# The Universe of Discourse

Sun, 03 Jan 2021

Tonight I was thinking of

Mirror, mirror, on the wall
Who is the fairest of them all?

I remembered that the original was in German and wondered whether it had always rhymed. It turns out that it had:

Spieglein, Spieglein an der Wand,
Wer ist die Schönste im ganzen Land?

The English is a pretty literal translation.

When the wunderbare Spiegel gives the Queen the bad news, it says:

Frau Königin, Ihr seid die Schönste hier,
Aber Schneewittchen ist tausendmal schöner als Ihr.

(“Queen, you are the fairest one here, but Little Snow White is a thousand times as fair as you.”)

When the dwarfs see Snow White in one of their beds, they cry

Ei, du mein Gott!

which is German for “zOMG”.

Later the Queen returns to the mirror, expecting a better answer, but she gets this:

Frau Königin, Ihr seid die Schönste hier,
Aber Schneewittchen über den Bergen
Bei den sieben Zwergen
Ist noch tausendmal schöner als Ihr.

(“Queen, you are the fairest here, but Little Snow White up on the mountain with the seven dwarfs is still a thousand times as fair as you.”)

I like the way this poem here interpolates the earlier version, turning the A-A rhyme into A-B-B-A. The English version I have has “in the glen / little men” in place of “über den Bergen / sieben Zwergen”. The original is much better, but I am not sure English has any good rhymes for “dwarfs”. Except “wharfs”, but putting the dwarfs by the wharfs is much worse than putting them in the glen.

[ Thanks to Gaal Yahas for correcting my translation of noch and to Mario Lang for correcting my German grammar. ]

Fri, 01 Jan 2021

I made a big mistake in a Math Stack Exchange answer this week. It turned out that I believed something that was completely wrong.

Here's the question, are terminating decimals dense in the reals?. It asks if the terminating decimals (that is, the rational numbers of the form !!\frac m{10^n}!!) are dense in the reals. “Dense in the reals” means that if an adversary names a real number !!r!! and a small distance !!d!!, and challenges us to find a terminating decimal !!t!! that is closer than !!d!! to point !!r!!, we can always do it. For example, is there a terminating decimal !!t!! that is within !!0.0000001!! of !!\sqrt 2!!? There is: !!\frac{14142135}{10^7} = 1.4142135!! is closer than that; the difference is less than !!0.00000007!!.

The answer to the question is ‘yes’ and the example shows why: every real number has a decimal expansion, and if you truncate that expansion far enough out, you get a terminating decimal that is as close as you like to the original number. This is the obvious and straightforward way to prove it, and it's just what the top-scoring answer did.

I thought I'd go another way, though. I said that it's enough to show that for any two terminating decimals, !!a!! and !!b!!, there is another one that lies between them. I remember my grandfather telling me long ago that this was a sufficient condition for a set to be dense in the reals, and I believed him. But it isn't sufficient, as Noah Schweber kindly pointed out.

(It is, of course, necessary, since if !!S!! is a subset of !!\Bbb R!!, and !!a,b\in S!! but no element of !!S!! between these, then there is no element of !!S!! that is less than distance !!\frac{b-a}2!! of !!\frac{a+b}2!!. Both !!a!! and !!b!! are at that distance, and no other point of !!S!! is closer.)

The counterexample that M. Schweber pointed out can be explained quickly if you know what the Cantor middle-thirds set is: construct the Cantor set, and consider the set of midpoints of the deleted intervals; this set of midpoints has the property that between any two there is another, but it is not dense in the reals. I was going to do a whole thing with diagrams for people who don't know the Cantor set, but I think what follows will be simpler.

Consider the set of real numbers between 0 and 1. These can of course be represented as decimals, some terminating and some not. Our counterexample will consist of all the terminating decimals that end with !!5!!, and before that final !!5!! have nothing but zeroes and nines. So, for example, !!0.5!!. To the left and right of !!0.5!!, respectively, are !!0.05!! and !!0.95!!.

In between (and around) these three are: $$\begin{array}{l} \color{darkblue}{ 0.005 }\\ 0.05 \\ \color{darkblue}{ 0.095 }\\ 0.5 \\ \color{darkblue}{ 0.905 }\\ 0.95 \\ \color{darkblue}{ 0.995 }\\ \end{array}$$

(Dark blue are the new ones we added.)

