
we were saying and forgot. What do you suppose he
was doing?”
Kate was suddenly embarrassed. She knew very well
what he was doing, but of course she was bound not to
tell.

“He acted like a detective,” Elsie said, musingly. “Just

exactly the way they act in books.”

“Yes. And we might have been thieves, or something,” 147

Kate took it up.

But at her words Elsie stiffened. Although Kate at the

minute was not looking at her she felt the stiffening.
And when they were established in their coach and Kate
did turn to look at Elsie she saw at once that the
comrade had vanished again! What had she done? And
how could she bear it after this perfect day? Oh, no, it
was not to be borne. Things couldn’t happen like that.
She leaned toward Elsie and spoke quickly, urgently but
softly.

“Don’t get icy again,” she pleaded. “If I’ve offended you,
I truly don’t know how. And we’ve had such a splendid
day of it. Deep down everything seems to be all right
with us. It’s only on top things keep going wrong. Don’t
look like that. Don’t.”

But Elsie did not respond to Kate’s pleading. She kept

on looking “like that” and merely commented coldly,
“You do say such queer things. I don’t know what you
mean.”

And from then on Elsie, dropping all her city bearing,

curled one foot up under her on the car seat, turned her
shoulder to Kate, leaned her chin on her hand, and
gazed out of the window. Kate sat biting her lips with
clutched hands. After a while, when she realized that
Elsie’s “cold shoulder” was to be permanent, she got up
and crossed the aisle to sit by herself at a window.

“Why am I not furious with her?” she asked herself. 148

“She has no right to treat me like that! And I am angry,
of course. But I’m not very angry. Why am I not very
angry?”

The conclusion she finally arrived at was that she

couldn’t be very angry until she understood what it was
all about. There was a mystery that needed solving.
Kate felt herself destined to solve it. There was an
elation in that prospect that bore her up above the
moment’s worries and confusions. “If you’re going to
live you’ve got to be willing to suffer,” she told herself
sententiously. “And certainly I am living!” Then her eyes
crinkled into their nicest Chinese smile. For Kate was
perfectly capable of being amused at herself.

149
 CHAPTER XII
THE SPECIAL DELIVERY

Miss Frazier approved, and was even delighted with the

frocks when she came up to view them after breakfast
next morning.

“Shall we try them on for you?” Kate offered eagerly.

“No, I don’t believe so. I can trust Madame Pearl, I am

sure, to say nothing of you girls yourselves! And there is
a lot to be done now to get ready for the party.”

Miss Frazier was moving and speaking in suppressed

excitement, any one could see that. This party to her
was to be a significant moment in her own life as well
as in the girls’!

“What can we do?” Kate asked.

“You may help me to decorate the drawing-room and

hall. If I engage a professional person he will simply
load the whole place with flowers in a set and stuffy
way. Besides, this is an informal party, and we want the
decorations to be very simple and unstudied.” Then Miss
Frazier added with a twinkle in her eye, “That’s why we
must study very hard and fuss and consult.”
Both girls laughed at that.

“I’m expecting a man now to help Timothy move the 150

furniture back for dancing. As soon as they are done we
can begin. The dresses are charming, and I
congratulate you.”

Since getting into the train the afternoon before the

comrade in Elsie had not been visible. The girls had
spoken to each other only in monosyllables and with
eyes usually averted. Almost as though they had agreed
upon it, however, they played up a little in the presence
of their aunt. She had been so kind to them and
counted so much on the day together to have made
them friends, they had not the heart to let her see just
how things stood between them. So at dinner they had
told her of the day’s adventures vivaciously, dwelling
most on their reactions to “The Blue Bird” and the
episode of the post. For some reason Elsie did not
mention the young man who had shadowed them in
such an unshadowy way. That omission surprised Kate
and gave her pause. What did such reticence mean?
Aunt Katherine had been much diverted by Kate’s
account of her interview with the box-office clerk and
the manager. Her comment had been, “You are a
Frazier, Kate! You have a spine. I imagine the manager
sensed that.”

After dinner the three had settled to a quite exciting 151

game of Mah Jong. No need for Elsie and Kate to
pretend friendliness then, for the game took all their
attention, and they could forget each other as persons.
After that there was a brief stroll in the garden, Aunt
Katherine walking between the girls, their arms drawn
through hers. It had all seemed very peaceful and
congenial. But there had been no “good-nights”
upstairs, though in accordance with Aunt Katherine’s will
the doors stood open between the two bedrooms.

So now, when Aunt Katherine left to attend to the

moving of the furniture, Kate turned to Bertha and said,
“I shall be in the garden over by the Dentons’ hedge,
writing letters. Will you call me when Miss Frazier is
ready, Bertha?”

Without a glance at Elsie she picked up her pad and

hurried out. She hoped that Elsie realized she was
avoiding using the sitting-room and the desk they were
supposed to share; and she would not have minded
knowing that Elsie’s conscience bothered her about it.
But if it did, Elsie gave no sign. She herself simply
turned away about some business of her own.

There was so much for Kate to tell her mother in this 152
letter that was interesting and wonderful! First, of
course, there was Madame Pearl and her most unique
shop that didn’t look like a shop a bit. She must
describe the frocks they had chosen, or rather that
Madame Pearl had chosen for them; Kate realized now
that they themselves had done no choosing at all. Then
dining in the luxurious club—she would describe that in
detail. She had never in her life had quite such a
stimulating conversation with any one before as that
conversation at luncheon. She recalled it now as an
hour during which she had thought, and thought rapidly,
and expressed her thoughts to an attentive listener who
in her turn thought and came back at her in a most
provocative manner. Ideas had spun in the air between
them like iridescent bubbles, changing colour as they
turned and you viewed different sides of them. The
truth about that was that two most congenial minds had
discovered each other, and that is as exciting an