Numerical error — where it appears
Named by 24 essays across 8 fields — each of them below, with the objects they name alongside it.
One step, computed twice
A step response from the poles is exact. The same step walked forward in time is not, and the difference between them is the trapezoidal rule's own error rather than anything about the circuit. It falls by a factor of four every time the step is halved, which is a claim about a method and can be watched.
The answer that is perfect and absurd
A network with a wire written into it as a small resistance returns the right node voltage to fifteen figures, passes both verifications with a residual of two parts in ten to the sixteenth, and reports two hundred thousand amperes. The solver refuses it one decade further on, and by then it has been answering for eight decades.
A sum that is exact, and the estimate that is not
Add each capacitor's value times the resistance seen at its own terminals with the others removed, and the total is the ratio of the first two coefficients of the denominator polynomial — a theorem, holding to a part in a billion at every spread tested. Divide one by two pi times it and you have a bandwidth estimate that is 14 per cent low with three equal capacitors and never once optimistic. Two settings of the slider have the same three time constants and bandwidths two per cent apart, which is why the sum can never be more than an estimate.
The matrix that is ill, and the answer that is not
Every other essay here treats the solve as exact, and it is not. A bridge walked towards balance loses one digit per decade of imbalance and has none left at a part in 10¹⁵ — on a matrix whose condition number never moves and whose smallest pivot stays four orders above the threshold this solver refuses at. A feedback amplifier does the opposite: the solver declines to answer at a gain of 10⁹, one decade after it returned an answer that was exact to the last bit.
Every derivative, and the one that is zero
How much does this response move if that capacitor is one per cent out? A difference quotient answers it one component at a time, in two solves each, and its best possible accuracy is four parts in a hundred million. Transposing the matrix and solving once more answers it for every component at once, exactly. Pointed at a claim the essays on ladder filters have made from the start and never tested directly — that a doubly terminated ladder filter's response is stationary in every element at its passband maxima — it returns two parts in ten billion, where the cascade realising the identical response returns 0.72.
The period a delay lengthens
Feed a comparator's output back through a resistor to the capacitor on its own input and the two thresholds stop defending a decision and start setting a period. The closed form is two RC times the log of one plus beta over one minus beta, and a marched circuit recovers it as the step shortens. A comparator that responds fifty nanoseconds late does not add fifty nanoseconds to each half cycle: it adds 4/(1+beta) times the delay to the period, 2.65 here against the 2 that counting it twice gives, because during the delay the capacitor keeps going the way it was going.
The digits the arithmetic did not have
Bounding the arithmetic of double-precision circuit solving finds two boundaries that cannot be attributed to it: 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.
The floor that outlives the arithmetic
A band of impedance levels is what a tolerance allows; a floor is what a structure has. Measured at six orders, a doubly terminated ladder's floor rises as the 1.06 power of the order and would not reach a tenth of a decibel until order thirty-two — an order nobody builds. What stops the sweep is neither the structure nor the parasitics: the continued fraction that turns a reflection polynomial into element values loses its leading coefficients to cancellation and stalls at order nine for a Butterworth and fourteen for a Chebyshev.
The number that was wrong
An earlier figure printed 97.3 per cent of band for a five-section transformer where the answer is 134, said in its own text that the figure was wrong, and blamed a search that had converged to eight digits. The search was fine. The objective was the worst of a grid rather than the worst of a band, the band was then measured by bisecting a function that crosses its threshold five times, and the check guarding all of it passed — because 97.3 is still more than 92.6.
The gap a derivative needs
The derivative of a pole is exact and has no step size in it, and beside the formula sits a sentence nobody had measured: it divides by a quantity that vanishes when two poles meet. Driven together, the sensitivity climbs as the reciprocal of the gap — fitted exponent −1.0000, the product a constant 1.00000 times the natural frequency — while the largest change it still describes falls as the gap *squared*. A one per cent capacitor is outside first order once the poles are 3194 radians a second apart, which is an ordinary critically damped design.
