Numerical Linear Algebra
where the algebra stops being the arithmetic
Series

Fill — the series

4 essays on one idea, from the one that introduces it to the one that assumes the rest.
  1. the matrix, lower triangle408 entriesits Cholesky factor1739 entries · 1331 created→‖A − LLᵀ‖/‖A‖1.4·10⁻¹⁶fill, symbolic1331fill, numeric1331n = 144 · density 3.2% · bandwidth 12same matrix, renumberedthe answer is identical to rounding

    The factor is not sparse

    A sparse matrix has a factor that is not sparse, and the gap between them is the entire reason iterative methods exist. The entries elimination creates can be counted before any arithmetic runs, from the graph alone.

    part 1 · sparsity
  2. the matrix43 entriestip eliminated first253 entriestip eliminated last43 entries‖A − LLᵀ‖/‖A‖, tip first1.4·10⁻¹⁶‖A − LLᵀ‖/‖A‖, tip last0dense factor is n(n+1)/2 = 253 · sparse factor is 2n − 1 = 43one row swapped to the endnothing numerical chose between them

    Two ends of the same arrow

    One matrix, one row moved from the front of the elimination order to the back, and the factor goes from completely dense to no fill at all. Both factorisations are exact to rounding, and nothing numerical chose between them.

    part 2 · sparsity
  3. 0481216202402468101214unknowns on the separatorcolumns above 10⁻⁸the same matrix, renumberedin the separator's own orderthe ordering the geometry hands overseparator 73separator 236renumbered, largest11the block, largest11share of the square stored0.52the fill is totaland it is not independent

    The fill that is not independent

    Eliminate both halves of a grid and what is left on the separator is 100 per cent nonzero — the sparsity field's result, unchanged. Its off-diagonal block is 11 by 12 and six columns describe it to eight digits. Renumber the separator and the same block needs all eleven.

    part 3 · sparsity
  4. 02468101210⁻¹⁶10⁻¹³10⁻¹⁰10⁻⁷10⁻⁴10⁻¹singular value, in orderσ ⁄ σ₁eight digitsrenumberedin the separator's orderthe same cliff, from the other endσ₂ ⁄ σ₁0.062σ₄ ⁄ σ₁1.3·10⁻⁴σ₆ ⁄ σ₁1.5·10⁻⁸renumbered σ₄ ⁄ σ₁0.63rank at 10⁻⁸6the same entriesin two orders

    The cliff behind the count

    The fill's rank is an integer between three and six across every separator two dense half-eliminations can afford, and this field has already recorded that a handful of such integers cannot carry a law. The singular values underneath are real numbers. They say the cliff's first step is 23.0 at a separator of eleven, 19.1 at fifteen and 16.2 at twenty-three — and that a control with no differential operator behind it gives 14,672.

    part 4 · sparsity

All series