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Solving Systems of Polynomial Equations Results, Visualizations, and Conclusions Eric Lee

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Page 1: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic

Solving Systems of Polynomial Equations

Results, Visualizations, and Conclusions

Eric Lee

Page 2: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic

Existing Methods

• Groebner Bases (Analytic Solutions)

• Newton’s Method (Approximate Solutions)

• Homotopy Methods (Approximate Solutions)

• Optimization (Approximate Solutions)

• All of these are flawed in some way or another!

Page 3: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic

Newton’s Method and Fractals

• Given a Polynomial System 𝑷(𝒙) and its Jacobian 𝑱(𝒙)

• 𝒛𝒏+𝟏 = 𝒛𝒏 − 𝑱−𝟏 𝒛𝒏 𝑷(𝒛𝒏)• 𝒛𝟎 is your initial guess

• Given an arbitrary initial guess, to which root does it converge?

Page 4: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic

𝑧3 − 1

Page 5: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic

Cyclic Newton’s Method

• Doesn’t require invertibility of the Jacobian

• Takes a Newton Step in each direction

Page 6: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic
Page 7: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic

Heuristics

• Dynamical Systems• Iterations enter circular orbits around roots or explode to infinity

• To fix it, we take midpoint steps when the sign of the gradient changes drastically

• This leads to much more predictable convergence

• Initial Guesses• Take initial guesses on the surface of one or two equations

Page 8: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic
Page 9: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic

A classes of cyclic iteration methods

• We can use higher order convergence methods, i.e. Halley’s method or Dr. Kalantari’s Basic Family (which have order of convergence 3 and 4…n respectively)

• We can also change up the order of alternation

Page 10: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic
Page 11: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic

Linear Systems

• Linear systems are also systems of polynomial equations!• It turns out that this cyclic iteration works faster than Gaussian

Elimination in MATLAB (around 10 times faster)

• Whether not this holds in generality is not known.

• Also, Gaussian Elimination isn’t used that much anymore, and we haven’t tested it against modern methods i.e. Krylov Space methods

Page 12: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic
Page 13: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic

Newton-Ellipsoid Methods

• Sort of like binary search/bisection method

• Given a search space, cut it by a factor until search space is the desired size

• Works for the monovariate polynomials (i.e. one single variable polynomial). We are working on generalizing it

Page 14: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic
Page 15: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic
Page 16: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic

Conclusions

• Cyclic Iteration Methods work well, better and faster in many instances than existence methods

• The Newton-Ellipsoid Method is an excellent way of solving polynomial equations; while the behavior is much more erratic it converges to a root almost everywhere

• Solving nonlinear systems

Page 17: Solving Systems of Polynomial Equationserichanslee/DIMACSpolynomial.pdf · Linear Systems •Linear systems are also systems of polynomial equations! •It turns out that this cyclic

Thanks!