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Convergence Thresholds of Newton's Method for Monotone Polynomial Equations
Monotone systems of polynomial equations (MSPEs) are systems of fixed-point
equations where
each is a polynomial with positive real coefficients. The question of
computing the least non-negative solution of a given MSPE arises naturally in the analysis of stochastic models such as stochastic
context-free grammars, probabilistic pushdown automata, and back-button
processes. Etessami and Yannakakis have recently adapted Newton's iterative
method to MSPEs. In a previous paper we have proved the existence of a
threshold for strongly connected MSPEs, such that after iterations of Newton's method each new iteration computes at least 1 new
bit of the solution. However, the proof was purely existential. In this paper
we give an upper bound for as a function of the minimal component
of the least fixed-point of . Using this result we
show that is at most single exponential resp. linear for strongly
connected MSPEs derived from probabilistic pushdown automata resp. from
back-button processes. Further, we prove the existence of a threshold for
arbitrary MSPEs after which each new iteration computes at least new
bits of the solution, where and are the width and height of the DAG of
strongly connected components.Comment: version 2 deposited February 29, after the end of the STACS
conference. Two minor mistakes correcte