Concept

Null-space — where it appears

The set of vectors a matrix maps to zero. For a constrained problem it is the set of directions along which the constraint stays satisfied, so a basis for it turns a constrained minimisation into an unconstrained one of smaller size.

Named by 10 essays across 6 fields — each of them below, with the objects they name alongside it.

the matrix, measuredvertices40edges223‖L·1‖∞0zero eigenvalues1components, by search1λ₂1.5laid out at its own eigenvectorsand the row sums are exactly zero

A matrix with no numbers in it

A graph arrives as vertices and edges. Two different matrices can be built from it, they answer different questions, and one of them has a null vector that is exact — the only object in these essays whose kernel is known before anything runs.

graph · Graph laplacian
01234510⁻¹⁷10⁻¹³10⁻⁹10⁻⁵10⁻¹10³10⁷10¹¹log₁₀ κ(A)condition number, and relative errorκ(S)κ(ZᵀHZ)range-space errornull-space erroragainst a BigInt answerκ(S) at κ(A) = 10⁵4·10¹⁰κ(ZᵀHZ), all stops21range-space forward error5.3·10⁻⁶null-space forward error5.8·10⁻¹²both are the same algebraand only one squares

Two ways to remove a constraint

A constrained system can be reduced by eliminating the multipliers or by eliminating the constrained directions. Both give the same answer in exact arithmetic and inherit different condition numbers — one of them squares the constraint's, and the other does not contain it at all.

constraint · Saddle-point systems
1611162126110¹10²10³degree of the grounded vertexcondition number of what is left1, the best choicea parameter nobody setsvertices tried30best κ1at degree29worst κ898at degree1spread898one row and column deletedand it matters which

The vertex nobody solves for

A Laplacian is singular, so every solve with one has to remove its kernel first. There are three ways, they agree to fourteen digits, and the one everybody uses carries a free parameter that no account of the method mentions and that moves the condition number by nine hundred.

graph · Graph laplacian
012345610⁻³10⁻²10⁻¹110¹log₁₀ κ(A)eigenvalue of P⁻¹Kthe constraint is not in itnontrivial6at one8movement, six decades7.1·10⁻⁶drift at one6·10⁻⁵2m at onethe marks are a pencil that never saw Aand the lines are the preconditioned matrix

A preconditioner that need not know the constraint

Keep the constraint block exactly and replace the objective block by anything positive definite on the null space. The preconditioned matrix then has 2m eigenvalues at exactly one, and its remaining n − m are the generalised eigenvalues of a pencil in which the constraint does not appear. Sweep its condition number over six decades and they do not move in six digits.

constraint · Block preconditioning
κ(A) = 10⁶ throughout · κ(H) = 100 · the answer is the same answer for every basisorthonormal — κ(Z)1κ(ZᵀHZ)25.6relative error1.07·10⁻¹⁵first m basic — κ(Z)1.99·10⁸κ(ZᵀHZ)3.8·10¹⁶relative error0.0518pivoted basic — κ(Z)2.06κ(ZᵀHZ)31.9relative error6.71·10⁻¹⁶what the choice costsdensity, orthonormal1density, fundamental0.5κ(ZᵀHZ) ÷ κ(Z)², naive0.96error, pivoted choice6.7·10⁻¹⁶every one of them is a basisand one of them loses fourteen digits

The basis nobody chose on purpose

A method that eliminates a constraint has to pick a basis for its null space, and every basis is correct. Their condition numbers are eight orders apart, the reduced problem inherits the square, and the choice is usually made by a one-line rule nobody thought of as a numerical decision.

orthogonality · Null-space basis
10⁻⁸10⁻⁷10⁻⁶10⁻⁵10⁻⁴10⁻³10⁻²10⁻¹110⁻⁴10⁻³10⁻²10⁻¹110¹10²10³10⁴λnoise part ÷ signal part, in ‖x‖where every corner sitsthe corner, ×2.29the oraclethe corner reads ‖x‖noise share at the corner0.23noise share at the oracle0.026corner ÷ oracle, this draw2.3corner ÷ oracle, 60-draw median1.5noise share: ‖L·(noise part)‖ ÷ ‖L·(signal part)‖the corner reads that share

