A Robust Numerical Path Tracking Algorithm for Polynomial Homotopy Continuation
Author(s) -
Simon Telen,
Marc Van Barel,
Jan Verschelde
Publication year - 2020
Publication title -
siam journal on scientific computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.674
H-Index - 147
eISSN - 1095-7197
pISSN - 1064-8275
DOI - 10.1137/19m1288036
Subject(s) - mathematics , path (computing) , polynomial , algorithm , homotopy , continuation , tracking (education) , homotopy analysis method , numerical continuation , computer science , mathematical analysis , nonlinear system , psychology , pedagogy , pure mathematics , bifurcation , programming language , physics , quantum mechanics
We propose a new algorithm for numerical path tracking in polynomial homotopy continuation. The algorithm is `robust' in the sense that it is designed to prevent path jumping and in many cases, it can be used in (only) double precision arithmetic. It is based on an adaptive stepsize predictor that uses Pade techniques to detect local difficulties for function approximation and danger for path jumping. We show the potential of the new path tracking algorithm through several numerical examples and compare with existing implementations.
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