New Acceleration of Nearly Optimal Univariate Polynomial Root-findERS

Univariate polynomial root-finding has been studied for four millennia and is still the subject of intensive research. Hundreds of efficient algorithms for this task have been proposed. Two of them are nearly optimal. The first one, proposed in 1995, relies on recursive factorization of a polynomial, is quite involved, and has never been implemented. The second one, proposed in 2016, relies on subdivision iterations, was implemented in 2018, and promises to be practically competitive, although user's current choice for univariate polynomial root-finding is the package MPSolve, proposed in 2000, revised in 2014, and based on Ehrlich's functional iterations. By proposing and incorporating some novel techniques we significantly accelerate both subdivision and Ehrlich's iterations. Moreover our acceleration of the known subdivision root-finders is dramatic in the case of sparse input polynomials. Our techniques can be of some independent interest for the design and analysis of polynomial root-finders.Comment: 89 pages, 5 figures, 2 table

Newton's method in practice II: The iterated refinement Newton method and near-optimal complexity for finding all roots of some polynomials of very large degrees

We present a practical implementation based on Newton's method to find all roots of several families of complex polynomials of degrees exceeding one billion ($10^9$) so that the observed complexity to find all roots is between $O(d\ln d)$ and $O(d\ln^3 d)$ (measuring complexity in terms of number of Newton iterations or computing time). All computations were performed successfully on standard desktop computers built between 2007 and 2012.Comment: 24 pages, 19 figures. Update in v2 incorporates progress on polynomials of even higher degrees (greater than 1 billion

Deflation for semismooth equations

Variational inequalities can in general support distinct solutions. In this paper we study an algorithm for computing distinct solutions of a variational inequality, without varying the initial guess supplied to the solver. The central idea is the combination of a semismooth Newton method with a deflation operator that eliminates known solutions from consideration. Given one root of a semismooth residual, deflation constructs a new problem for which a semismooth Newton method will not converge to the known root, even from the same initial guess. This enables the discovery of other roots. We prove the effectiveness of the deflation technique under the same assumptions that guarantee locally superlinear convergence of a semismooth Newton method. We demonstrate its utility on various finite- and infinite-dimensional examples drawn from constrained optimization, game theory, economics and solid mechanics.Comment: 24 pages, 3 figure

A numerical method to compute derivatives of functions of large complex matrices and its application to the overlap Dirac operator at finite chemical potential

We present a method for the numerical calculation of derivatives of functions of general complex matrices. The method can be used in combination with any algorithm that evaluates or approximates the desired matrix function, in particular with implicit Krylov-Ritz-type approximations. An important use case for the method is the evaluation of the overlap Dirac operator in lattice Quantum Chromodynamics (QCD) at finite chemical potential, which requires the application of the sign function of a non-Hermitian matrix to some source vector. While the sign function of non-Hermitian matrices in practice cannot be efficiently approximated with source-independent polynomials or rational functions, sufficiently good approximating polynomials can still be constructed for each particular source vector. Our method allows for an efficient calculation of the derivatives of such implicit approximations with respect to the gauge field or other external parameters, which is necessary for the calculation of conserved lattice currents or the fermionic force in Hybrid Monte-Carlo or Langevin simulations. We also give an explicit deflation prescription for the case when one knows several eigenvalues and eigenvectors of the matrix being the argument of the differentiated function. We test the method for the two-sided Lanczos approximation of the finite-density overlap Dirac operator on realistic $SU(3)$ gauge field configurations on lattices with sizes as large as $14\times14^3$ and $6\times18^3$.Comment: 26 pages elsarticle style, 5 figures minor text changes, journal versio

On isolation of singular zeros of multivariate analytic systems

We give a separation bound for an isolated multiple root $x$ of a square multivariate analytic system $f$ satisfying that an operator deduced by adding $Df(x)$ and a projection of $D^2f(x)$ in a direction of the kernel of $Df(x)$ is invertible. We prove that the deflation process applied on $f$ and this kind of roots terminates after only one iteration. When $x$ is only given approximately, we give a numerical criterion for isolating a cluster of zeros of $f$ near $x$. We also propose a lower bound of the number of roots in the cluster.Comment: 17 page

Solving polynomial eigenvalue problems by means of the Ehrlich-Aberth method

Given the $n\times n$ matrix polynomial $P(x)=\sum_{i=0}^kP_i x^i$, we consider the associated polynomial eigenvalue problem. This problem, viewed in terms of computing the roots of the scalar polynomial $\det P(x)$, is treated in polynomial form rather than in matrix form by means of the Ehrlich-Aberth iteration. The main computational issues are discussed, namely, the choice of the starting approximations needed to start the Ehrlich-Aberth iteration, the computation of the Newton correction, the halting criterion, and the treatment of eigenvalues at infinity. We arrive at an effective implementation which provides more accurate approximations to the eigenvalues with respect to the methods based on the QZ algorithm. The case of polynomials having special structures, like palindromic, Hamiltonian, symplectic, etc., where the eigenvalues have special symmetries in the complex plane, is considered. A general way to adapt the Ehrlich-Aberth iteration to structured matrix polynomial is introduced. Numerical experiments which confirm the effectiveness of this approach are reported.Comment: Submitted to Linear Algebra App