Generator

The error a reduced model has, and the bound computed before it existed

One function in the gramian library, called 25 times across 4 essays. Below: what it draws at its defaults, what it draws at every value an essay asks for, the 23 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 error a reduced model has, and the bound computed before it existed. ‖H − Hᵣ‖∞ for balanced truncation of a 20-state model, against 2(σᵣ₊₁ + … + σₙ) — a number available from two Lyapunov solves before any reduced model is formed — and against σᵣ₊₁, which is a lower bound no reduced model of that order can beat. The measured error and the upper bound are the same curve: the ratio is 1.0000 to 1.0000 across the sweep, spread 1.0000. The bound is attained rather than approached, because on a spectrum falling this fast the tail sum is its own first term and removing one state costs exactly twice it. The measured error sits at 2.03 times the lower bound, so the whole question of what order to truncate at is answered by a curve nobody has to compute a model to see.

truncation-bound 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.

The error a reduced model has, and the bound computed before it existed‖H − Hᵣ‖∞ for balanced truncation of a 20-state model, against 2(σᵣ₊₁ + … + σₙ) — a number available from two Lyapunov solves before any reduced model is formed — and against σᵣ₊₁, which is a lower bound no reduced model of that order can beat. The measured error and the upper bound are the same curve: the ratio is 1.0000 to 1.0000 across the sweep, spread 1.0000. The bound is attained rather than approached, because on a spectrum falling this fast the tail sum is its own first term and removing one state costs exactly twice it. The measured error sits at 2.03 times the lower bound, so the whole question of what order to truncate at is answered by a curve nobody has to compute a model to see.123456710⁻¹¹10⁻⁹10⁻⁷10⁻⁵10⁻³10⁻¹order r kepterror and bounds2Σσ, and the errorσᵣ₊₁a bound that is an equalityorders7bound ÷ error, worst1spread over the sweep1error ÷ σᵣ₊₁, worst2.1computed before the modeland attained by it

‖H − Hᵣ‖∞ for balanced truncation of a 20-state model, against 2(σᵣ₊₁ + … + σₙ) — a number available from two Lyapunov solves before any reduced model is formed — and against σᵣ₊₁, which is a lower bound no reduced model of that order can beat. The measured error and the upper bound are the same curve: the ratio is 1.0000 to 1.0000 across the sweep, spread 1.0000. The bound is attained rather than approached, because on a spectrum falling this fast the tail sum is its own first term and removing one state costs exactly twice it. The measured error sits at 2.03 times the lower bound, so the whole question of what order to truncate at is answered by a curve nobody has to compute a model to see.

show: "osc-ratio", zeta: 0.03

The arguments are the ones A mode that rings is counted twice passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.

Balanced truncation's bound over its measured error at every order, six oscillators at damping 0.03Twelve states — six modes with damping ratio 0.03 and frequencies spread geometrically from 1 to 30 — reduced by balanced truncation to every order from 1 to 11; for each, twice the sum of the discarded Hankel singular values divided by the measured largest gain of the error over frequency. The ratios are 3.15, 4.04, 3.06, 4.84, 4.22, 3.26, 2.22, 2.90, 1.89, 2.02, 1.00. The dashed line is one, where the bound is attained, as it is at every order on the heat model.ζ = 0.03largest over-statement4.8removing one state1123456789101112345order keptbound ÷ measured errordashed: the bound attaineda mode that rings is not a heat mode

Twelve states — six modes with damping ratio 0.03 and frequencies spread geometrically from 1 to 30 — reduced by balanced truncation to every order from 1 to 11; for each, twice the sum of the discarded Hankel singular values divided by the measured largest gain of the error over frequency. The ratios are 3.15, 4.04, 3.06, 4.84, 4.22, 3.26, 2.22, 2.90, 1.89, 2.02, 1.00. The dashed line is one, where the bound is attained, as it is at every order on the heat model.

show: "osc-ratio", zeta: 0.1

The arguments are the ones A mode that rings is counted twice passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.