And in between and around these are:

$$\begin{array}{l} \color{darkblue}{ 0.0005 }\\ 0.005 \\ \color{darkblue}{ 0.0095 }\\ 0.05 \\ \color{darkblue}{ 0.0905 }\\ 0.095 \\ \color{darkblue}{ 0.0995 }\\ 0.5 \\ \color{darkblue}{ 0.9005 }\\ 0.905 \\ \color{darkblue}{ 0.9095 }\\ 0.95 \\ \color{darkblue}{ 0.9905 }\\ 0.995 \\ \color{darkblue}{ 0.9995 }\\ \end{array}$$

Clearly, between any two of these there is another one, because around !!0.????5!! we've added !!0.????05!! before and !!0.????95!! after, which will lie between !!0.????5!! and any decimal with fewer !!?!! digits before it terminates. So this set does have the between-each-two-is-another property that I was depending on.

But it should also be clear that this set is not dense in the reals, because, for example, there is obviously no number of this type that is near !!0.7!!.

(This isn't the midpoints of the middle-thirds set, it's the midpoints of the middle-four-fifths set, but the idea is exactly the same.)

Happy New Year, everyone!

Wed, 30 Dec 2020

Recently I learned of the Spiritual Exercises of St. Ignatius. Wikipedia says (or quotes, it's not clear):

Morning, afternoon, and evening will be times of the examinations. The morning is to guard against a particular sin or fault, the afternoon is a fuller examination of the same sin or defect. There will be a visual record with a tally of the frequency of sins or defects during each day. In it, the letter 'g' will indicate days, with 'G' for Sunday. Three kinds of thoughts: "my own" and two from outside, one from the "good spirit" and the other from the "bad spirit".

This reminded me very strongly of Chapter 9 of Benjamin Franklin's Autobiography, in which he presents “A Plan for Attaining Moral Perfection”:

My intention being to acquire the habitude of all these virtues, I judg'd it would be well not to distract my attention by attempting the whole at once, but to fix it on one of them at a time… Conceiving then, that, agreeably to the advice of Pythagoras in his Golden Verses, daily examination would be necessary, I contrived the following method for conducting that examination.

I made a little book, in which I allotted a page for each of the virtues. I rul'd each page with red ink, so as to have seven columns, one for each day of the week, marking each column with a letter for the day. I cross'd these columns with thirteen red lines, marking the beginning of each line with the first letter of one of the virtues, on which line, and in its proper column, I might mark, by a little black spot, every fault I found upon examination to have been committed respecting that virtue upon that day.

I determined to give a week's strict attention to each of the virtues successively. Thus, in the first week, my great guard was to avoid every the least offense against Temperance, leaving the other virtues to their ordinary chance, only marking every evening the faults of the day.

So I wondered: was Franklin influenced by the Exercises? I don't know, but it's possible. Wondering about this I consulted the Mighty Internet, and found two items in the Woodstock Letters, a 19th-century Jesuit periodical, wondering the same thing:

The following extract from Franklin’s Autobiography will prove of interest to students of the Exercises: … Did Franklin learn of our method of Particular Examen from some of the old members of the Suppressed Society?

I can't guess at the main question, but I can correct one small detail: although this part of the Autobiography was written around 1784, the time of which Franklin was writing, when he actually made his little book, was around 1730, well before the suppression of the Society.

The following issue takes up the matter again:

Another proof that Franklin was acquainted with the Exercises is shown from a letter he wrote to Joseph Priestley from London in 1772, where he gives the method of election of the Exercises. …

Franklin describes making a decision by listing, on a divided sheet of paper, the reasons for and against the proposed action. And then a variation I hadn't seen: balance arguments for and arguments against, and cross out equally-balanced sets of arguments. Franklin even suggests evaluations as fine as matching two arguments for with three slightly weaker arguments against and crossing out all five together.

I don't know what this resembles in the Exercises but it certainly was striking.

