Generator

regularisation-tradeoff

One function in the quasidef library, called 14 times across 8 essays. Below: what it draws at its defaults, what it draws at every value an essay asks for, the 43 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 what the regularisation costs, and what 6 steps of refinement take back. Solving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.

regularisation-tradeoff is one function in lib/figures/quasidef.js — quasi-definite — every ordering legal, and the fill a symbolic phase can promise exactly. 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.

What the regularisation costs, and what 6 steps of refinement take backSolving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.-14-12-10-8-6-4-210⁻¹⁷10⁻¹⁴10⁻¹¹10⁻⁸10⁻⁵10⁻²10¹log₁₀ δrelative error against the exact answerδ = σ_min(K)no refinement6 stepsa left branch that can be removederror ÷ δ, unrefined1489σ_min(K)6.8·10⁻⁴refined at δ = 10⁻⁶3.6·10⁻¹⁶refined at δ = 10⁻²0.62the perturbation is known exactlybecause the code chose it

Solving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.

steps: 6

The arguments are the ones A condition number sent to infinity 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.

What the regularisation costs, and what 6 steps of refinement take backSolving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.-14-12-10-8-6-4-210⁻¹⁷10⁻¹⁴10⁻¹¹10⁻⁸10⁻⁵10⁻²10¹log₁₀ δrelative error against the exact answerδ = σ_min(K)no refinement6 stepsa left branch that can be removederror ÷ δ, unrefined1489σ_min(K)6.8·10⁻⁴refined at δ = 10⁻⁶3.6·10⁻¹⁶refined at δ = 10⁻²0.62the perturbation is known exactlybecause the code chose it

Solving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.

steps: 0

The arguments are the ones A constraint is a weight at infinity 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.

What the regularisation costs, and what 0 steps of refinement take backSolving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.-14-12-10-8-6-4-210⁻¹⁷10⁻¹⁴10⁻¹¹10⁻⁸10⁻⁵10⁻²10¹log₁₀ δrelative error against the exact answerδ = σ_min(K)no refinement0 stepsa left branch that can be removederror ÷ δ, unrefined1489σ_min(K)6.8·10⁻⁴refined at δ = 10⁻⁶0.0014refined at δ = 10⁻²0.93the perturbation is known exactlybecause the code chose it

Solving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.

steps: 1

The arguments are the ones The regularisation that legalises every 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.

What the regularisation costs, and what 1 steps of refinement take backSolving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.-14-12-10-8-6-4-210⁻¹⁷10⁻¹⁴10⁻¹¹10⁻⁸10⁻⁵10⁻²10¹log₁₀ δrelative error against the exact answerδ = σ_min(K)no refinement1 stepsa left branch that can be removederror ÷ δ, unrefined1489σ_min(K)6.8·10⁻⁴refined at δ = 10⁻⁶2.1·10⁻⁶refined at δ = 10⁻²0.87the perturbation is known exactlybecause the code chose it

Solving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.

steps: 2

The arguments are the ones The regularisation that legalises every 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.

What the regularisation costs, and what 2 steps of refinement take backSolving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.-14-12-10-8-6-4-210⁻¹⁷10⁻¹⁴10⁻¹¹10⁻⁸10⁻⁵10⁻²10¹log₁₀ δrelative error against the exact answerδ = σ_min(K)no refinement2 stepsa left branch that can be removederror ÷ δ, unrefined1489σ_min(K)6.8·10⁻⁴refined at δ = 10⁻⁶2.9·10⁻⁹refined at δ = 10⁻²0.81the perturbation is known exactlybecause the code chose it

Solving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.

steps: 10

The arguments are the ones The regularisation that legalises every 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.

