Nothing Special   »   [go: up one dir, main page]

Skip to main content
Log in

Robust Certified Numerical Homotopy Tracking

  • Published:
Foundations of Computational Mathematics Aims and scope Submit manuscript

Abstract

We describe, for the first time, a completely rigorous homotopy (path-following) algorithm (in the Turing machine model) to find approximate zeros of systems of polynomial equations. If the coordinates of the input systems and the initial zero are rational our algorithm involves only rational computations, and if the homotopy is well posed an approximate zero with integer coordinates of the target system is obtained. The total bit complexity is linear in the length of the path in the condition metric, and polynomial in the logarithm of the maximum of the condition number along the path, and in the size of the input.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3

Similar content being viewed by others

Notes

  1. This property inspired its definition, see [33].

  2. If \(R\geq\sqrt{2}\) then values t i as described in Algorithm 1 exist. They also exist for smaller values of R>1 like R=1.0003 but taking \(R\geq\sqrt {2}\) will make our formulas look prettier. This assumption does not affect much to the running time of the algorithm. We will only use R 2 in the algorithm. Hence, we take \(R\in\sqrt{{\mathbb{Q}}}\).

  3. Note the slight abuse of notation: we just use ζ i the zero of \(g_{i}=f_{s_{i}}\), so we should actually denote it by \(\zeta_{s_{i}}\).

  4. Recall that \(d_{\mathrm{R}}(x,y)=\arccos\frac{\langle x,y\rangle}{\| x\|\|y\|}\) is the usual distance from x to y as projective points in ℙ(ℂn+1).

  5. By a.o. we mean an operation of the form +,−,×,/, or a comparison <,≤ or an assignment of a value to a variable, or computation of the integer part of a number.

  6. Exact linear algebra is a large research field, see http://linalg.org/people.html for a list of people working on the subject, as well as software and research articles.

References

  1. D.J. Bates, C. Peterson, A.J. Sommese, C.W. Wampler, Numerical computation of the genus of an irreducible curve within an algebraic set, J. Pure Appl. Algebra 215(8), 1844–1851 (2011).

    Article  MathSciNet  MATH  Google Scholar 

  2. D.J. Bates, J.D. Hauenstein, A.J. Sommese, C.W. Wampler, Bertini: software for numerical algebraic geometry. Available at http://www.nd.edu/~sommese/bertini.

  3. W. Baur, V. Strassen, The complexity of partial derivatives, Theor. Comput. Sci. 22(3), 317–330 (1983).

    Article  MathSciNet  MATH  Google Scholar 

  4. C. Beltrán, A continuation method to solve polynomial systems, and its complexity, Numer. Math. 117(1), 89–113 (2011).

    Article  MathSciNet  MATH  Google Scholar 

  5. C. Beltrán, A. Leykin, Certified numerical homotopy tracking, Exp. Math. 21(1), 69–83 (2012).

    Article  MathSciNet  MATH  Google Scholar 

  6. C. Beltrán, L.M. Pardo, On Smale’s 17th problem: a probabilistic positive solution, Found. Comput. Math. 8(1), 1–43 (2008).

    Article  MathSciNet  MATH  Google Scholar 

  7. C. Beltrán, L.M. Pardo, Smale’s 17th problem: average polynomial time to compute affine and projective solutions, J. Am. Math. Soc. 22, 363–385 (2009).

    Article  MATH  Google Scholar 

  8. C. Beltrán, L.M. Pardo, Fast linear homotopy to find approximate zeros of polynomial systems, Found. Comput. Math. 11(1), 95–129 (2011).

    Article  MathSciNet  MATH  Google Scholar 

  9. S. Billey, R. Vakil, Intersections of Schubert varieties and other permutation array schemes, in Algorithms in Algebraic Geometry, ed. by A. Dickenstein, F.O. Schreyer, A.J. Sommese. The IMA Vol. Math. Appl., vol. 146 (Springer, New York, 2008), pp. 21–54.

    Chapter  Google Scholar 

  10. L. Blum, M. Shub, S. Smale, On a theory of computation and complexity over the real numbers; NP completeness, recursive functions and universal machines, Bull. Am. Math. Soc. 21, 1–46 (1989).

    Article  MathSciNet  MATH  Google Scholar 

  11. L. Blum, F. Cucker, M. Shub, S. Smale, Complexity and Real Computation (Springer, New York, 1998).

    Book  Google Scholar 

  12. P. Bürguisser, F. Cucker, On a problem posed by Steve Smale, Ann. Math. 174, 1785–1836 (2011).

    Article  Google Scholar 

  13. D. Castro, K. Hägele, J.E. Morais, L.M. Pardo, Kronecker’s and Newton’s approaches to solving: a first comparison, J. Complex. 17(1), 212–303 (2001).

    Article  MATH  Google Scholar 

  14. D. Castro, J.L. Montaña, L.M. Pardo, J. San Martín, The distribution of condition numbers of rational data of bounded bit length, Found. Comput. Math. 2(1), 1–52 (2002).

    MathSciNet  MATH  Google Scholar 

  15. T.H. Cormen, C.E. Leiserson, R.L. Rivest, Introduction to Algorithms (MIT Press, Cambridge, 1990).

    MATH  Google Scholar 

  16. J.-P. Dedieu, G. Malajovich, M. Shub, Adaptative step size selection for homotopy methods to solve polynomial equations, IMA J. Numer. Anal. (2010). doi:10.1093/imanum/drs007.

