  The lead-free halide double perovskite class of materials offers a promising
venue for resolving issues related to toxicity of Pb and long-term stability of
the lead-containing halide perovskites. We present a first-principles study of
the lattice vibrations in Cs$_2$AgBiBr$_6$ , the prototypical compound in this
class, and show that the lattice dynamics of Cs$_2$AgBiBr$_6$ is highly
anharmonic, largely in regards to tilting of AgBr$_6$ and BiBr$_6$ octahedra.
Using an energy and temperature dependent phonon spectral function, we then
show how the experimentally observed cubic-to-tetragonal phase transformation
is caused by the collapse of a soft phonon branch. We finally reveal that the
softness and anharmonicity of Cs$_2$AgBiBr$_6$ yield an ultra-low thermal
conductivity, unexpected of high symmetry cubic structures.
