Series

Conditioning — the series

3 essays on one idea, from the one that introduces it to the one that assumes the rest.
  1. Fourteen decades of imbalance, fourteen digits gone, and a matrix in perfect health. computed by solving, not by drawing. A Wheatstone bridge walked towards balance, with the relative error of the solved output against a closed form that cannot lose digits. The condition number of the nodal matrix is 505.0 at every imbalance and the smallest pivot is 2.0e-3 of the matrix norm — orders above the 1e-12 at which this solver refuses to answer at all. Neither number moves, and the answer still loses one digit per decade of imbalance, reaching 33% at δ = 1e-15. The bound drawn over it is the round-off divided by the imbalance, which the measurement stays under at every point. The third curve is the same closed form written as ½ − 1/(2+δ) — algebraically identical, and it loses its digits at the same rate, which is where the loss lives: in the subtraction of two nearly equal numbers, not in the matrix.

    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.

    part 1 · networks
  2. 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.

    part 2 · networks
  3. 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.

    part 3 · networks

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