    Google Scholar 

  17. J.D. Dixon, Exact solution of linear equations using p-adic expansions, Numer. Math. 40(1), 137–141 (1982).

    Article  MathSciNet  MATH  Google Scholar 

  18. D.R. Grayson, M.E. Stillman, Macaulay 2, a software system for research in algebraic geometry. Available at http://www.math.uiuc.edu/Macaulay2/.

  19. J.D. Hauenstein, F. Sottile, alphacertified: certifying solutions to polynomial systems (2010). arXiv:1011.1091v1.

  20. R.B. Kearfott, Z. Xing, An interval step control for continuation methods, SIAM J. Numer. Anal. 31(3), 892–914 (1994).

    Article  MathSciNet  MATH  Google Scholar 

  21. M.H. Kim, Computational complexity of the Euler type algorithms for the roots of complex polynomials. Ph.D. Thesis, The City University of New York, 1985.

  22. T.L. Lee, T.Y. Li, C.H. Tsai, Hom4ps-2.0: A software package for solving polynomial systems by the polyhedral homotopy continuation method. Available at. http://hom4ps.math.msu.edu/HOM4PS_soft.htm.

  23. A. Leykin, Numerical algebraic geometry for Macaulay2, J. Softw. Algebr. Geom. 3, 5–10 (2011).

    MathSciNet  Google Scholar 

  24. A. Leykin, F. Sottile, Galois groups of Schubert problems via homotopy computation, Math. Comput. 78(267), 1749–1765 (2009).

    Article  MathSciNet  MATH  Google Scholar 

  25. G. Malajovich, On the complexity of path-following Newton algorithms for solving systems of polynomial equations with integer coefficients. Ph.D. Thesis, Univ. California, Berkley, 1993.

  26. G. Malajovich, On generalized Newton algorithms: quadratic convergence, path-following and error analysis, Theor. Comput. Sci. 133, 65–84 (1994).

    Article  MathSciNet  MATH  Google Scholar 

  27. G. Malajovich, Condition number bounds for problems with integer coefficients, J. Complex. 16(3), 529–551 (2000).

    Article  MathSciNet  MATH  Google Scholar 

  28. G. Malajovich, PSS—Polynomial System Solver version 3.0.5. Available at. http://www.labma.ufrj.br/~gregorio/software.php.

  29. C.H. Papadimitriou, Computational Complexity (Addison-Wesley, Reading, 1994).

    MATH  Google Scholar 

  30. M. Shub, Some remarks on Bezout’s theorem and complexity theory, in From Topology to Computation: Proceedings of the Smalefest, ed. by M.W. Hirsch, J.E. Marsden, M. Shub (Springer, New York, 1993), pp. 443–455.

    Chapter  Google Scholar 

  31. M. Shub, Complexity of Bézout’s theorem. VI: Geodesics in the condition (number) metric, Found. Comput. Math. 9(2), 171–178 (2009).

    Article  MathSciNet  MATH  Google Scholar 

  32. M. Shub, S. Smale, Complexity of Bézout’s theorem. II. Volumes and probabilities, in Computational Algebraic Geometry, ed. by Fr. Eyssette, A. Galligo. Progr. Math., vol. 109 (Birkhäuser, Boston, 1993), pp. 267–285.

    Chapter  Google Scholar 

  33. M. Shub, S. Smale, Complexity of Bézout’s theorem. I. Geometric aspects, J. Am. Math. Soc. 6(2), 459–501 (1993).

    MathSciNet  MATH  Google Scholar 

  34. M. Shub, S. Smale, Complexity of Bezout’s theorem. V. Polynomial time, in Selected Papers of the Workshop on Continuous Algorithms and Complexity, Barcelona, 1993. Theoret. Comput. Sci., vol. 133 (1994), pp. 141–164.

    Google Scholar 

  35. S. Smale, The fundamental theorem of algebra and complexity theory, Bull. Am. Math. Soc. 4(1), 1–36 (1981).

    Article  MathSciNet  MATH  Google Scholar 

  36. S. Smale, Newton’s method estimates from data at one point, in The Merging of Disciplines: New Directions in Pure, Applied, and Computational Mathematics (Springer, New York, 1986), pp. 185–196.

    Chapter  Google Scholar 

  37. J. van der Hoeven, Reliable homotopy continuation. Technical Report, HAL 00589948 (2011).

  38. J. Verschelde, Algorithm 795: PHCpack: a general-purpose solver for polynomial systems by homotopy continuation, ACM Trans. Math. Softw. 25(2), 251–276 (1999). Available at http://www.math.uic.edu/~jan.

    Article  MATH  Google Scholar 

Download references

Acknowledgements

In earlier stages of the ideas behind this work, we maintained many related conversations with Clement Pernet; thanks go to him for helpful discussions and comments. We also thank Gregorio Malajovich, Luis Miguel Pardo and Michael Shub for their questions and answers. Our beloved friend and colleague Jean Pierre Dedieu also inspired us in many occasions. The second author thanks Institut Mittag-Leffler for hosting him in the Spring semester of 2011. A part of this work was done while we were participating in several workshops related to Foundations of Computational Mathematics in the Fields Institute. We thank this institution for its kind support.

C. Beltrán partially supported by MTM2010-16051, Spanish Ministry of Science (MICINN).

A. Leykin partially supported by NSF grant DMS-0914802.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Carlos Beltrán.

Additional information

Communicated by Peter Buergisser.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Beltrán, C., Leykin, A. Robust Certified Numerical Homotopy Tracking. Found Comput Math 13, 253–295 (2013). https://doi.org/10.1007/s10208-013-9143-2

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10208-013-9143-2

Keywords

Mathematics Subject Classification (2010)

Navigation