Sat, 26 Dec 2020

This tweet from Raffi Melkonian describes the appetizer plate at his house on Christmas. One item jumped out at me:

basterma (err, spicy beef prosciutto)

I wondered what that was like, and then I realized I do have some idea, because I recognized the word. Basterma is not an originally Armenian word, it's a Turkish loanword, I think canonically spelled pastırma. And from Turkish it made a long journey through Romanian and Yiddish to arrive in English as… pastrami

For which “spicy beef prosciutto” isn't a bad description at all.

Tue, 15 Dec 2020

The world is so complicated! It has so many things in it that I could not even have imagined.

Yesterday I learned that since 1949 there has been a compact between New Mexico and Texas about how to divide up the water in the Pecos River, which flows from New Mexico to Texas, and then into the Rio Grande.

New Mexico is not allowed to use all the water before it gets to Texas. Texas is entitled to receive a certain amount.

There have been disputes about this in the past (the Supreme Court case has been active since 1974), so in 1988 the Supreme Court appointed Neil S. Grigg, a hydraulic engineer and water management expert from Colorado, to be “River Master of the Pecos River”, to mediate the disputes and account for the water. The River Master has a rulebook, which you can read online. I don't know how much Dr. Grigg is paid for this.

In 2014, Tropical Storm Odile dumped a lot of rain on the U.S. Southwest. The Pecos River was flooding, so Texas asked NM to hold onto the Texas share of the water until later. (The rulebook says they can do this.) New Mexico arranged for the water that was owed to Texas to be stored in the Brantley Reservoir.

A few months later Texas wanted their water. "OK," said New Mexico. “But while we were holding it for you in our reservoir, some of it evaporated. We will give you what is left.”

“No,” said Texas, “we are entitled to a certain amount of water from you. We want it all.”

But the rule book says that even though the water was in New Mexico's reservoir, it was Texas's water that evaporated. (Section C5, “Texas Water Stored in New Mexico Reservoirs”.)

Thu, 10 Dec 2020

I see that the Pennsylvania-Delaware-Maryland triple border is near White Clay Creek State Park, outside of Newark, DE. That sounds nice, so perhaps I will stop by and take a look, and see if there really is white clay in the creek.

I had some free time yesterday, so that is what I did. The creek is pretty. I did not see anything that appeared to be white clay. Of course I did not investigate extensively, or even closely, because the weather was too cold for wading. But the park was beautiful.

There is a walking trail in the park that reaches the tripoint itself. I didn't walk the whole trail. The park entrance is at the other end of the park from the tripoint. After wandering around in the park for a while, I went back to the car, drove to the Maryland end of the park, and left the car on the side of the Maryland Route 896 (or maybe Pennsylvania Route 896, it's hard to be sure). Then I cut across private property to the marker.

The marker itself looks like this:

As you see, the Pennsylvania sides of the monument are marked with ‘P’ and the Maryland side with ‘M’. The other ‘M’ is actually in Delaware. This Newark Post article explains why there is no ‘D’:

The marker lists only Maryland and Pennsylvania, not Delaware, because in 1765, Delaware was part of Pennsylvania.

This does not explain the whole thing. The point was first marked in 1765 by Mason and Dixon and at that time Delaware was indeed part of Pennsylvania. But as you see the stone marker was placed in 1849, by which time Delaware had been there for some time. Perhaps the people who installed the new marker were trying to pretend that Delaware did not exist.

[ Addendum 20201218: Daniel Wagner points out that even if the 1849 people were trying to depict things as they were in 1765, the marker is still wrong; it should have three ‘P’ and one ‘M’, not two of each. I did read that the surveyors who originally placed the 1849 marker put it in the wrong spot, and it had to be moved later, so perhaps they were just not careful people. ]

Theron Stanford notes that this point is also the northwestern corner of the Wedge. This sliver of land was east of the Maryland border, but outside the Twelve-Mile Circle and so formed an odd prodtrusion from Pennsylvania. Pennsylvania only reliquinshed claims to it in 1921 and it is now agreed to be part of Delaware. Were the Wedge still part of Pennsylvania, the tripoint would have been at its southernmost point.

Looking at the map now I see that to get to the marker, I must have driven within a hundred yards of the westmost point of the Twelve-Mile Circle itself, and there is a (somewhat more impressive) marker there. Had I realized at the time I probably would have tried to stop off.

