Generator

constraint-spectrum

One function in the blockprec library, called 14 times across 5 essays. Below: what it draws at its defaults, what it draws at every value an essay asks for, the 11 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 constraint preconditioner's spectrum, over six decades of the constraint's condition number. P = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 8 and n − m = 6 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 6 eigenvalues move by 7.14·10⁻⁶ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 6.65·10⁻⁹ at κ(A) = 1 and 6.04·10⁻⁵ at 10⁶, which is κ(A) times the unit roundoff.

constraint-spectrum is one function in lib/figures/blockprec.js — preconditioning a saddle point — three eigenvalues, and a spectrum with no constraint in it. 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 constraint preconditioner's spectrum, over six decades of the constraint's condition numberP = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 8 and n − m = 6 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 6 eigenvalues move by 7.14·10⁻⁶ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 6.65·10⁻⁹ at κ(A) = 1 and 6.04·10⁻⁵ at 10⁶, which is κ(A) times the unit roundoff.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

P = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 8 and n − m = 6 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 6 eigenvalues move by 7.14·10⁻⁶ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 6.65·10⁻⁹ at κ(A) = 1 and 6.04·10⁻⁵ at 10⁶, which is κ(A) times the unit roundoff.

kappaH: 10000

The arguments are the ones A preconditioner that need not know the constraint 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 constraint preconditioner's spectrum, over six decades of the constraint's condition numberP = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 8 and n − m = 6 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 6 eigenvalues move by 7.14·10⁻⁶ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 6.65·10⁻⁹ at κ(A) = 1 and 6.04·10⁻⁵ at 10⁶, which is κ(A) times the unit roundoff.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

P = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 8 and n − m = 6 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 6 eigenvalues move by 7.14·10⁻⁶ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 6.65·10⁻⁹ at κ(A) = 1 and 6.04·10⁻⁵ at 10⁶, which is κ(A) times the unit roundoff.

kappaH: 1

The arguments are the ones A preconditioner that need not know the constraint 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 constraint preconditioner's spectrum, over six decades of the constraint's condition numberP = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 8 and n − m = 6 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 6 eigenvalues move by 1.64·10⁻⁶ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 2.57·10⁻⁹ at κ(A) = 1 and 3.3·10⁻⁴ at 10⁶, which is κ(A) times the unit roundoff.012345610⁻¹110¹10²log₁₀ κ(A)eigenvalue of P⁻¹Kthe constraint is not in itnontrivial6at one8movement, six decades1.6·10⁻⁶drift at one3.3·10⁻⁴2m at onethe marks are a pencil that never saw Aand the lines are the preconditioned matrix

P = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 8 and n − m = 6 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 6 eigenvalues move by 1.64·10⁻⁶ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 2.57·10⁻⁹ at κ(A) = 1 and 3.3·10⁻⁴ at 10⁶, which is κ(A) times the unit roundoff.

kappaH: 1000000

The arguments are the ones A preconditioner that need not know the constraint 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 constraint preconditioner's spectrum, over six decades of the constraint's condition numberP = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 8 and n − m = 6 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 6 eigenvalues move by 1.17·10⁻⁵ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 5.85·10⁻⁹ at κ(A) = 1 and 1.94·10⁻⁵ at 10⁶, which is κ(A) times the unit roundoff.012345610⁻⁴10⁻³10⁻²10⁻¹110¹log₁₀ κ(A)eigenvalue of P⁻¹Kthe constraint is not in itnontrivial6at one8movement, six decades1.2·10⁻⁵drift at one1.9·10⁻⁵2m at onethe marks are a pencil that never saw Aand the lines are the preconditioned matrix

P = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 8 and n − m = 6 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 6 eigenvalues move by 1.17·10⁻⁵ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 5.85·10⁻⁹ at κ(A) = 1 and 1.94·10⁻⁵ at 10⁶, which is κ(A) times the unit roundoff.

