Hankel singular values, and the half of them a product cannot see
At its defaults it draws hankel singular values, and the half of them a product cannot see. σₖ divided by σ₁, for a 20-state model of McMillan degree 12. The lower curve is the square-root route — Cholesky-like factors of the two Gramians and one SVD of RᵀS — and it descends to the level at which the Gramians were computed. The upper curve eigendecomposes the product PQ, agrees for the first 6 values and then stops, flattening at 9.67·10⁻¹⁰. The dashed line is σ₁√u = 2.32·10⁻⁹, which is where a route that squares the conditioning must stop: the eigenvalues of PQ are σ², an absolute error of uσ₁² on them is a relative error of √u on σ. κ(PQ) is 1.8·10³⁶ against 1.34·10¹⁸. Every σ below the line is a term in the error bound, so this is not an academic loss.
hankel-values is one function in lib/figures/gramian.js —
the bound known before the computation — hankel singular values, and the product that halves them. 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.
σₖ divided by σ₁, for a 20-state model of McMillan degree 12. The lower curve is the square-root route — Cholesky-like factors of the two Gramians and one SVD of RᵀS — and it descends to the level at which the Gramians were computed. The upper curve eigendecomposes the product PQ, agrees for the first 6 values and then stops, flattening at 9.67·10⁻¹⁰. The dashed line is σ₁√u = 2.32·10⁻⁹, which is where a route that squares the conditioning must stop: the eigenvalues of PQ are σ², an absolute error of uσ₁² on them is a relative error of √u on σ. κ(PQ) is 1.8·10³⁶ against 1.34·10¹⁸. Every σ below the line is a term in the error bound, so this is not an academic loss.
n: 22, degree: 12
The arguments are the ones A condition number that is not the model's passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.
σₖ divided by σ₁, for a 22-state model of McMillan degree 12. The lower curve is the square-root route — Cholesky-like factors of the two Gramians and one SVD of RᵀS — and it descends to the level at which the Gramians were computed. The upper curve eigendecomposes the product PQ, agrees for the first 6 values and then stops, flattening at 9.44·10⁻¹⁰. The dashed line is σ₁√u = 2.32·10⁻⁹, which is where a route that squares the conditioning must stop: the eigenvalues of PQ are σ², an absolute error of uσ₁² on them is a relative error of √u on σ. κ(PQ) is 5.88·10³⁵ against 7.67·10¹⁷. Every σ below the line is a term in the error bound, so this is not an academic loss.
n: 20
The arguments are the ones The bound that is known in advance passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.
σₖ divided by σ₁, for a 20-state model of McMillan degree 12. The lower curve is the square-root route — Cholesky-like factors of the two Gramians and one SVD of RᵀS — and it descends to the level at which the Gramians were computed. The upper curve eigendecomposes the product PQ, agrees for the first 6 values and then stops, flattening at 9.67·10⁻¹⁰. The dashed line is σ₁√u = 2.32·10⁻⁹, which is where a route that squares the conditioning must stop: the eigenvalues of PQ are σ², an absolute error of uσ₁² on them is a relative error of √u on σ. κ(PQ) is 1.8·10³⁶ against 1.34·10¹⁸. Every σ below the line is a term in the error bound, so this is not an academic loss.
n: 10
The arguments are the ones The product nobody had to form passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.
σₖ divided by σ₁, for a 10-state model of McMillan degree 6. The lower curve is the square-root route — Cholesky-like factors of the two Gramians and one SVD of RᵀS — and it descends to the level at which the Gramians were computed. The upper curve eigendecomposes the product PQ, agrees for the first 5 values and then stops, flattening at 1.45·10⁻⁹. The dashed line is σ₁√u = 2.39·10⁻⁹, which is where a route that squares the conditioning must stop: the eigenvalues of PQ are σ², an absolute error of uσ₁² on them is a relative error of √u on σ. κ(PQ) is 2.01·10³⁵ against 4.49·10¹⁷. Every σ below the line is a term in the error bound, so this is not an academic loss.
n: 14
The arguments are the ones The product nobody had to form passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.
σₖ divided by σ₁, for a 14-state model of McMillan degree 10. The lower curve is the square-root route — Cholesky-like factors of the two Gramians and one SVD of RᵀS — and it descends to the level at which the Gramians were computed. The upper curve eigendecomposes the product PQ, agrees for the first 5 values and then stops, flattening at 9.19·10⁻⁹. The dashed line is σ₁√u = 2.23·10⁻⁹, which is where a route that squares the conditioning must stop: the eigenvalues of PQ are σ², an absolute error of uσ₁² on them is a relative error of √u on σ. κ(PQ) is 2.91·10³⁴ against 1.71·10¹⁷. Every σ below the line is a term in the error bound, so this is not an academic loss.
What it checked while drawing
Every figure above checked its own claims on the way to being drawn, and a claim that failed
would have stopped the picture rather than shipped a wrong one. Those checks 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 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.
a degree the model can carry
a degree the state dimension can carry
a grid fine enough to have modes and coarse enough to draw
a Lyapunov equation with a solution
a state dimension two Lyapunov solves can afford
an actuator and a sensor on the grid
and the route that fails floors where losing half the digits says it should
Jacobi needs a symmetric matrix
matmul shapes agree
the two routes agree and then stop
Against the rule
It draws a decomposition and prints its residual. It calls
hankelSingularValues,
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 217
of 397 generators —
199 print a residual and
18 are exempt with a published reason;
180 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 condition number that is not the model's
κ(P)κ(Q) is quoted as the reason one route to the Hankel singular values fails, and it is. It is also read as a measure of how reducible a model is, and it is not — the norm of the Gramian does not move at all as the McMillan degree runs from four to fourteen, and the condition number wanders over a factor of thirty-five with no trend.
Reduction, and what a model is forThe bound that is known in advance
Almost every error in numerical linear algebra is measured after the fact. Balanced truncation has one that is computable before the reduced model exists, in a norm of a function rather than of a residual — and on ordinary problems it is not an upper bound that is loose. It is attained.
Reduction, and what a model is forThe product nobody had to form
The Hankel singular values are the square roots of the eigenvalues of PQ. Form that product and half of them stop existing, at a floor one number predicts — and the fix is the one the least-squares field has had since its first essay, arriving in a place with no least-squares problem in it.