definiteness-edge
At its defaults it draws how often cholesky still calls a 12×12 matrix positive definite, against λ_min/λ_max in units of the format's own roundoff. Three curves, one per precision, of the share of 24 seeded matrices on which the factorisation succeeds. Measured in units of each format's unit roundoff the three lie almost on top of one another, with the edge — the smallest ratio at which every seed succeeds — at 1.0, 1.0, 1.8 times u. The absolute thresholds are 6·10⁻⁸, 2.3·10⁻¹⁰ and 2·10⁻¹⁶: nine orders of magnitude apart, and the same number in the format's own units.
definiteness-edge 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.
Three curves, one per precision, of the share of 24 seeded matrices on which the factorisation succeeds. Measured in units of each format's unit roundoff the three lie almost on top of one another, with the edge — the smallest ratio at which every seed succeeds — at 1.0, 1.0, 1.8 times u. The absolute thresholds are 6·10⁻⁸, 2.3·10⁻¹⁰ and 2·10⁻¹⁶: nine orders of magnitude apart, and the same number in the format's own units.
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.
Three curves, one per precision, of the share of 24 seeded matrices on which the factorisation succeeds. Measured in units of each format's unit roundoff the three lie almost on top of one another, with the edge — the smallest ratio at which every seed succeeds — at 1.0, 1.0, 1.8 times u. The absolute thresholds are 6·10⁻⁸, 2.3·10⁻¹⁰ and 2·10⁻¹⁶: nine orders of magnitude apart, and the same number in the format's own units.
n: 4
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.
Three curves, one per precision, of the share of 24 seeded matrices on which the factorisation succeeds. Measured in units of each format's unit roundoff the three lie almost on top of one another, with the edge — the smallest ratio at which every seed succeeds — at 1.0, 1.8, 1.0 times u. The absolute thresholds are 6·10⁻⁸, 4.1·10⁻¹⁰ and 1.1·10⁻¹⁶: nine orders of magnitude apart, and the same number in the format's own units.
n: 20
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.
Three curves, one per precision, of the share of 24 seeded matrices on which the factorisation succeeds. Measured in units of each format's unit roundoff the three lie almost on top of one another, with the edge — the smallest ratio at which every seed succeeds — at 1.0, 1.0, 1.0 times u. The absolute thresholds are 6·10⁻⁸, 2.3·10⁻¹⁰ and 1.1·10⁻¹⁶: nine orders of magnitude apart, and the same number in the format's own units.
n: 16
The arguments are the ones An answer that is known 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, one per precision, of the share of 24 seeded matrices on which the factorisation succeeds. Measured in units of each format's unit roundoff the three lie almost on top of one another, with the edge — the smallest ratio at which every seed succeeds — at 1.0, 0.6, 1.0 times u. The absolute thresholds are 6·10⁻⁸, 1.3·10⁻¹⁰ and 1.1·10⁻¹⁶: nine orders of magnitude apart, and the same number in the format's own units.
n: 8
The arguments are the ones Eight bits, and a format that breaks the rules 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, one per precision, of the share of 24 seeded matrices on which the factorisation succeeds. Measured in units of each format's unit roundoff the three lie almost on top of one another, with the edge — the smallest ratio at which every seed succeeds — at 1.0, 1.0, 1.8 times u. The absolute thresholds are 6·10⁻⁸, 2.3·10⁻¹⁰ and 2·10⁻¹⁶: nine orders of magnitude apart, and the same number in the format's own units.
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.
10 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.
the edge at 24 bits is a small multiple of that format's u — asserted 3 times
a size the seeded sweep can afford
and does not succeed everywhere at the bottom of it
and far below it the answer is a coin flip
matmul shapes agree
the test succeeds everywhere at the top of the grid
while the absolute thresholds span the precisions
with the same constant in front of u at every precision
Against the rule
It draws a decomposition and prints its residual. It calls
definitenessEdge,
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 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.
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.
The arithmetic underneathBuying the accuracy back
Factorise in single precision, then correct the answer using residuals computed in double, and the result is what a full double-precision solve would have given. Compute those residuals in single instead and the identical algorithm, at identical cost, recovers nothing.
The arithmetic underneathEight bits, and a format that breaks the rules
E4M3 reuses the exponent code IEEE reserves for infinities, so it reaches 448 where the same bits under IEEE's rules would reach 240 — and has no infinity left to signal an overflow with. The same computation is a NaN on one conforming device and 448 on another.
The arithmetic underneathOne exponent for thirty-two numbers
Share the exponent across a block and the cost per value drops from eight bits to 6.25, and the accuracy improves — up to about three octaves of spread inside a block. Past that a single outlier deletes the thirty-one values beside it, and the 2-norm barely notices.
The arithmetic underneathProving the answer is in the box
Every other method here computes a number and estimates how wrong it is. This one returns a verdict: there is exactly one solution in this box, or there is none, or — the honest third outcome — nothing can be said. Two of the three are proofs about infinitely many points from finitely many operations.
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.
The arithmetic underneathThe other half of a format
fp16 and tf32 have the same eleven significand bits and their largest numbers are 65,504 and 3.4·10³⁸. For two phases this site simulated the significand alone, so it was obliged to report them as the same format — which is a claim, and a false one.
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.
Elimination, and the swapWhen 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.