Min-max elementwise backward error for roots of polynomials and a corresponding backward stable root finder

DOI10.1016/J.LAA.2020.10.034zbMATH Open1470.65094arXiv2001.05281OpenAlexW3097639912MaRDI QIDQ2029862FDOQ2029862

Marc van Barel, Françoise Tisseur

Publication date: 4 June 2021

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: A new measure called min-max elementwise backward error is introduced for approximate roots of scalar polynomials $p(z)$. Compared with the elementwise relative backward error, this new measure allows for larger relative perturbations on the coefficients of $p(z)$ that do not participate much in the overall backward error. By how much these coefficients can be perturbed is determined via an associated max-times polynomial and its tropical roots. An algorithm is designed for computing the roots of $p(z)$. It uses a companion linearization $C(z)=A-zB$ of $p(z)$ to which we added an extra zero leading coefficient, and an appropriate two-sided diagonal scaling that balances $A$ and makes $B$ graded in particular when there is variation in the magnitude of the coefficients of $p(z)$. An implementation of the QZ algorithm with a strict deflation criterion for eigenvalues at infinity is then used to obtain approximations to the roots of $p(z)$. Under the assumption that this implementation of the QZ algorithm exhibits a graded backward error when $B$ is graded, we prove that our new algorithm is min-max elementwise backward stable. Several numerical experiments show the superior performance of the new algorithm compared with the MATLAB exttt{roots} function. Extending the algorithm to polynomial eigenvalue problems leads to a new polynomial eigensolver that exhibits excellent numerical behaviour compared with other existing polynomial eigensolvers, as illustrated by many numerical tests.

Full work available at URL: https://arxiv.org/abs/2001.05281

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zbMATH Keywords

tropical rootszeros of polynomialspolynomial eigenvalue problemsblock companion linearizationelementwise backward errorpolynomial root finder

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Max-plus and related algebras (15A80) Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Matrix pencils (15A22) Numerical computation of roots of polynomial equations (65H04) Nonlinear spectral theory, nonlinear eigenvalue problems (47J10)

Cites Work

• NLEVP
• An algorithm for the complete solution of quadratic eigenvalue problems
• Accuracy and Stability of Numerical Algorithms
• Tropical Scaling of Polynomial Matrices
• Tropical Roots as Approximations to Eigenvalues of Matrix Polynomials
• Locating the Eigenvalues of Matrix Polynomials
• Backward error and condition of polynomial eigenvalue problems
• Compatibility of approximate solution of linear equations with given error bounds for coefficients and right-hand sides
• Polynomial Roots from Companion Matrix Eigenvalues
• The eigenstructure of an arbitrary polynomial matrix: Computational aspects
• Fast and Backward Stable Computation of Roots of Polynomials
• Revisiting the stability of computing the roots of a quadratic polynomial
• Polynomial eigenvalue solver based on tropically scaled Lagrange linearization

Cited In (4)

• ``Backward differential flow may not converge to a global minimizer of polynomials
• A note on the backward error of the roots of polynomials
• An Algorithm for the Complete Solution of the Quartic Eigenvalue Problem
• Title not available (Why is that?)

Uses Software

• NLEVP
• mctoolbox
• quadeig

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