Concept

Conditioning — where it appears

How far a solved answer's error can exceed the error in the matrix it came from, measured by the condition number of that matrix. It bounds rather than predicts: an ill-conditioned network can still return a good answer, and the bound is what says the answer cannot be trusted without being checked.

Named by 4 essays across 2 fields — each of them below, with the objects they name alongside it.

Sixteen more digits move the boundary by sixteen decades and leave it exactly where it was. computed by solving, not by drawing. The rung below's bridge, walked towards balance and solved twice: once in double precision and once with a pair of doubles carrying about 31 decimal digits, against a closed form that cannot lose any. The 33 per cent error at an imbalance of 10⁻¹⁵ becomes 7.0e-18 — so that loss was the arithmetic's and not the network's, which is what the rung below could not say. Each arithmetic's error is its own round-off divided by the imbalance, drawn as the two straight lines, so the second boundary is the first one moved by exactly the extra digits. The condition number is 505 in both cases and at every point, which is the diagnostic being blind twice over.

The digits the arithmetic did not have

The rung below bounded this site's own arithmetic and found two boundaries it could not attribute: a bridge with no correct figures left at an imbalance of 10⁻¹⁵, and a filter synthesis that stalls at order 14. An ill-conditioned problem stays ill-conditioned however many digits are used, and a well-conditioned one computed badly gets better — so adding digits is the experiment that tells them apart. The bridge's loss is entirely the arithmetic's. The synthesis's is mostly the data's, and doubling the digits makes it worse.

networks · Conditioning
Inside the passband the matrix is worst at the edge, and at no ripple peak. computed by solving, not by drawing. The condition number of a 5th-order Chebyshev filter's nodal matrix at every frequency from a hundredth of its cutoff to ten times it. It is 4.004e+3 at direct current, rises to 1.5868e+7 at 964.0 Hz — located by golden section rather than read off the sweep — falls to 4.970e+6 at 1520 Hz and rises again through the stopband. The maximum is above every ripple peak (the highest is at 897.9 Hz) and within 3.6 per cent of the half-power frequency: the worst-conditioned place in the passband is where the filter stops passing and starts blocking, which is a place the response curve has no feature at. It is a local maximum: above the band κ climbs again, reaching 2.702e+7 at ten times the cutoff, because the susceptances in the matrix grow with the frequency and κ counts them. Nothing about any of these numbers says whether a digit is actually lost anywhere.

Where the matrix is worst, and where the answer is not

When a solve stops being exact has been answered with two networks at direct current. Swept along the frequency axis, a resistive chain's nodal matrix has a condition number of 4.00×10³ at direct current and 1.59×10⁷ at 964 Hz — a maximum at the band edge, at no ripple peak and at no feature the response has. It predicts nothing. The solution vector is right to three units of round-off everywhere, the response taken out of it loses four decades into the stopband, and the same filter written at 400 kΩ instead of 10 Ω has a condition number 1.4×10⁹ times larger and returns the same twelve digits.

networks · Conditioning
The direct form works at 28 bits and fails again at 29. computed by solving, not by drawing. The largest pole radius of an order-8 Butterworth at a 1 kHz corner and a 48 kHz clock, at every coefficient word length from 6 to 40 bits, for both realisations. Above the unit circle the filter is not inaccurate but unstable. The direct form is outside at 23 of the 35 word lengths drawn; the cascade at none of them, its worst radius being 1.000000. The failures are not an interval: 28 bits works and 29 bits does not, so the smallest word length that works is 1 below the largest that does not and a search for the crossing has no crossing to find. The direct form's curve is clipped at 1.24: a radius of 4.5 and a radius of 1.01 are the same verdict.

The word length that is not a threshold

The essay below this one measured an eighth-order direct form at five word lengths, found its poles outside the unit circle at every one, and left behind a phrase — the coefficient resolution required. Sixty word lengths later there is no such resolution. That filter is stable at 28 bits, unstable at 29 and stable again at 30, and the smallest word length a search would return is not one anybody can use. What survives is a law with a slope: 4.53 bits of coefficient for every pole added, rising to 47 bits at twelfth order, and none at all for a cascade.

digital · Digital realisation
The circuit does not care which node is called zero, and the matrix does. computed by solving, not by drawing. The condition number of the nodal matrix for a 12-section chain, against which of its nodes was taken as the reference. The network, its elements and its physics are identical in every case — only a label has moved — and every branch voltage and branch current comes back the same to 1.1e-13. The condition number runs from 5.25e+4 at "n6" to 1.72e+5 at "n12", a factor of 3.28, which is 0.52 decimal digits of the arithmetic's own margin.

The node that is not in the circuit

Nodal analysis needs a node to call zero and no circuit contains one. Moving it changes every node voltage by the same amount and no branch voltage or branch current at all — to a part in ten to the fourteenth on a well-behaved chain. What it does change is the matrix: the condition number of a twelve-section chain moves by a factor of 3.3 with the reference, and on a star whose resistances span nine decades by 8.0. Measured against the same matrix solved in twice the precision, the worst reference costs four decimal digits of the answer, and it is the reference the condition number named before the error was looked at.

networks · Nodal analysis

Named alongside it

The objects these essays reach for when they reach for this one.

Numerical errorVerificationModel refusalModified nodal analysisSingular matrixBiquad cascadeBisectionClosed formCoefficient precisionConvergence orderDesign tradeoffDirect form

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