I have some other pictures of the marker if you are not tired of this yet.

[ Addendum 20201211: Tim Heany asks “Is there no sign at the border on 896?” There probably is, and this observation is a strong argument that I parked the car in Maryland. ]

[ Addendum 20201211: Yes, ‘prodtrusion’ was a typo, but it is a gift from the Gods of Dada and should be treasured, not thrown in the trash. ]

Sat, 21 Nov 2020

[ Previously, Testing for divisibility by 7. ]

A couple of nights ago I was keeping Katara company while she revised an essay on The Scarlet Letter (ugh) and to pass the time one of the things I did was tinker with the tests for divisibility rules by 9 and 11. In the course of this I discovered the following method for divisibility by 19:

Double the last digit and add the next-to-last.
Double that and add the next digit over.
Repeat until you've added the leftmost digit.

The result will be a smaller number which is a multiple of 19 if and only if the original number was.

For example, let's consider, oh, I don't know, 2337. We calculate:

• 7·2+3 = 17
• 17·2 + 3 = 37
• 37·2 + 2 = 76

76 is a multiple of 19, so 2337 was also. But if you're not sure about 76 you can compute 2·6+7 = 19 and if you're not sure about that you need more help than I can provide.

I don't claim this is especially practical, but it is fun, not completely unworkable, and I hadn't seen anything like it before. You can save a lot of trouble by reducing the intermediate values mod 19 when needed. In the example above above, after the first step you get to 17, which you can reduce mod 19 to -2, and then the next step is -2·2+3 = -1, and the final step is -1·2+2 = 0.

Last time I wrote about this Eric Roode sent me a whole compendium of divisibility tests, including one for divisibility by 19. It's a little like mine, but in reverse: group the digits in pairs, left to right; multiply each pair by 5 and then add the next pair. Here's 2337 again:

• 23·5 + 37 = 152
• 1·5 + 52 = 57

Again you can save a lot trouble by reducing mod 19 before the multiplication. So instead of the first step being 23·5 + 37 you can reduce the 23·5 to 4·5 = 20 and then add the 37 to get 57 right away.

[ Addendum: Of course this was discovered long ago, and in fact Wikipedia mentions it. ]

[ Addendum 20201123: An earlier version of this article claimed that the double-and-add step I described preserves the mod-19 residue. It does not, of course; the doubling step doubles it. It is, however, true that it is zero afterward if and only if it was zero before. ]

Mon, 02 Nov 2020

A few months ago I wrote an article about a strategy I had tried when giving a talk via videochat. Typically:

The slides are presented by displaying them on the speaker's screen, and then sharing the screen image to the audience.

I thought I had done it a better way:

I published the slides on my website ahead of time, and sent the link to the attendees. They had the option to follow along on the web site, or to download a copy and follow along in their own local copy.

1. Each audience person can adjust the monitor size, font size, colors to suit their own viewing preferences.

2. The audience can see the speaker. Instead of using my outgoing video feed to share the slides, I could share my face as I spoke.

3. With the slides under their control, audience members can go back to refer to earlier material, or skip ahead if they want.

When I brought this up with my co-workers, some of them had a very good objection:

I am too lazy to keep clicking through slides as the talk progresses. I just want to sit back and have it do all the work.

Fair enough! I have done this.

If you package your slides with page-turner, one instance becomes the “leader” and the rest are “followers”. Whenever the leader moves from one slide to the next, a very simple backend server is notified. The followers periodically contact the server to find out what slide they are supposed to be showing, and update themselves accordingly. The person watching the show can sit back and let it do all the work.

But! If an audience member wants to skip ahead, or go back, that works too. They can use the arrow keys on their keyboard. Their follower instance will stop synchronizing with the leader's slide. Instead, it will display a box in the corner of the page, next to the current slide's page number, that says what slide the leader is looking at. The number in this box updates dynamically, so the audience person always knows how far ahead or behind they are.

 Synchronized Unsynchronized

At left, the leader is displaying slide 3, and the follower is there also. When the leader moves on to slide 4, the follower instance will switch automatically.