What the regularisation costs, and what 10 steps of refinement take backSolving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.-14-12-10-8-6-4-210⁻¹⁷10⁻¹⁴10⁻¹¹10⁻⁸10⁻⁵10⁻²10¹log₁₀ δrelative error against the exact answerδ = σ_min(K)no refinement10 stepsa left branch that can be removederror ÷ δ, unrefined1489σ_min(K)6.8·10⁻⁴refined at δ = 10⁻⁶2.5·10⁻¹⁵refined at δ = 10⁻²0.48the perturbation is known exactlybecause the code chose it

Solving [[H + δI, Aᵀ], [A, −δI]] instead of K gives the exact answer to a different problem, so its error is proportional to δ: measured at 1489·δ across six decades, which is a slope of one and not a trend. Refining against the unregularised matrix — the residual formed with K and the correction solved with the regularised factorisation — removes that term entirely, because the perturbation was never in the residual. It works while δ is below σ_min(K) = 6.797·10⁻⁴, marked on the axis, and stops working above it: the iteration's contraction factor is δ/σ_min and a fixed point needs that under one. So the trade-off curve every regularisation essay on this site has drawn — a term falling in δ against a term rising in it — has, here, a left branch that can simply be removed.

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.

43 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.

δ = 10⁻¹⁰: 6 steps contract by δ/σ_min each — asserted 5 times

δ = 10⁻¹²: 6 steps contract by δ/σ_min each — asserted 5 times

δ = 10⁻¹⁴: 6 steps contract by δ/σ_min each — asserted 5 times

δ = 10⁻⁴: 6 steps contract by δ/σ_min each — asserted 5 times

δ = 10⁻⁵: 6 steps contract by δ/σ_min each — asserted 5 times

δ = 10⁻⁶: 6 steps contract by δ/σ_min each — asserted 5 times

δ = 10⁻⁸: 6 steps contract by δ/σ_min each — asserted 5 times

a conditioning the exact solve can afford

a constraint no larger than the problem

a finite double, since an infinity is not a rational

a pivot rule this routine implements

a refinement count the figure runs

fewer constraints than unknowns, so something is left to minimise

matmul shapes agree

the unrefined error is proportional to δ

Against the rule

It draws a decomposition and prints its residual. It calls svd, regularisationSweep, 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 condition number sent to infinity

An interior-point method manufactures an ill-conditioned matrix on every iteration, deliberately, because the separating of a diagonal is how it discovers which constraints are active. Written one way the answer keeps fifteen digits at a condition number of 3·10¹⁵. Written the other way — the way almost every code writes it — it has none left.

Least squares, and the road not to take

A constraint is a weight at infinity

Stack an equality constraint on top of a least-squares problem with a large weight and the answer approaches the constrained one like 1/τ². The limit is takeable to any accuracy — and how far it can be taken is a property of the solver, not of the problem. One of them stops at the square root of the precision, and one of them does not stop.

Eigenvalues, singular values, rank

An eigenvalue count that cannot be slightly wrong

Every spectral computation on this site returns floats with errors in them. Counting eigenvalues below a shift by the signs of an unpivoted elimination returns an integer, and an integer cannot be 6.9999999997 — so the answer is exactly right, or wrong by a whole eigenvalue, and where the second happens is a band of measurable width.

Sparsity, and what elimination costs

An ordering that does not wait for the numbers

A sparse factorisation's memory is decided by an ordering computed from the graph, and its stability by pivots computed from the values, and the two decisions fight. On one family of matrices they do not — the ordering can be chosen for fill alone, and the fill the symbolic phase predicts is the fill the factorisation produces — exactly, not as a bound.

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

The zero that is not a missing entry

A constrained minimisation produces a matrix with a zero block, and the zero is a theorem rather than a sparsity pattern. No pivot order makes it positive definite, no precision changes that, and Cholesky does not fail somewhere on it — it fails at the first constraint row, on a number the problem already contained.

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.

When the problem arrives again

What survives one step of the barrier

An interior-point method solves the same system dozens of times with the same pattern and different numbers, and exactly p entries change between one step and the next. The pattern is reusable for ever. The factorisation is reusable for none of them, and the threshold that says so is a reduction factor of about a per cent against schedules that use ten.

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