kappaH: 100

The arguments are the ones A preconditioner that need not know the constraint 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 constraint preconditioner's spectrum, over six decades of the constraint's condition numberP = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 8 and n − m = 6 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 6 eigenvalues move by 3.02·10⁻⁶ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 1.93·10⁻⁸ at κ(A) = 1 and 3.11·10⁻⁵ at 10⁶, which is κ(A) times the unit roundoff.012345610⁻²10⁻¹110¹log₁₀ κ(A)eigenvalue of P⁻¹Kthe constraint is not in itnontrivial6at one8movement, six decades3·10⁻⁶drift at one3.1·10⁻⁵2m at onethe marks are a pencil that never saw Aand the lines are the preconditioned matrix

P = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 8 and n − m = 6 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 6 eigenvalues move by 3.02·10⁻⁶ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 1.93·10⁻⁸ at κ(A) = 1 and 3.11·10⁻⁵ at 10⁶, which is κ(A) times the unit roundoff.

m: 2

The arguments are the ones A preconditioner that need not know the constraint 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 constraint preconditioner's spectrum, over six decades of the constraint's condition numberP = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 4 and n − m = 8 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 8 eigenvalues move by 5.01·10⁻⁷ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 1.31·10⁻⁸ at κ(A) = 1 and 5.88·10⁻⁶ at 10⁶, which is κ(A) times the unit roundoff.012345610⁻³10⁻²10⁻¹110¹log₁₀ κ(A)eigenvalue of P⁻¹Kthe constraint is not in itnontrivial8at one4movement, six decades5·10⁻⁷drift at one5.9·10⁻⁶2m at onethe marks are a pencil that never saw Aand the lines are the preconditioned matrix

P = [[G, Aᵀ], [A, 0]] with G an approximation to H — here a well-conditioned matrix that is not H at all. The theorem says P⁻¹K has eigenvalue 1 with multiplicity 2m = 4 and n − m = 8 others, which are the generalised eigenvalues of the pencil (ZᵀHZ, ZᵀGZ) for any basis Z of the null space of A. A does not appear in that list, and the measurement is the flat lines: κ(A) crosses six decades along the horizontal axis and the 8 eigenvalues move by 5.01·10⁻⁷ relative, which is the arithmetic. A preconditioner for a constrained problem can decline to know anything about the constraint, because the constraint has already been inverted exactly inside it. The one quantity that does move is the drift of the eigenvalues the theorem puts at exactly one: 1.31·10⁻⁸ at κ(A) = 1 and 5.88·10⁻⁶ at 10⁶, which is κ(A) times the unit roundoff.

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.

11 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 basis rule this file implements

a constraint no larger than the problem

a positive definite second matrix, so the pencil has a spectrum

a problem with a null space to have a spectrum on

and none of them moves as κ(A) crosses six decades

each of them a generalised eigenvalue of a pencil that never saw A

fewer constraints than unknowns, so something is left to minimise

Jacobi needs a symmetric matrix

LU is for square matrices

matmul shapes agree

n − m nontrivial eigenvalues

Against the rule

It draws a decomposition and prints its residual. It calls constraintRun, 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 165 of 306 generators — 150 print a residual and 15 are exempt with a published reason; 141 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.

The matrix a constraint makes

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.

Orthogonality, measured

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.

The matrix a constraint makes

The regularisation that legalises every order

Perturb a saddle-point matrix's two blocks in opposite directions and it acquires a factorisation with a diagonal D under every symmetric permutation — not under a good one, under all of them. Five hundred random orderings, five hundred successes, and a growth factor that spans six orders across them.

The matrix a constraint makes

Three eigenvalues, and two are the golden ratio

Precondition a saddle-point system by the block diagonal of its own two definite pieces and the preconditioned matrix has exactly three distinct eigenvalues — 1, and the two roots of λ² − λ − 1. A minimal polynomial of degree three means three steps, at every conditioning, and the preconditioner nobody can afford turns out to be the statement the affordable ones are measured against.

The matrix a constraint makes

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.

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