At right, the follower is still looking at slide 3, but is detached from the leader, who has moved on to slide 007, as you can see in the gray box.

When the audience member has finished their excursion, they can click the gray box and their own instance will immediately resynchronize with the leader and follow along until the next time they want to depart.

I used this to give a talk to the Charlotte Perl Mongers last week and it worked. Responses were generally positive even though the UI is a little bit rough-looking.

### Technical details

The back end is a tiny server, written in Python 3 with Flask. The server is really tiny, only about 60 lines of code. It has only two endpoints: for getting the leader's current page, and for setting it. Setting requires a password.

    @app.route('/get-page')
def get_page():
return { "page": app.server.get_pageName() }

@app.route('/set-page', methods=['POST'])
def set_page():
…
page = request.data["page"]
try:

return { "success": True }


The front end runs in the browser. The user downloads the front-end script, pageturner.js, from the same place they are getting the slides. Each slide contains, in its head element:

    <LINK REL='next'     HREF='slide003.html' TYPE='text/html; charset=utf-8'>

<script language="javascript" src="pageturner.js" >
</script>


The link elements tell page-turner where to go when someone uses the arrow keys. (This could, of course, be a simple counter, if your slides are simply numbered, but my slide decks often have slide002a.html and the like.) Most of page-turner's code is in pageturner.js, which is a couple hundred lines of JavaScript.

On page switching, a tiny amount of information is stored in the browser window's sessionStorage object. This is so that after the new page is loaded, the program can remember whether it is supposed to be synchronized.

If you want page-turner to display the leader's slide number when the follower is desynchronized, as in the example above, you include an element with class phantom_number. The phantom_click handler resynchronizes the follower:

    <b onclick="phantom_click()"  class="phantom_number"></b>


The password for the set-page endpoint is embedded in the pageturner.js file. Normally, this is null, which means that the instance is a follower. If the password is null, page-turner won't try to update set-page. If you want to be the leader, you change

   "password": null,


to

   "password": "swordfish",


or whatever.

Many improvements are certainly possible. It could definitely look a lot better, but I leave that to someone who has interest and aptitude in design.

I know of one serious bug: at present the server doesn't handle SSL, so must be run at an http://… address; if the slides reside at an https://… location, the browser will refuse to make the AJAX requests. This shouldn't be hard to fix.

page-turner

Patches welcome.

You are free to share (copy and redistribute the software in any medium or format) and adapt (remix, transform, and build upon the material) for any purpose, even commercially, so long as you give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.

Share and enjoy.

Sun, 18 Oct 2020

While messing around with Newton's method for last week's article, I built this Desmos thingy:

The red point represents the initial guess; grab it and drag it around, and watch how the later iterations change. Or, better, visit the Desmos site and play with the slider yourself.

(The curve here is !!y = (x-2.2)(x-3.3)(x-5.5)!!; it has a local maximum at around !!2.7!!, and a local minimum at around !!4.64!!.)

Watching the attractor point jump around I realized I was arriving at a much better understanding of the instability of the convergence. Clearly, if your initial guess happens to be near an extremum of !!f!!, the next guess could be arbitrarily far away, rather than a small refinement of the original guess. But even if the original guess is pretty good, the refinement might be near an extremum, and then the following guess will be somewhere random. For example, although !!f!! is quite well-behaved in the interval !![4.3, 4.35]!!, as the initial guess !!g!! increases across this interval, the refined guess !!\hat g!! decreases from !!2.74!! to !!2.52!!, and in between these there is a local maximum that kicks the ball into the weeds. The result is that at !!g=4.3!! the method converges to the largest of the three roots, and at !!g=4.35!!, it converges to the smallest.

This is where the Newton basins come from:

Here we are considering the function !!f:z\mapsto z^3 -1!! in the complex plane. Zero is at the center, and the obvious root, !!z=1!! is to its right, deep in the large red region. The other two roots are at the corresponding positions in the green and blue regions.

