componentwise-bound
At its defaults it draws two perturbation bounds and the error that was measured, on a 8×8 matrix spread over 8 decades of units. Three curves against the size of an entrywise relative perturbation. The normwise bound κ_∞·ε is a valid bound and sits 4·10⁷ times above the componentwise one cond(A, x)·ε, which is also a bound and is nearly attained by the worst of forty random perturbations at each size.
componentwise-bound is one function in lib/figures/scaling.js —
units — the condition number that is a choice of them, and the one that is not. 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.
Three curves against the size of an entrywise relative perturbation. The normwise bound κ_∞·ε is a valid bound and sits 4·10⁷ times above the componentwise one cond(A, x)·ε, which is also a bound and is nearly attained by the worst of forty random perturbations at each size.
spread: 8
The arguments are the ones A bound that is proved 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.
Three curves against the size of an entrywise relative perturbation. The normwise bound κ_∞·ε is a valid bound and sits 4·10⁷ times above the componentwise one cond(A, x)·ε, which is also a bound and is nearly attained by the worst of forty random perturbations at each size.
spread: 4
The arguments are the ones A condition number scaling cannot move 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.
Three curves against the size of an entrywise relative perturbation. The normwise bound κ_∞·ε is a valid bound and sits 4120 times above the componentwise one cond(A, x)·ε, which is also a bound and is nearly attained by the worst of forty random perturbations at each size.
spread: 10
The arguments are the ones A condition number scaling cannot move 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.
Three curves against the size of an entrywise relative perturbation. The normwise bound κ_∞·ε is a valid bound and sits 4·10⁹ times above the componentwise one cond(A, x)·ε, which is also a bound and is nearly attained by the worst of forty random perturbations at each size.
spread: 0
The arguments are the ones The units the matrix is measured in 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.
Three curves against the size of an entrywise relative perturbation. The normwise bound κ_∞·ε is a valid bound and sits 2.1 times above the componentwise one cond(A, x)·ε, which is also a bound and is nearly attained by the worst of forty random perturbations at each size.
n: 12
The arguments are the ones The units the matrix is measured in 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.
Three curves against the size of an entrywise relative perturbation. The normwise bound κ_∞·ε is a valid bound and sits 3.7·10⁷ times above the componentwise one cond(A, x)·ε, which is also a bound and is nearly attained by the worst of forty random perturbations at each size.
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.
14 distinct claims across 6 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 sweep can afford
a spread of units the inversions survive
and so does the componentwise one
and the componentwise one nearly attained
LU is for square matrices
matmul shapes agree
the normwise bound holds at ε = 10⁻¹⁰
the normwise bound holds at ε = 10⁻¹¹
the normwise bound holds at ε = 10⁻¹²
the normwise bound holds at ε = 10⁻¹³
the normwise bound holds at ε = 10⁻¹⁴
the normwise bound holds at ε = 10⁻⁹
with no spread of units the two bounds are close together
with the two bounds orders of magnitude apart
Against the rule
It draws a decomposition and prints its residual. It calls
solve, condInf, condSkeelAt,
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.
A bound that is proved
Every error statement on this site so far is a measurement of one run. Interval arithmetic makes a different kind of claim — the answer lies in this set, for this input, with no probability attached — and its failure mode is that it returns nothing at all. On a Hilbert system it proves a bound 23 times the error it bounds, and one size later it refuses.
Two errors, and whose fault they areA condition number scaling cannot move
Skeel's componentwise condition number is invariant under any row scaling — exactly, before any norm is taken, because two diagonal factors cancel entry by entry. It is never larger than the normwise one and can be arbitrarily smaller, and the ratio between them is a diagnostic for which kind of ill-conditioning a matrix has.
Two errors, and whose fault they areAn answer that is known
Almost every demonstration of numerical error estimates the error by computing the same thing more carefully. The Hilbert matrix does not need that: its inverse is a closed form in integers, so the true answer is available exactly and the error is measured rather than approximated.
Two errors, and whose fault they areThe exact answer to a nearby problem
A good algorithm does not give an approximate answer to your problem. It gives the exact answer to a problem very close to yours — and once that is the definition, a wrong result has two possible authors and they can be measured apart.
The arithmetic underneathThe numbers below the smallest one
Below the smallest normal number the spacing stops halving and stays put, all the way to zero. That is what gradual underflow is, and the thing it buys is the sentence every algorithm assumes without being told — x minus y is zero only when x equals y.
Elimination, and the swapThe pivot that reads the units
Partial pivoting compares the entries of a column and takes the largest. Those entries carry units, so the comparison depends on them — and there is a row scaling, on the standard two-by-two that pivoting exists to fix, which makes partial pivoting perform the identical catastrophic elimination it was introduced to prevent, with no interchange at all.
Two errors, and whose fault they areThe units the matrix is measured in
One linear system, written twice. The rows of the second are the rows of the first in different units, the solution is identical to the last bit, and the condition number has moved by eight orders of magnitude. One of those two numbers is a fact about the problem and the other is a fact about the notation.
The arithmetic underneathWhat a float can hold
The representable numbers are not a fine fuzz spread evenly over the line. They are evenly spaced inside each power-of-two interval and twice as far apart in the next one up, and almost everything else in this subject is a consequence of that one fact.