Title: Fast and backward stable computation of roots of polynomials
Authors: Aurentz, Jared L.
Mach, Thomas
Vandebril, Raf
Watkins, David S.
Issue Date: Aug-2014
Publisher: Department of Computer Science, KU Leuven
Series Title: TW Reports vol:TW654
Abstract: A stable algorithm to compute the roots of polynomials is presented. The roots are found by computing the eigenvalues of the associated companion matrix by Francis's implicitly-shifted QR algorithm. A companion matrix is an upper Hessenberg matrix that is unitary-plus-rank-one, that is, it is the sum of a unitary matrix and a rank-one matrix. These properties are preserved by iterations of Francis's algorithm, and it is these properties that are exploited here.
The matrix is represented as a product of 3n-1 Givens rotators plus the rank-one part, so only O(n) storage space is required. In fact, the information about the rank-one part is also encoded in the rotators, so it is not necessary to store the rank-one part explicitly. Francis's algorithm implemented on this representation requires only O(n) flops per iteration and thus O(n²) flops overall. The algorithm is described, backward stability is proved under certain conditions on the polynomial coefficients, and an extensive set of numerical experiments is presented. The algorithm is shown to be about as accurate as the (slow) Francis QR algorithm applied to the companion matrix without exploiting the structure. It is faster than other fast methods that have been proposed, and its accuracy is comparable or better.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:NUMA, Numerical Analysis and Applied Mathematics Section

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