Starting at any red point converges to the !!z=1!! root. Usually, if you start near this root, you will converge to it, which is why all the points near it are red. But some nearish starting points are near an extremum, so that the next guess goes wild, and then the iteration ends up at the green or the blue root instead; these areas are the rows of green and blue leaves along the boundary of the large red region. And some starting points on the boundaries of those leaves kick the ball into one of the other leaves…

Here's the corresponding basin diagram for the polynomial !!y = (x-2.2)(x-3.3)(x-5.5)!! from earlier:

The real axis is the horizontal hairline along the middle of the diagram. The three large regions are the main basins of attraction to the three roots (!!x=2.2, 3.3!!, and !!5.5!!) that lie within them.

But along the boundaries of each region are smaller intrusive bubbles where the iteration converges to a surprising value. A point moving from left to right along the real axis passes through the large pink !!2.2!! region, and then through a very small yellow bubble, corresponding to the values right around the local maximum near !!x=2.7!! where the process unexpectedly converges to the !!5.5!! root. Then things settle down for a while in the blue region, converging to the !!3.3!! root as one would expect, until the value gets close to the local minimum at !!4.64!! where there is a pink bubble because the iteration converges to the !!2.2!! root instead. Then as !!x!! increases from !!4.64!! to !!5.5!!, it leaves the pink bubble and enters the main basin of attraction to !!5.5!! and stays there.

If the picture were higher resolution, you would be able to see that the pink bubbles all have tiny yellow bubbles growing out of them (one is 4.39), and the tiny yellow bubbles have even tinier pink bubbles, and so on forever.

(This was generated by the Online Fractal Generator at usefuljs.net; the labels were added later by me. The labels’ positions are only approximate.)

[ Addendum: Regarding complex points and !!f : z\mapsto z^3-1!! I said “some nearish starting points are near an extremum”. But this isn't right; !!f!! has no extrema. It has an inflection point at !!z=0!! but this doesn't explain the instability along the lines !!\theta = \frac{2k+1}{3}\pi!!. So there's something going on here with the complex derivative that I don't understand yet. ]

Last week I wrote about a super-lightweight variation on Newton's method, in which one takes this function: $$f_n : \frac ab \mapsto \frac{a+nb}{a+b}$$

or equivalently

$$f_n : x \mapsto \frac{x+n}{x+1}$$

Iterating !!f_n!! for a suitable initial value (say, !!1!!) converges to !!\sqrt n!!:

$$\begin{array}{rr} x & f_3(x) \\ \hline 1.0 & 2.0 \\ 2.0 & 1.667 \\ 1.667 & 1.75 \\ 1.75 & 1.727 \\ 1.727 & 1.733 \\ 1.733 & 1.732 \\ 1.732 & 1.732 \end{array}$$

Later I remembered that a few months back I wrote a couple of articles about a more general method that includes this as a special case:

The general idea was:

Suppose we were to pick a function !!f!! that had !!\sqrt 2!! as a fixed point. Then !!\sqrt 2!! might be an attractor, in which case iterating !!f!! will get us increasingly accurate approximations to !!\sqrt 2!!.

We can see that !!\sqrt n!! is a fixed point of !!f_n!!:

\begin{align} f_n(\sqrt n) & = \frac{\sqrt n + n}{\sqrt n + 1} \\ & = \frac{\sqrt n(1 + \sqrt n)}{1 + \sqrt n} \\ & = \sqrt n \end{align}

And in fact, it is an attracting fixed point, because if !!x = \sqrt n + \epsilon!! then

\begin{align} f_n(\sqrt n + \epsilon) & = \frac{\sqrt n + \epsilon + n}{\sqrt n + \epsilon + 1} \\ & = \frac{(\sqrt n + \sqrt n\epsilon + n) - (\sqrt n -1)\epsilon}{\sqrt n + \epsilon + 1} \\ & = \sqrt n - \frac{(\sqrt n -1)\epsilon}{\sqrt n + \epsilon + 1} \end{align}

Disregarding the !!\epsilon!! in the denominator we obtain $$f_n(\sqrt n + \epsilon) \approx \sqrt n - \frac{\sqrt n - 1}{\sqrt n + 1} \epsilon$$

The error term !!-\frac{\sqrt n - 1}{\sqrt n + 1} \epsilon!! is strictly smaller than the original error !!\epsilon!!, because !!0 < \frac{x-1}{x+1} < 1!! whenever !!x>1!!. This shows that the fixed point !!\sqrt n!! is attractive.

