cg-filter-shape
At its defaults it draws the filter 8 conjugate gradient steps apply, measured and predicted. Filter factors against the singular-value index. The factors measured off the iterate and the polynomial predicted from the recurrence coefficients agree to 6.9·10⁻¹⁴ and are drawn as one curve. It rises above one — 1.070 at its largest — and changes direction several times. Tikhonov's filter at the matching cutoff is monotone and never exceeds one.
cg-filter-shape is one function in lib/figures/krylovreg.js —
iterative regularisation — a step count as the parameter, and the filter it applies. Everything below came out of it during this build, at
arguments taken from the essays rather than invented for this page. A figure here is the
figure a reader meets in an essay, and if the generator changes, this page changes with it.
At its defaults
Drawn even though every essay passes arguments — which on this site is every essay, at 100% of placements since the standard pass. A default nothing exercises is a trap for the next essay to call this with none, and this is the page where a default that has drifted from the figures around it becomes visible.
Filter factors against the singular-value index. The factors measured off the iterate and the polynomial predicted from the recurrence coefficients agree to 6.9·10⁻¹⁴ and are drawn as one curve. It rises above one — 1.070 at its largest — and changes direction several times. Tikhonov's filter at the matching cutoff is monotone and never exceeds one.
m: 16
The arguments are the ones A parameter that counts steps passes. A value drawn at the generator's defaults instead would be a picture no essay asked for and no assertion has been run against.
Filter factors against the singular-value index. The factors measured off the iterate and the polynomial predicted from the recurrence coefficients agree to 1.2·10⁻¹¹ and are drawn as one curve. It rises above one — 1.203 at its largest — and changes direction several times. Tikhonov's filter at the matching cutoff is monotone and never exceeds one.
m: 8
The arguments are the ones An orthogonalisation nobody calls one passes. A value drawn at the generator's defaults instead would be a picture no essay asked for and no assertion has been run against.
Filter factors against the singular-value index. The factors measured off the iterate and the polynomial predicted from the recurrence coefficients agree to 6.9·10⁻¹⁴ and are drawn as one curve. It rises above one — 1.070 at its largest — and changes direction several times. Tikhonov's filter at the matching cutoff is monotone and never exceeds one.
What it checked while drawing
Every figure above asserted its own claims on the way to being drawn, and a claim that failed
would have failed the build rather than drawn a wrong picture. Those assertions used to leave
no trace at all: a passing one returned true and the only evidence the figure had
checked anything was that nothing crashed. The list below is what they actually said, collected
by running this generator with an observer installed — not a description of
what it is believed to check.
6 distinct claims across 3 sets of arguments, grouped below by shape — because most of them are one sentence with a different number in it, and how many separate times that sentence was put to the test is the informative part.
a size the SVD is affordable at
a step count the filter is still a filter at
Jacobi needs a symmetric matrix
most components have a coefficient worth dividing by
the measured and predicted factors agree at this step
Tikhonov's factors stay inside [0, 1]
Against the rule
It draws a decomposition and prints its residual. It calls
cgls,
and every figure above carries the badge — which residualcheck verifies by looking
for it in the emitted SVG rather than by finding the call that builds one. A badge that is
constructed and then left out of the body is the failure that check exists for.
Across the library: the rule bites on 66
of 131 generators —
51 print a residual and
15 are exempt with a published reason;
65 factorise nothing.
Read from lib/residual-rule.js, which is the same body the gate enforces from,
and the gate's last check fails the build if this page and it disagree about any generator.
Where it is called
Changing this generator changes every figure on this list. That is what makes the list worth publishing rather than keeping in a check script.
A parameter that counts steps
The regularisation field's knob is a positive real number chosen by one of three rules. The iterative field's is an integer nobody called a knob — where to stop. On the same problem the best step is 20 and the best λ is 0.025, and they reach 0.1426 and 0.1406.
Iterating, instead of factorisingAn orthogonalisation nobody calls one
Conjugate gradients are derived as a minimisation and behave as an orthogonalisation, which is why the finite-termination property in every textbook is not a property the method has in floating point.
Regularisation, and the answer that is chosenChoosing without knowing
Three published rules for choosing a regularisation parameter, scored against an oracle that requires the exact answer and is therefore not a method. Generalised cross-validation lands on the oracle's λ exactly; the discrepancy principle costs 6%; the L-curve costs 129%. And told a noise level ten times too small, the discrepancy principle's error goes from 0.112 to 10,449.
Eigenvalues, singular values, rankRestarting is a filter
A restart throws away the Ritz values it does not want and begins again from a new starting vector. Written in the eigenbasis, that vector's components have been multiplied by a polynomial with its roots at the discarded values — measured component by component, and agreeing with the polynomial to rounding.
Regularisation, and the answer that is chosenWhen the answer is a choice
A backward-stable least-squares solve of this problem returns an answer whose relative error is 5.5·10⁸. Nothing went wrong. The singular values decay exponentially with no gap anywhere in them, the data does not determine the answer, and something outside the data has to choose — which is the computation rather than a preliminary to it.