Balanced truncation's bound over its measured error at every order, six oscillators at damping 0.1Twelve states — six modes with damping ratio 0.1 and frequencies spread geometrically from 1 to 30 — reduced by balanced truncation to every order from 1 to 11; for each, twice the sum of the discarded Hankel singular values divided by the measured largest gain of the error over frequency. The ratios are 3.23, 4.53, 3.52, 4.47, 4.55, 1.75, 2.43, 3.16, 2.01, 2.13, 1.00. The dashed line is one, where the bound is attained, as it is at every order on the heat model.ζ = 0.1largest over-statement4.6removing one state1123456789101112345order keptbound ÷ measured errordashed: the bound attaineda mode that rings is not a heat mode

Twelve states — six modes with damping ratio 0.1 and frequencies spread geometrically from 1 to 30 — reduced by balanced truncation to every order from 1 to 11; for each, twice the sum of the discarded Hankel singular values divided by the measured largest gain of the error over frequency. The ratios are 3.23, 4.53, 3.52, 4.47, 4.55, 1.75, 2.43, 3.16, 2.01, 2.13, 1.00. The dashed line is one, where the bound is attained, as it is at every order on the heat model.

show: "osc-sigma"

The arguments are the ones A mode that rings is counted twice passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.

The twelve Hankel singular values of six oscillators, at five dampingsHankel singular values in decreasing order on a logarithmic axis. At ζ = 0.7: 3.56, 0.331, 0.225, 0.0869, 0.0252, 0.0187, 0.00583, 0.00241, 0.00193, 0.00161, 4.55·10⁻⁴, 1.75·10⁻⁴. At ζ = 0.3: 6.19, 2.29, 0.925, 0.813, 0.794, 0.288, 0.223, 0.158, 0.122, 0.106, 0.0713, 0.0545. At ζ = 0.1: 13.2, 10.4, 6.15, 5.35, 2.78, 1.95, 1.94, 1.79, 0.927, 0.817, 0.406, 0.355. At ζ = 0.03: 40.8, 38.4, 21.5, 20.4, 8.44, 7.72, 7.63, 7.38, 3.38, 3.2, 1.44, 1.36. At ζ = 0.01: 120, 118, 63.9, 62.7, 24.4, 23.9, 23.2, 22.9, 10.1, 9.88, 4.28, 4.19. As the damping falls they arrive in pairs — one pair per mode — whose members agree to about the damping.12345678910111210⁻⁴10⁻³10⁻²10⁻¹110¹10²indexHankel singular valueζ = 0.7ζ = 0.3ζ = 0.1ζ = 0.03ζ = 0.01light damping pairs the valuestwo per mode, nearly equal

Hankel singular values in decreasing order on a logarithmic axis. At ζ = 0.7: 3.56, 0.331, 0.225, 0.0869, 0.0252, 0.0187, 0.00583, 0.00241, 0.00193, 0.00161, 4.55·10⁻⁴, 1.75·10⁻⁴. At ζ = 0.3: 6.19, 2.29, 0.925, 0.813, 0.794, 0.288, 0.223, 0.158, 0.122, 0.106, 0.0713, 0.0545. At ζ = 0.1: 13.2, 10.4, 6.15, 5.35, 2.78, 1.95, 1.94, 1.79, 0.927, 0.817, 0.406, 0.355. At ζ = 0.03: 40.8, 38.4, 21.5, 20.4, 8.44, 7.72, 7.63, 7.38, 3.38, 3.2, 1.44, 1.36. At ζ = 0.01: 120, 118, 63.9, 62.7, 24.4, 23.9, 23.2, 22.9, 10.1, 9.88, 4.28, 4.19. As the damping falls they arrive in pairs — one pair per mode — whose members agree to about the damping.

show: "osc-pair"

The arguments are the ones A mode that rings is counted twice passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.

What removing the last mode costs against what the bound charges for it, as the damping fallsBound over measured error when balanced truncation removes the two smallest Hankel singular values — the last mode — and when it removes the single smallest, against the damping ratio on a logarithmic axis. Last mode: 1.398 at ζ = 0.7, 2.019 at ζ = 0.3, 2.131 at ζ = 0.1, 2.019 at ζ = 0.03, 2.002 at ζ = 0.01. Last state: 1.0000, 1.0000, 1.0000, 1.0000, 1.0000.bound ÷ errorlast mode, ζ = 0.012last state, every ζ110⁻²10⁻¹10.81.21.622.4damping ratio ζbound ÷ measured errorthe last modethe last statedashed: a factor of twotwo nearly equal σ cost one

Bound over measured error when balanced truncation removes the two smallest Hankel singular values — the last mode — and when it removes the single smallest, against the damping ratio on a logarithmic axis. Last mode: 1.398 at ζ = 0.7, 2.019 at ζ = 0.3, 2.131 at ζ = 0.1, 2.019 at ζ = 0.03, 2.002 at ζ = 0.01. Last state: 1.0000, 1.0000, 1.0000, 1.0000, 1.0000.

show: "osc-where", zeta: 0.03

The arguments are the ones A mode that rings is counted twice passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.