In the previous articles I considered several different simple functions that had fixed points at !!\sqrt n!!, but I didn't think to consider this unusally simple one. I said at the time:

I had meant to write about Möbius transformations, but that will have to wait until next week, I think.

but I never did get around to the Möbius transformations, and I have long since forgotten what I planned to say. !!f_n!! is an example of a Möbius transformation, and I wonder if my idea was to systematically find all the Möbius transformations that have !!\sqrt n!! as a fixed point, and see what they look like. It is probably possible to automate the analysis of whether the fixed point is attractive, and if not to apply one of the transformations from the previous article to make it attractive.

Tue, 13 Oct 2020

Newton's method goes like this: We have a function !!f!! and we want to solve the equation !!f(x) = 0.!! We guess an approximate solution, !!g!!, and it doesn't have to be a very good guess.

Then we calculate the line !!T!! tangent to !!f!! through the point !!\langle g, f(g)\rangle!!. This line intersects the !!x!!-axis at some new point !!\langle \hat g, 0\rangle!!, and this new value, !!\hat g!!, is a better approximation to the value we're seeking.

Analytically, we have:

$$\hat g = g - \frac{f(g)}{f'(g)}$$

where !!f'(g)!! is the derivative of !!f!! at !!g!!.

We can repeat the process if we like, getting better and better approximations to the solution. (See detail at left; click to enlarge. Again, the blue line is the tangent, this time at !!\langle \hat g, f(\hat g)\rangle!!. As you can see, it intersects the axis very close to the actual solution.)

In general, this requires calculus or something like it, but in any particular case you can avoid the calculus. Suppose we would like to find the square root of 2. This amounts to solving the equation $$x^2-2 = 0.$$ The function !!f!! here is !!x^2-2!!, and !!f'!! is !!2x!!. Once we know (or guess) !!f'!!, no further calculus is needed. The method then becomes: Guess !!g!!, then calculate $$\hat g = g - \frac{g^2-2}{2g}.$$ For example, if our initial guess is !!g = 1.5!!, then the formula above tells us that a better guess is !!\hat g = 1.5 - \frac{2.25 - 2}{3} = 1.4166\ldots!!, and repeating the process with !!\hat g!! produces !!1.41421\mathbf{5686}!!, which is very close to the correct result !!1.41421\mathbf{3562}!!. If we want the square root of a different number !!n!! we just substitute it for the !!2!! in the numerator.

This method for extracting square roots works well and requires no calculus. It's called the Babylonian method and while there's no evidence that it was actually known to the Babylonians, it is quite ancient; it was first recorded by Hero of Alexandria about 2000 years ago.

How might this have been discovered if you didn't have calculus? It's actually quite easy. Here's a picture of the number line. Zero is at one end, !!n!! is at the other, and somewhere in between is !!\sqrt n!!, which we want to find.

Also somewhere in between is our guess !!g!!. Say we guessed too low, so !!0 \lt g < \sqrt n!!. Now consider !!\frac ng!!. Since !!g!! is too small to be !!\sqrt n!! exactly, !!\frac ng!! must be too large. (If !!g!! and !!\frac ng!! were both smaller than !!\sqrt n!!, then their product would be smaller than !!n!!, and it isn't.)

Similarly, if the guess !!g!! is too large, so that !!\sqrt n < g!!, then !!\frac ng!! must be less than !!\sqrt n!!. The important point is that !!\sqrt n!! is between !!g!! and !!\frac ng!!. We have narrowed down the interval in which !!\sqrt n!! lies, just by guessing.

Since !!\sqrt n!! lies in the interval between !!g!! and !!\frac ng!! our next guess should be somewhere in this smaller interval. The most obvious thing we can do is to pick the point halfway in the middle of !!g!! and !!\frac ng!!, So if we guess the average, $$\frac12\left(g + \frac ng\right),$$ this will probably be much closer to !!\sqrt n!! than !!g!! was:

This average is exactly what Newton's method would have calculated, because $$\frac12\left(g + \frac ng\right) = g - \frac{g^2-n}{2g}.$$

But we were able to arrive at the same computation with no calculus at all — which is why this method could have been, and was, discovered 1700 years before Newton's method itself.

