An automatic and guaranteed determination of the number of roots of an analytic function interior to a simple closed curve in the complex plane
analytic functionargument principleautomatic differentiationcomplex interval arithmeticerror estimationnumber of rootsnumerical experimentsSimpson's rule
Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Approximation in the complex plane (30E10) General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Interval and finite arithmetic (65G30) Numerical computation of solutions to single equations (65H05)
The authors study in depth the tools necessary to automatically estimate the number of roots of an analytic function that are interior to a square, via the argument principle. In order to compute the corresponding integral, Simpson's rule is applied. Complex interval arithmetic is used to bound the round-off errors, and automatic differentiation permits to bound the discretization errors, that result to be dominant. Furthermore, the interplay of the choice of the contour of integration, the location of the roots relative to this contour, the number of subdivisions and the arithmetic precision used, is studied. Considerable care is taken to adapt automatic differentiation to the case when only code for the function and not for its derivative is supplied. Moreover, results of numerical experiments and segments of code of typical programs are presented.
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