Generator

cholesky-growth

One function in the symmetric library, called 11 times across 8 essays. Below: what it draws at its defaults, what it draws at every value an essay asks for, the 29 claims it put to the test while drawing them, and where it stands against the rule this site is named for.

At its defaults it draws the growth factor of a 12×12 elimination, against the condition number of the matrix. Three curves against κ. Cholesky's growth factor is exactly 1 at every condition number drawn — the elimination never produces an entry larger than the matrix already had. Partial pivoting on the same matrices reaches the same growth, and reaches it by making up to 9 row interchanges, each of which destroys the symmetry that was the reason to use a symmetric factorisation. The bound the general theory allows, 2^11 = 2048, is drawn above them both.

cholesky-growth is one function in lib/figures/symmetric.js — symmetric eliminations — a growth factor of exactly one, and a diagonal that is zero. 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.

The growth factor of a 12×12 elimination, against the condition number of the matrixThree curves against κ. Cholesky's growth factor is exactly 1 at every condition number drawn — the elimination never produces an entry larger than the matrix already had. Partial pivoting on the same matrices reaches the same growth, and reaches it by making up to 9 row interchanges, each of which destroys the symmetry that was the reason to use a symmetric factorisation. The bound the general theory allows, 2^11 = 2048, is drawn above them both.10¹10³10⁵10⁷10⁹10¹¹110¹10²10³10⁴condition number of the matrixgrowth factorbound 2^11partial pivotingCholeskyno pivot to gain fromCholesky growth, every κ1Cholesky interchanges0partial pivoting, worst9the bound, 2^112048both eliminations reach the same growthand only one of them had to swap to get there

Three curves against κ. Cholesky's growth factor is exactly 1 at every condition number drawn — the elimination never produces an entry larger than the matrix already had. Partial pivoting on the same matrices reaches the same growth, and reaches it by making up to 9 row interchanges, each of which destroys the symmetry that was the reason to use a symmetric factorisation. The bound the general theory allows, 2^11 = 2048, is drawn above them both.

n: 24

The arguments are the ones A block size is a property of the machine 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.

The growth factor of a 24×24 elimination, against the condition number of the matrixThree curves against κ. Cholesky's growth factor is exactly 1 at every condition number drawn — the elimination never produces an entry larger than the matrix already had. Partial pivoting on the same matrices reaches the same growth, and reaches it by making up to 19 row interchanges, each of which destroys the symmetry that was the reason to use a symmetric factorisation. The bound the general theory allows, 2^23 = 8.4·10⁶, is drawn above them both.10¹10³10⁵10⁷10⁹10¹¹110¹10²10³10⁴10⁵10⁶10⁷10⁸condition number of the matrixgrowth factorbound 2^23partial pivotingCholeskyno pivot to gain fromCholesky growth, every κ1Cholesky interchanges0partial pivoting, worst19the bound, 2^238.4·10⁶both eliminations reach the same growthand only one of them had to swap to get there

Three curves against κ. Cholesky's growth factor is exactly 1 at every condition number drawn — the elimination never produces an entry larger than the matrix already had. Partial pivoting on the same matrices reaches the same growth, and reaches it by making up to 19 row interchanges, each of which destroys the symmetry that was the reason to use a symmetric factorisation. The bound the general theory allows, 2^23 = 8.4·10⁶, is drawn above them both.

n: 12

The arguments are the ones A factorisation with nothing to pivot for 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.

The growth factor of a 12×12 elimination, against the condition number of the matrixThree curves against κ. Cholesky's growth factor is exactly 1 at every condition number drawn — the elimination never produces an entry larger than the matrix already had. Partial pivoting on the same matrices reaches the same growth, and reaches it by making up to 9 row interchanges, each of which destroys the symmetry that was the reason to use a symmetric factorisation. The bound the general theory allows, 2^11 = 2048, is drawn above them both.10¹10³10⁵10⁷10⁹10¹¹110¹10²10³10⁴condition number of the matrixgrowth factorbound 2^11partial pivotingCholeskyno pivot to gain fromCholesky growth, every κ1Cholesky interchanges0partial pivoting, worst9the bound, 2^112048both eliminations reach the same growthand only one of them had to swap to get there

Three curves against κ. Cholesky's growth factor is exactly 1 at every condition number drawn — the elimination never produces an entry larger than the matrix already had. Partial pivoting on the same matrices reaches the same growth, and reaches it by making up to 9 row interchanges, each of which destroys the symmetry that was the reason to use a symmetric factorisation. The bound the general theory allows, 2^11 = 2048, is drawn above them both.

n: 5

The arguments are the ones A factorisation with nothing to pivot for 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.

The growth factor of a 5×5 elimination, against the condition number of the matrixThree curves against κ. Cholesky's growth factor is exactly 1 at every condition number drawn — the elimination never produces an entry larger than the matrix already had. Partial pivoting on the same matrices reaches the same growth, and reaches it by making up to 2 row interchanges, each of which destroys the symmetry that was the reason to use a symmetric factorisation. The bound the general theory allows, 2^4 = 16, is drawn above them both.10¹10³10⁵10⁷10⁹10¹¹110¹10²condition number of the matrixgrowth factorbound 2^4partial pivotingCholeskyno pivot to gain fromCholesky growth, every κ1Cholesky interchanges0partial pivoting, worst2the bound, 2^416both eliminations reach the same growthand only one of them had to swap to get there

Three curves against κ. Cholesky's growth factor is exactly 1 at every condition number drawn — the elimination never produces an entry larger than the matrix already had. Partial pivoting on the same matrices reaches the same growth, and reaches it by making up to 2 row interchanges, each of which destroys the symmetry that was the reason to use a symmetric factorisation. The bound the general theory allows, 2^4 = 16, is drawn above them both.

n: 18

The arguments are the ones The factor is not sparse 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.

