For the standard dot product on , the dual code is
It is an intersection of kernels of linear functions, and is therefore a linear code.
Let denote cyclic right shift. If and , then
A cyclic code is closed under both and , so and the right-hand side vanishes. Hence , proving directly that the dual of a cyclic code is cyclic.
Identify words with polynomials in . If the generator polynomial of a cyclic code is the monic divisor and
then the generator polynomial of is the monic reciprocal
Equivalently, the parity-check polynomial of one code becomes, after reversal, the generator polynomial of its dual.
Try a linear function . The functional equation becomes for all , so must be a root of a polynomial . Its two roots of a polynomial give
For either choice, proves the required equality directly. The positive coefficient is the golden ratio.
Probability simplex Created 2026-10-05 Updated 2026-10-18
The probability simplex consists of vectors of nonnegative weights summing to one. It is the convex hull of the coordinate vectors. A linear function has maximum on this simplex; equality holds exactly when the weights are supported on maximizing indices.
Semidefinite programming 2026-10-05
A semidefinite program optimizes a linear function subject to equalities between affine functions and positive semidefinite matrix inequalities. It generalizes linear programming: a diagonal matrix is a positive semidefinite matrix exactly when its diagonal entries are nonnegative. Matrix trace expresses the objective as for real symmetric matrices.
A signed spatial filter model of a simple cell assigns a weight to each sampled location and takes its dot product with the visual contrast image . Positive weights favor bright features; negative weights favor dark features. The signed drive
is a linear function of the image, while the rectified linear unit output is nonlinear. and below are arbitrary model units. To obtain a predicted firing rate one would need a calibrated gain, background response and possibly a different output function. The model does not generate a spike train; a linear-nonlinear-Poisson cascade model adds a stochastic event-generation assumption.
For the first diagram, every one of five rows has weights
A bright central column, with and zero elsewhere, gives . A bright middle row gives ; a uniformly bright patch also gives , since every row sums to zero. Move the bright column one site right: , so . Make that shifted column dark instead: and . Thus an OFF-like weight can increase output for darkness. A negative weight is a descriptive sensitivity, not evidence for a particular inhibitory synapse.
For a smooth example use the real, even Gabor filter
The Gaussian function localizes the weights; the cosine supplies alternating polarity. Choose , and in arbitrary spatial units. The stripes' spatial frequency is cycles per unit. Their axis makes angle with horizontal, while brightness changes across the perpendicular axis. is their spatial phase. Normalize the full-plane integral of by its value at , . The Gaussian integral and the product identity for cosines give
where
At , horizontal stripes give , stripes give , and vertical stripes give . At the same vertical orientation, gives , while reversing the polarity with gives and . The preferred axis persists while the response changes dramatically with position. Shifting the vertical stripes by a quarter of their wavelength changes phase by up to sign, without rotating them.
These are two different toy filters, not discretizations of the same fitted receptive field. The discrete filter exactly rejects a uniform contrast patch; this Gabor filter need not reject uniform contrast because its weight integral need not vanish. Neither toy includes stimulus history, recurrent interactions, saturation or a measured response baseline. Their value is a transparent prediction: orientation selectivity can emerge from spatial summation, and it does not by itself imply tolerance to phase.
Suppose are bounded functions on the same nonempty set, and the supremum norm of their difference is at most . Then their optimal values differ by at most the same amount:
Indeed, for every , so ; exchange and for the other direction. Adding a constant shifts a supremum by that constant, a basic compatibility between upper bounds and addition.[ref]
For a chosen example on , take and . Their supremum error is , since . Completing the square gives
Thus has maximum zero at , while has maximum at . The change in optimal value, , is smaller than the certified bound . For the vertical translation , the bound is exact: its supremum error and optimal-value change are both .
Figure 1.
Uniform error controls the optimal value; maximizing inputs require additional control
. Original polynomial examples on . Left: and lie within a vertical error band of , while their maxima differ by . Right: the small tilts and have maximizing inputs and for every ; solid lines use and dashed lines use . These chosen examples are not measured errors or claims about an arbitrary optimizer. Details.
A stable optimal value does not guarantee a stable maximizing input. On , the two linear functions and satisfy
For every positive , their unique maximizing inputs remain two units apart, at and . Both functions approach the flat zero function, which has many maximizing inputs. Consequently an accurate objective function value is not by itself a certificate that the optimizing decision is accurate.
The estimate also gives a convenient consequence of uniform convergence. If converges uniformly to a bounded function on a nonempty , then for the bounded tail of the sequence. Uniform control handles the changing input that defines the best value. Pointwise convergence alone supplies no such control; the existing examples under uniform convergence illustrate that distinction.
Standard maximum form of a linear program Created 2026-10-24 Updated 2026-10-31
This convention for standard maximum form of a linear program requires a maximizing linear function, upper-bound linear inequalities, and nonnegative variables. An unrestricted variable becomes the difference of two nonnegative variables; a lower-bound inequality changes sign. The corresponding dual linear program is . Adding nonnegative slack variables instead gives the equivalent equality-constraint standard form. Since standard-form terminology varies, state the chosen convention.