The corner reads the norm it is drawn in

The L-curve was the costliest rule this field scored, and the cost was not the rule's. On the same sixty draws, with the same best achievable error, the corner of ‖x‖ against the residual costs 1.53 times the oracle and the corner of ‖L₁x‖ costs 1.003. Across five signals and three penalties the corner lands wherever amplified noise is between a tenth and a fifth of the norm being plotted, and it finds the oracle only when the oracle happens to sit there — twenty-nine times too costly on a smooth signal under ‖x‖, within half a per cent on four spikes.

regularisation · Parameter choice
unpreconditionedbest step20best error0.14Tikhonov's best0.14α = 0.001best step1best error0.14eigenvalues sent near one22051015202530354010⁻¹110¹steprelative errorTikhonov's best: 0.1405plain CGLSpreconditioneda better preconditionerarrives at the noise sooner

A preconditioner that arrives past the answer

On a system that is solved to convergence a preconditioner changes how fast the answer arrives and not what it is. On a problem regularised by stopping it changes where every step lands. Conjugate gradients preconditioned by AᵀA + αI reaches its best answer in one step at α = 10⁻³, and at α = 10⁻⁶ its best answer is its first step, with an error of 1.35 against the unpreconditioned run's 0.1426 — while the count of eigenvalues it has clustered at one rises from 22 to 32.

combination · Iterative regularisation
groundarcs of the treearcs off the treethe loop worst servedleast-resistanceκ(Z)11κ(ZᵀHZ)143κ, unit diagonal9.3nonzeros in Z426longest loop, arcs26worst path ÷ own arc0.97every tree gives a basis of whole numbersthe resistances decide which one to want

The tree the resistances choose

On a network every basic set is a spanning tree and every null-space basis is a set of loops with entries 0 and ±1, so no tree can make Z badly conditioned. The tree with the best-conditioned Z still gives loop equations 4.8 times worse than the tree of least resistance: the basis has to be chosen against the Hessian, and pivoting finds it only when it pivots on the resistances too.

orthogonality · Null-space basis
Re λIm λwhat survives the arrowsvertices18arcs18worst row sum0worst column sum0largest |Im λ|0.98asymmetry1the null vector is still exactand nothing else about the spectrum is real

A Laplacian that is not symmetric

Point the edges and the matrix stops being symmetric. Its row sums are still exactly zero, so the null vector survives; everything built on the quadratic form does not, and the eigenvalues need a plane rather than a line. Asymmetry permits that and does not force it, which the smallest case here demonstrates by being asymmetric and real.

graph · Directed laplacian
σ14.87σ22.55σ31.08σ40.782σ58.04·10⁻¹⁷σ610⁻¹⁸σ710⁻¹⁸n = 7, and det(A − λB) has degree 4an integer, and a judgementdegree of det(A − λB), exactly4infinite eigenvalues, from the degree3singular values below the cut3largest gap in the spectrum∞a degree cannot be nearly threeand a singular value can be nearly zero

The largest gap is inside the null space

The rule recommended for counting a pencil's infinite eigenvalues is to cut at the largest gap in the singular values of B. On integer pencils, with no perturbation anywhere and an exact answer available from the characteristic polynomial, it returns the wrong count on nine of twenty-five — because the singular values that are mathematically zero come back spread over a hundred and forty orders of magnitude, and the largest ratio in the list is between two of them.

spectra · Pencil

Named alongside it

The objects these essays reach for when they reach for this one.

Condition numberGraph laplacianReduced hessianSaddle-point systemsColumn pivotingConstrained minimisationFilter factorsGroundingMatrix pencilNull-space basisNull-space methodPreconditioning

All concepts