The growth factor of a 18×18 elimination, against the condition number of the matrixThree curves against κ. Cholesky's growth factor is exactly 1 at every condition number drawn — the elimination never produces an entry larger than the matrix already had. Partial pivoting on the same matrices reaches the same growth, and reaches it by making up to 13 row interchanges, each of which destroys the symmetry that was the reason to use a symmetric factorisation. The bound the general theory allows, 2^17 = 1.3·10⁵, is drawn above them both.10¹10³10⁵10⁷10⁹10¹¹110¹10²10³10⁴10⁵10⁶condition number of the matrixgrowth factorbound 2^17partial pivotingCholeskyno pivot to gain fromCholesky growth, every κ1Cholesky interchanges0partial pivoting, worst13the bound, 2^171.3·10⁵both eliminations reach the same growthand only one of them had to swap to get there

Three curves against κ. Cholesky's growth factor is exactly 1 at every condition number drawn — the elimination never produces an entry larger than the matrix already had. Partial pivoting on the same matrices reaches the same growth, and reaches it by making up to 13 row interchanges, each of which destroys the symmetry that was the reason to use a symmetric factorisation. The bound the general theory allows, 2^17 = 1.3·10⁵, is drawn above them both.

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.

29 distinct claims across 5 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.

and partial pivoting's is no larger at κ = 10 — asserted 3 times

Cholesky succeeds at κ = 10 — asserted 3 times

Cholesky's growth factor is exactly one at κ = 10 — asserted 3 times

a size the dense factorisations can afford

and partial pivoting's is no larger at κ = 10¹⁰

and partial pivoting's is no larger at κ = 10¹²

and partial pivoting's is no larger at κ = 10⁴

and partial pivoting's is no larger at κ = 10⁶

and partial pivoting's is no larger at κ = 10⁸

and the general bound is far above both

Cholesky succeeds at κ = 10¹⁰

Cholesky succeeds at κ = 10¹²

Cholesky succeeds at κ = 10⁴

Cholesky succeeds at κ = 10⁶

Cholesky succeeds at κ = 10⁸

Cholesky's growth factor is exactly one at κ = 10¹⁰

Cholesky's growth factor is exactly one at κ = 10¹²

Cholesky's growth factor is exactly one at κ = 10⁴

Cholesky's growth factor is exactly one at κ = 10⁶

Cholesky's growth factor is exactly one at κ = 10⁸

LU is for square matrices

matmul shapes agree

which it reaches by interchanging rows, where Cholesky interchanges none

Against the rule

It draws a decomposition and prints its residual. It calls luFactor, choleskyGrowth, 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 90 of 174 generators — 75 print a residual and 15 are exempt with a published reason; 84 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.

Where the flop count stopped predicting the time

A block size is a property of the machine

Three lines of counting say the best block size is √(M/3). Scanned over every integer at five fast memories, the measured optimum is √M − 2 — exactly, at all five. The count has the right scaling and the wrong constant, low by a factor of 1.56, and the wrong form: the answer is affine in √M rather than proportional to it.

Elimination, and the swap

A factorisation with nothing to pivot for

Cholesky's growth factor is not bounded by one. It is equal to one, at every size and every condition number, and the two-line reason is why the algorithm needs no pivoting at all — not "usually gets away without it". Its only failure is the square root of a non-positive number, which is exactly the test for definiteness, and in floating point that test moves with the precision.

Elimination, and the swap

Elimination is a sequence of choices

Gaussian elimination is taught as a procedure with no decisions in it. There is one decision at every step — which row to use — and every stability property the algorithm has comes from making it well.

Elimination, and the swap

The bound that is never attained

Partial pivoting's stability guarantee permits the entries to double at every step — a factor of 5.5·10¹¹ at n = 40. The measured growth on random matrices of that size is about three. The gap is eleven orders of magnitude, and the guarantee is still worth having.

Structure, and the solver that cannot see it

The circulant that cannot be indefinite

The previous essay found a preconditioner taking 117 steps against an unpreconditioned 59, because its smallest eigenvalue was −0.173. Average the two diagonals instead of choosing between them and the count is 7, 8, 9, 10, 10 across a factor of sixteen in size.

Sparsity, and what elimination costs

The factor is not sparse

A sparse matrix has a factor that is not sparse, and the gap between them is the entire reason iterative methods exist. The entries elimination creates can be counted before any arithmetic runs, from the graph alone.

Sparsity, and what elimination costs

The order decides the memory

Four elimination orderings on one matrix give factors of 1,739, 1,354, 1,413 and 1,026 entries. All four factorisations are exact, all four return the same answer, and the one with the better asymptotics is not the one that wins.

Elimination, and the swap

When symmetry is not enough

The matrix [[0, 1], [1, 0]] is symmetric, nonsingular and perfectly conditioned, and there is no diagonal entry to pivot on. Every factorisation restricted to symmetric interchanges and one-by-one pivots fails on it, at any depth of searching, because every entry it could search is zero. The repair is to take two variables at once.

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