Zero in, and not zero out
Rounding a filter's coefficients and marching it in double precision leaves out the other half: the products are rounded too. Put that in and a twelve-bit eighth-order cascade fed nothing at all settles two per cent of full scale away from zero and stays there — and the offset does not shrink with the word length, it grows as the square of how far the corner sits below the sample rate, reaching eighteen per cent at a hundred and twenty-eight times.
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.
Which section goes first
A cascade of four biquads can be assembled in twenty-four orders, all of which realise exactly the same transfer function. They do not cost the same: the round-off floor runs from 24 to 100 least significant bits and the largest value any section reaches runs over eighteen decibels — and the two go opposite ways, so eleven of the twenty-four are genuine choices and thirteen are beaten on both counts by another arrangement.
The loop that never crosses
Every loop this field draws carries two margins, and one of them is not always a number. Take the third pole out of the standard loop and its crossover moves by 2.45 parts per million and its phase margin by 0.164 degrees — the third pole's own arctangent there, to five decimal places — while its gain margin goes from 46.06 decibels to no number at all. The phase reaches −180° only where the magnitude has already reached −62 decibels, and the two instruments that are supposed to notice report 3.19 × 10⁻⁶ either way.
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.
The ringing that belongs to the rule
The trapezoidal rule is stable for every stable circuit and every step size, and it is not damping. March a one-microsecond pole with twenty-microsecond steps and its node reads 1.818, 0.331, 1.548, 0.552 volts — an oscillation at half the stepping rate, its distance from the final volt multiplied by exactly −0.8182 every step, taking twenty-three steps to fall below one per cent. The slow node that pole drives is right to 1.2 × 10⁻⁵ V at a millisecond. One backward-Euler step at the discontinuity cuts the first swing from 0.818 V to 0.048 and two to 0.0023, because backward Euler multiplies the same error by 1/(1 + h/τ) and the trapezoidal rule by (1 − h/2τ)/(1 + h/2τ), which approaches −1.
The phase the rule loses
An inductor and a capacitor with no resistance ring for ever, and two ways of marching them disagree about how. The trapezoidal rule keeps the amplitude exactly — its factor per step has a magnitude of one — and loses phase instead: 2π − 2N·atan(π/N) a cycle, 2.918° at twenty steps a cycle, so ten cycles later it is 29.2° behind the circuit. Backward Euler keeps 0.3901 of the amplitude a cycle at the same step, and after ten cycles 0.0082 per cent of the ringing is left, in a circuit that has no loss. The two errors fall at different rates: the trapezoidal rule's phase as the square of the steps a cycle, backward Euler's amplitude as the first power. A hundred cycles to within one per cent needs 182 steps a cycle of one and 196,404 of the other.
The rule between the two
The trapezoidal rule keeps an undamped ringing's amplitude and loses its phase, and it preserves a stiff pole's error with its sign alternating. Backward Euler damps the stiff error at once and damps the ringing too, keeping 0.0082 per cent after ten cycles at twenty steps a cycle. The second-order backward difference sits between them in a precise sense. It damps the stiff error by 1/√(3 + 2h/τ), 0.152 a step at twenty time constants, and settles in three steps where the trapezoidal rule needs twenty-three. It loses a ringing's amplitude only as the cube of the steps a cycle, and its phase as the square with a constant four times the trapezoidal rule's. A hundred cycles to one per cent costs 363 steps a cycle, against 182 and 196,404.
The reference a sweep should keep
At direct current the best node to call zero in a resistor chain is its middle. Put a capacitor to ground at each node and solve at s = jω, and the best reference moves: the middle of an eight-section RC ladder below 2.37 kHz, ground above it, where every capacitor returns. So a solver that chooses its reference once for a whole sweep is choosing wrongly somewhere, as the earlier essay suspected — but the two wrong choices are not alike. Kept for the whole sweep, ground is never worse than 1.27 times the best condition number, a tenth of a digit. The middle node, best at direct current and kept, is 143 times worse at a megahertz, 2.2 digits. A fifth-order LC filter says the same: ground within 2.18 times throughout.
