一种精确计算所有多项式根的补偿Ehrlich-Aberth方法

T. R. Cameron, S. Graillat
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引用次数: 1

摘要

在本文中,我们利用复补偿的Horner方法导出了一种补偿的EhrlichAberth方法,用于精确计算多项式的所有根,实根或复根。特别地,在适当的条件下,我们证明了补偿的埃利希-阿伯思迭代的极限精度相当于计算工作精度的两倍,然后四舍五入到工作精度。此外,我们还导出了复补偿Horner方法的运行误差界,并用它来形成补偿Ehrlich-Aberth迭代的鲁棒停止准则。最后,大量的数值实验表明,补偿Ehrlich-Aberth方法计算的根近似的后向和正向误差与采用四倍精度的Ehrlich-Aberth方法计算的根近似的后向和正向误差相似,并且在计算时间上有显著的加快。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On a compensated Ehrlich-Aberth method for the accurate computation of all polynomial roots
In this article, we use the complex compensated Horner method to derive a compensated EhrlichAberth 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.
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