probe-spread
At its defaults it draws 160 single-probe estimates of one 40×40 trace, from the two standard probe distributions. Two clouds of points, each one estimate of the trace from one random vector. Both are centred on the true value of 171.14 — the estimator has no bias at all — and the dashed bands are the standard deviation each distribution is known in closed form to have: 59.14 for the ±1 probe and 72.01 for the normal one. Measured over these draws they come out 56.68 and 68.57.
probe-spread is one function in lib/figures/trace.js —
counting the diagonal without looking — two probes, and one of them is free. 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.
Two clouds of points, each one estimate of the trace from one random vector. Both are centred on the true value of 171.14 — the estimator has no bias at all — and the dashed bands are the standard deviation each distribution is known in closed form to have: 59.14 for the ±1 probe and 72.01 for the normal one. Measured over these draws they come out 56.68 and 68.57.
n: 40
The arguments are the ones A bound that holds with probability 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.
Two clouds of points, each one estimate of the trace from one random vector. Both are centred on the true value of 171.14 — the estimator has no bias at all — and the dashed bands are the standard deviation each distribution is known in closed form to have: 59.14 for the ±1 probe and 72.01 for the normal one. Measured over these draws they come out 56.68 and 68.57.
n: 120
The arguments are the ones A reduction that changes the order 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.
Two clouds of points, each one estimate of the trace from one random vector. Both are centred on the true value of 644.26 — the estimator has no bias at all — and the dashed bands are the standard deviation each distribution is known in closed form to have: 198.6 for the ±1 probe and 217.1 for the normal one. Measured over these draws they come out 227.1 and 205.3.
n: 10
The arguments are the ones Counting what cannot be looked at 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.
Two clouds of points, each one estimate of the trace from one random vector. Both are centred on the true value of 29.29 — the estimator has no bias at all — and the dashed bands are the standard deviation each distribution is known in closed form to have: 11.27 for the ±1 probe and 17.61 for the normal one. Measured over these draws they come out 10.64 and 20.47.
n: 20
The arguments are the ones The direction the error leans 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.
Two clouds of points, each one estimate of the trace from one random vector. Both are centred on the true value of 71.955 — the estimator has no bias at all — and the dashed bands are the standard deviation each distribution is known in closed form to have: 26.87 for the ±1 probe and 35.73 for the normal one. Measured over these draws they come out 25.01 and 35.
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.
9 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 size the repeated products can afford
and so is the Gaussian one
and the ratio of the two spreads is a property of the matrix
enough draws for a spread to be visible and countable
matmul shapes agree
the Gaussian spread measured and the Gaussian spread in closed form agree
the Rademacher probe is unbiased
the Rademacher spread measured and the Rademacher spread in closed form agree
with the Rademacher probe the tighter of the two
Against the rule
The rule does not apply to it. It factorises nothing, so there is no residual it could be withholding. That is worth stating rather than leaving blank: a site that reported the rule as satisfied by every generator would be counting mostly generators the rule never reached.
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 holds with probability
Every other guarantee on this site is deterministic. The randomised low-rank approximation offers one that holds with a probability, the seed changes the answer, and the honest figure is a band rather than a line.
The arithmetic underneathA coin flip that fixes the average
Add 0.1 to 256 a thousand times at eight significand bits and the answer is 256. Not approximately — the total never moves, not once, and no error bound says so. Round up one time in twenty instead of never, and it arrives at 348 against a true 356.
Where the flop count stopped predicting the timeA reduction that changes the order
A tall-skinny QR computed as a tree of independent block factorisations touches a 512×12 matrix once instead of twelve times, computes a completely different sequence of roundings from the sweep it replaces, and returns ‖AᵀA − RᵀR‖/‖AᵀA‖ = 1.65·10⁻¹⁵ against the sweep's 9.95·10⁻¹⁵. On the same matrix classical Gram–Schmidt returns 4.6·10⁻¹⁰.
Regularisation, and the answer that is chosenChoosing without knowing
Three published rules for choosing a regularisation parameter, scored against an oracle that requires the exact answer and is therefore not a method. Generalised cross-validation lands on the oracle's λ exactly; the discrepancy principle costs 6%; the L-curve costs 129%. And told a noise level ten times too small, the discrepancy principle's error goes from 0.112 to 10,449.
Randomised, and the guarantee that changes kindCounting what cannot be looked at
The trace is n additions and one of the most expensive quantities in the subject to estimate, because the matrices whose trace is wanted are never stored. Hutchinson's estimator is unbiased with one line of algebra — and its variance depends on which random vector is used, by a factor that is a property of the matrix, and on a diagonal matrix one choice is exact from the first probe and the other is not.
Iterating, instead of factorisingThe coarse grid the matrix chooses
Given a tridiagonal matrix and no information about a grid, the coarsening keeps every other point and derives the weights ½, 1, ½ — the operators the geometric method was handed. Given the anisotropic operator, it discovers semi-coarsening, in the right direction, without a coordinate.
The arithmetic underneathThe direction the error leans
The size of one rounding error is set by the precision. How ten thousand of them combine is set by something else entirely — the rounding mode — and the fitted exponents are 0.47 for round-to-nearest and 1.01 for round-toward-infinity, on identical data at identical precision.
The arithmetic underneathThe order they are added in
Addition is associative in the algebra and is not associative in the arithmetic. The same million numbers, added in a different order, give answers that differ in the third significant figure — and the fix is not a wider float, it is a different order.
Iterating, instead of factorisingThe same problem on a coarser grid
Restriction, the coarse operator and interpolation are three matrices with nine distinct entries between them. Two of the three are each other's transpose, and their product with the fine operator is the coarse discretisation exactly — not approximately, entry for entry, at every level.
Methods that were designed apartThe step that stops mattering
Regularise the problem the iteration has built rather than the problem it was given, and the error curve stops turning. The unregularised run ends 1,127 times above its own best; the same run with a penalty inside it ends 1.000000000003 times above.