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  • Aberth's method  (1)
  • M/G/1 type matrices  (1)
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Numerical algorithms 13 (1996), S. 179-200 
    ISSN: 1572-9265
    Keywords: polynomial zeros ; Aberth's method ; numerical test ; starting approximations ; 65H05 ; 65Y20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract An algorithm for computing polynomial zeros, based on Aberth's method, is presented. The starting approximations are chosen by means of a suitable application of Rouché's theorem. More precisely, an integerq ≥ 1 and a set of annuliA i,i=1,...,q, in the complex plane, are determined together with the numberk i of zeros of the polynomial contained in each annulusA i. As starting approximations we choosek i complex numbers lying on a suitable circle contained in the annulusA i, fori=1,...,q. The computation of Newton's correction is performed in such a way that overflow situations are removed. A suitable stop condition, based on a rigorous backward rounding error analysis, guarantees that the computed approximations are the exact zeros of a “nearby” polynomial. This implies the backward stability of our algorithm. We provide a Fortran 77 implementation of the algorithm which is robust against overflow and allows us to deal with polynomials of any degree, not necessarily monic, whose zeros and coefficients are representable as floating point numbers. In all the tests performed with more than 1000 polynomials having degrees from 10 up to 25,600 and randomly generated coefficients, the Fortran 77 implementation of our algorithm computed approximations to all the zeros within the relative precision allowed by the classical conditioning theorems with 11.1 average iterations. In the worst case the number of iterations needed has been at most 17. Comparisons with available public domain software and with the algorithm PA16AD of Harwell are performed and show the effectiveness of our approach. A multiprecision implementation in MATHEMATICA ™ is presented together with the results of the numerical tests performed.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Numerical algorithms 15 (1997), S. 57-74 
    ISSN: 1572-9265
    Keywords: queueing problems ; M/G/1 type matrices ; cyclic reduction ; Toeplitz matrices ; FFT
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The cyclic reduction technique (Buzbee et al., 1970), rephrased in functional form (Bini and Meini, 1996), provides a numerically stable, quadratically convergent method for solving the matrix equation X = ∑+ ∞ i=0 Xi Ai, where the Ai's are nonnegative k × k matrices such that ∑+ ∞ i=0 Ai is column stochastic. In this paper we propose a further improvement of the above method, based on a point-wise evaluation/interpolation at a suitable set of Fourier points, of the functional relations defining each step of cyclic reduction (Bini and Meini,1996). This new technique allows us to devise an algorithm based on FFT having a lower computational cost and a higher numerical stability. Numerical results and comparisons are provided.
    Type of Medium: Electronic Resource
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