Where on the frequency axis each order's error is largest, six oscillators at damping 0.03For each order kept, the frequency at which the gain of the error system peaks, on a logarithmic axis, with the six modal frequencies 1.00, 1.97, 3.90, 7.70, 15.19, 30.00 dashed. The peaks sit at 1.00, 1.97, 1.97, 3.88, 3.88, 3.88, 4.28, 15.17, 15.17, 29.98, 29.98.123456789101110⁻¹110¹10²order keptfrequency of the largest errordashed: the six modal frequenciesthe error sits on a mode that was cut

For each order kept, the frequency at which the gain of the error system peaks, on a logarithmic axis, with the six modal frequencies 1.00, 1.97, 3.90, 7.70, 15.19, 30.00 dashed. The peaks sit at 1.00, 1.97, 1.97, 3.88, 3.88, 3.88, 4.28, 15.17, 15.17, 29.98, 29.98.

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.

23 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 damping the dial draws

a damping the oscillator sweep draws

a damping the sweep measures

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 reading of the error this figure draws

a reduction that removes something and keeps something

a state dimension the Kronecker solve can afford

a state dimension the sweep can afford

a sweep long enough to be one

a sweep with something in it

a system and damping the census holds

a truncation above the numerical rank of the Gramians

a whole-mode order

an actuator and a sensor on the grid

an underdamped mode

and every error is above the σ it neglected

Jacobi needs a symmetric matrix

LU is for square matrices

matmul shapes agree

the bound is attained at every order on this family

the widest split is not the worst reading

Against the rule

It draws a decomposition and prints its residual. It calls hankelSingularValues, balancedTruncation, reductionError, 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.

Reduction, and what a model is for

A mode that rings is counted twice

Balanced truncation's bound, twice the sum of the discarded Hankel singular values, was attained at every order on the heat model — a formula for the error rather than a bound on it. On six lightly damped oscillators it is loose at every order but the last, by factors between 1.3 and 5, at every damping from 0.7 to 0.01. The reason is visible in the singular values: a mode that rings contributes two of them, nearly equal, and removing the mode costs about what removing one would. The last mode's bound over its error is 2.02, 2.00 as the damping falls to 0.03 and 0.01. The equality was a property of modes with one singular value each.

Reduction, and what a model is for

A tie is a gap smaller than its neighbours

A balanced truncation that cut between two Hankel singular values agreeing to under one per cent left a reduced model with a pole near the axis and twice the error the σ promised, and the warning drawn from it was a rule: never cut inside a tie. Over 1,452 reductions of twelve oscillators, all ten doubled errors are at ties — but three of them have gaps of about two per cent, which a one-per-cent rule lets through, and what they share is a gap under a fifth of the gaps beside it. Moving every such cut one order down never doubles and halves each doubled error, for a median cost of one per cent. It is not free everywhere: at damping 0.5 it costs up to two and a half times. And the near-integrator was never the harm: 32 reductions have one and 22 of them read their σ correctly. The cheapest test of all is one evaluation of the error at zero frequency, which picks out the ten doubled cuts and nothing else.

Reduction, and what a model is for

The 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 for

Where a ringing mode stops being a pair

A lightly damped mode puts two nearly equal Hankel singular values into balanced truncation, and the reduction error was read as twice the larger of the first pair cut — right to two per cent at damping 0.01, wrong by half at 0.1. Read instead as the pair's two values added, the error is right to within six per cent at every order up to damping 0.05, and the pair's split turns out to be twice the damping. What it cannot do is say when the reading fails. The split predicts nothing: the widest split at damping 0.1 has the best reading. The failures come from somewhere the pair does not look — the other dropped modes' response under the peak, and a cut between two singular values that agree to under one per cent, which left a reduced model with a pole a thousand times closer to the axis than any pole of the system it came from.

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