Series

Polynomial scaling — the series

4 essays on one idea, from the one that introduces it to the one that assumes the rest.
  1. 0246810⁻¹⁶10⁻¹³10⁻¹⁰10⁻⁷10⁻⁴10⁻¹log₁₀ γ, the change of unitsforward erroras writtenafter scalingone change of variableunscaled, worst0.0013scaled, worst1.7·10⁻¹³orders recovered10scaled coefficient spread4.5the answer was never the problemthe units were

    The scaling that buys ten orders

    Two lines computed from three norms, a change of variable that is exact in both directions, and the whole of the loss the previous essay measured comes back — flat, at every stop, because after scaling every stop is the same problem.

    part 1 · polynomial
  2. 11.31.610⁻¹110¹10²10³log₁₀ ntropical root ÷ actual modulusexactsmallest moduluslargest modulusthree norms, two endslarge root, n = 40.96large root, n = 320.94small root, n = 45.4small root, n = 32230a maximum predicts a maximumand says nothing about a minimum

    An estimate that does not move

    The tropical roots are said to miss the bottom of a spectrum by a factor growing like n². The estimate does not get worse. It changes by four per cent between four masses and sixty-four while the modulus it names falls by a factor of a hundred and sixty, and an estimate that is constant in the variable the answer depends on is a different defect from an inaccurate one.

    part 2 · polynomial
  3. small group, worst backward errorleading, at 4·10¹¹2.7·10⁻⁷flv, at 4·10¹¹7.1·10⁻⁷tropical, at 4·10¹¹10⁻⁵trailing, at 4·10¹¹7.1·10⁻¹⁶both, at 4·10¹¹7.1·10⁻¹⁶10¹10⁵10⁹10¹³10¹⁷10²¹10⁻¹⁷10⁻¹⁴10⁻¹¹10⁻⁸10⁻⁵10⁻²separation ‖C‖²/(‖M‖‖K‖)backward errorleading reductionleading, FLV scalingleading, tropical scalingstrailing reductionboth reductionsdotted grey: u times the separationonly the trailing reduction keeps the small group

    Two groups need two reductions

    When a quadratic eigenproblem's tropical roots are far apart its eigenvalues fall into two groups, and the remedy offered is a second scaling — one per tropical root, each run keeping the group its root predicts. Raise the damping on an eight-mass chain until the roots are 10²³ apart and measure every eigenvalue: no scaling rescues the small group. Its backward error grows as the unit roundoff times the separation under Fan–Lin–Van Dooren's scaling, under both tropical scalings and under none, to 10⁻⁵ at a separation of 4·10¹¹. What rescues it is the other reduction of the same pencil — inverting the constant term instead of the leading one — which keeps the small group at rounding at every separation and loses the large one instead. Both reductions, each keeping its own group, give all sixteen eigenvalues to 10⁻¹¹ at worst. On the way, the closed form that served as the exact answer turned out to lose the small roots to cancellation, from the same separation.

    part 3 · polynomial
  4. 1e-161e-121e-81e-41e0worst backward error over the groupleading reductiontrailing reductionscaled at the middle root, leadingscaled at the small root, leadingsmall groupmiddle grouplarge groupsmall groupmiddle grouplarge groupsmall groupmiddle grouplarge groupsmall groupmiddle grouplarge groupdots: worst over five cubicsthe middle group comes with the large one

    The middle group needs no reduction of its own

    A quadratic whose two groups of eigenvalues sit far apart needs two reductions, one per end. A cubic can have three groups, and the middle one is inverted by neither reduction, so the worry was that it would need a third route — a shift-and-invert at the middle tropical root. Build order-four cubics with three groups up to eight decades apart and measure every eigenvalue: the leading reduction keeps the middle group at 10⁻¹¹ or better at every separation, the trailing reduction loses it to 5·10⁻⁹ by eight decades, and the reversed polynomial's leading reduction, which inverts the same constant coefficient as the trailing one, keeps it at 2·10⁻¹⁴. The middle group's loss belongs to the pencil, not to the end. Two reductions still give all twelve eigenvalues to 2·10⁻¹¹. And the tropical scaling at the small root, which rescues the small group when every coefficient shares one diagonal form, does nothing for it once the coefficients are perturbed out of that form.

    part 4 · polynomial

All series