If we're dealing with rational numbers then we might write !!g=\frac ab!!, and then instead of replacing our guess !!g!! with a better guess !!\frac12\left(g + \frac ng\right)!!, we could think of it as replacing our guess !!\frac ab!! with a better guess !!\frac12\left(\frac ab + \frac n{\frac ab}\right)!!. This simplifies to

$$\frac ab \Rightarrow \frac{a^2 + nb^2}{2ab}$$

so that for example, if we are calculating !!\sqrt 2!!, and we start with the guess !!g=\frac32!!, the next guess is $$\frac{3^2 + 2\cdot2^2}{2\cdot3\cdot 2} = \frac{17}{12} = 1.4166\ldots$$ as we saw before. The approximation after that is !!\frac{289+288}{2\cdot17\cdot12} = \frac{577}{408} = 1.41421568\ldots!!. Used this way, the method requires only integer calculations, and converges very quickly.

But the numerators and denominators increase rapidly, which is good in one sense (it means you get to the accurate approximations quickly) but can also be troublesome because the numbers get big and also because you have to multiply, and multiplication is hard.

But remember how we figured out to do this calculation in the first place: all we're really trying to do is find a number in between !!g!! and !!\frac ng!!. We did that the first way that came to mind, by averaging. But perhaps there's a simpler operation that we could use instead, something even easier to compute?

Indeed there is! We can calculate the mediant. The mediant of !!\frac ab!! and !!\frac cd!! is simply $$\frac{a+c}{b+d}$$ and it is very easy to show that it lies between !!\frac ab!! and !!\frac cd!!, as we want.

So instead of the relatively complicated $$\frac ab \Rightarrow \frac{a^2 + nb^2}{2ab}$$ operation, we can try the very simple and quick $$\frac ab \Rightarrow \operatorname{mediant}\left(\frac ab, \frac{nb}{a}\right) = \frac{a+nb}{b+a}$$ operation.

Taking !!n=2!! as before, and starting with !!\frac 32!!, this produces:

$$\frac 32 \Rightarrow\frac{ 7 }{ 5 } \Rightarrow\frac{ 17 }{ 12 } \Rightarrow\frac{ 41 }{ 29 } \Rightarrow\frac{ 99 }{ 70 } \Rightarrow\frac{ 239 }{ 169 } \Rightarrow\frac{ 577 }{ 408 } \Rightarrow\cdots$$

which you may recognize as the convergents of !!\sqrt2!!. These are actually the rational approximations of !!\sqrt 2!! that are optimally accurate relative to the sizes of their denominators. Notice that !!\frac{17}{12}!! and !!\frac{577}{408}!! are in there as they were before, although it takes longer to get to them.

I think it's cool that you can view it as a highly-simplified version of Newton's method.

[ Addendum: An earlier version of the last paragraph claimed:

None of this is a big surprise, because it's well-known that you can get the convergents of !!\sqrt n!! by applying the transformation !!\frac ab\Rightarrow \frac{a+nb}{a+b}!!, starting with !!\frac11!!.

Simon Tatham pointed out that this was mistaken. It's true when !!n=2!!, but not in general. The sequence of fractions that you get does indeed converge to !!\sqrt n!!, but it's not usually the convergents, or even in lowest terms. When !!n=3!!, for example, the numerators and denominators are all even. ]

[ Addendum: Newton's method as I described it, with the crucial !!g → g - \frac{f(g)}{f'(g)}!! transformation, was actually invented in 1740 by Thomas Simpson. Both Isaac Newton and Thomas Raphson had earlier described only special cases, as had several Asian mathematicians, including Seki Kōwa. ]

[ Previous discussion of convergents: Archimedes and the square root of 3; 60-degree angles on a lattice. A different variation on the Babylonian method. ]

[ Note to self: Take a look at what the AM-GM inequality has to say about the behavior of !!\hat g!!. ]

[ Addendum 20201018: A while back I discussed the general method of picking a function !!f!! that has !!\sqrt 2!! as a fixed point, and iterating !!f!!. This is yet another example of such a function. ]