On a compensated Ehrlich-Aberth method for the accurate computation of all polynomial roots. ETNA - Electronic Transactions on Numerical Analysis
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21 mars 2022
- handle: 10670/1.s276fo
- issn: 1068-9613
- doi: 10.1553/etna_vol55s401
info:eu-repo/semantics/openAccess
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Stef Graillat et al., « On a compensated Ehrlich-Aberth method for the accurate computation of all polynomial roots. ETNA - Electronic Transactions on Numerical Analysis », Elektronisches Publikationsportal der Österreichischen Akademie der Wissenschafte, ID : 10.1553/etna_vol55s401
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In this article, we use the complex compensated Horner method to derive a compensated Ehrlich-Aberth method for the accurate computation of all roots, real or complex, of a polynomial. In particular, under suitable conditions, we prove that the limiting accuracy for the compensated Ehrlich-Aberth iterations is as accurate as if computed in twice the working precision and then rounded to the working precision. Moreover, we derive a running error bound for the complex compensated Horner method and use it to form robust stopping criteria for the compensated Ehrlich-Aberth iterations. Finally, extensive numerical experiments illustrate that the backward and forward errors of the root approximations computed via the compensated Ehrlich-Aberth method are similar to those obtained with a quadruple precision implementation of the Ehrlich-Aberth method with a significant speed-up in terms of computation time.