The optimum a spectrum moves
The best foil thickness for a winding is derived for one sinusoid and quoted as a property of the geometry: a minimum at four thirds of the direct-current resistance, whatever the layer count. Weight the loss by the current in each harmonic instead and a square current of the same fundamental wants foil 1.728 times thinner and lands at 1.83, and a narrow pulse wants it 3.68 times thinner. Four thirds is a property of the current. The constant that replaces it for an ideal square edge is exactly two, and a real winding sits between them at a place its edge rate decides.
The Q a rule can show
A resonance marched forward in time decays at the circuit's rate plus whatever the marching rule adds, and the rule's share has a ceiling built into it. At twenty steps a cycle backward Euler cannot show a quality factor above 3.27 and BDF2 none above 77.9, whatever resistor the circuit has; the ceilings rise as N/2π and N³/4π³. The trapezoidal rule has no ceiling at all — it shows every Q 1.64 per cent high at twenty steps a cycle, a ratio fixed by the step alone. So the steps a cycle needed to read a resonance's Q to one per cent are about 26 for the trapezoidal rule at any Q, 99 for BDF2 at Q = 100 and 62,202 for backward Euler. Marched at Q = 50, the circuit has 0.533 V of ringing left after ten cycles, the trapezoidal rule 0.536 and BDF2 0.346.
The rounding a section keeps
A fixed-point biquad that remembers its last two rounding errors and adds them back with weights −2 and +1 before it rounds again sends its error to the output through (1 − z⁻¹)²/A(z) instead of 1/A(z). For a low-pass clocked far above its corner that double zero lands exactly on the recursion's largest gain. Fed nothing, an eighth-order 12-bit cascade at 48 times its corner sat 88 least significant bits from zero; with the error kept, a constant state needs (1 + a₁ + a₂)·y = 0, its only solution is zero, and the output never strays more than one bit at any clock rate from 8× to 128×. The round-off floor at 128× falls 89 times, 6.5 bits, for two additions and a shift per section — and the white-noise model, which the plain cascade broke by a factor of ten at eight bits, holds to 2.3% from six bits to twenty.
The step that returns the digits
A fifth-order ladder filter solved in double precision loses four decades in its stopband — 1.1 × 10⁻¹² of relative error at ten times the cutoff — on a solution vector that is right to round-off. One step of iterative refinement, in the same double precision, returns all of it: form the residual b − A·x, solve for a correction with the same elimination, add it, and every frequency is within 2.4 units of round-off of a 31-digit solve. The reason is that the plain solve is stable by the norm and not by the row — its componentwise backward error is 5.3 × 10⁻¹³ in the stopband rows — and one step makes it componentwise stable. The bridge walked to balance cannot be helped at all. Its node voltages are already right to the last bit; its digits are lost storing two numbers whose difference is the answer, and again storing its conductances, which moves the network itself by round-off over δ before anything is solved.
The conductance added so it would invert
A solver that refuses a node with no direct-current path can be made to answer by adding a tiny conductance from every node to ground, which is what a circuit simulator does. Kirchhoff's law then holds to machine precision, and the numbers are of three kinds. A real divider's node is exact at any conductance. 1 µA into a capacitor reads a megavolt at 10⁻¹² S, ten times that at 10⁻¹³, and is purely the reciprocal of what was added. A floating 9 V source reads ±4.5 V, a centre tap nobody built, and follows the ratio of two conductances that do not exist. Scaling the conductance finds the first kind and misses the third. One test current per node finds them all, because a node held only by what was added has a resistance to ground near one over it.
Named alongside it
The objects these essays reach for when they reach for this one.
VerificationModel rangeConvergence orderModel refusalModified nodal analysisRealisationSingular matrixTrapezoidal ruleClosed formConditioningMarchingBiquad cascade