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

DOI10.1016/J.LAA.2020.10.034MaRDI QIDQ2029862zbMATH OpenOpenAlexFDO

Authors Françoise Tisseur, Marc van Barel

Publication date 4 June 2021

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

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

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)

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.

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Cites work

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Cited in

(5)

• An Algorithm for the Complete Solution of the Quartic Eigenvalue Problem
• ``Backward differential flow may not converge to a global minimizer of polynomials
• Backward error measures for roots of polynomials
• A note on the backward error of the roots of polynomials
• scientific article; zbMATH DE number 1421708 (Why is no real title available?)

Describes a project that uses

Uses Software

• NLEVP
• mctoolbox
• quadeig

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