Polynomial root finding
I have an univariate polynomial of some degree - how do I numerically find all of its real roots?
I never thought I would ask this question - everyone knows how to find polynomial roots, right..? Please, can someone explain to me how this works? This is what I think I understand so far:
Newton method - it can find only one root at a time (if it converges) so in order to list all the roots I need to somehow guess where to start from. How to guess?
Bisection - also finds only one root and it needs two endpoints with opposite signs. How to guess those endpoints? What if the function simply does not have opposite signs, for example $f(x) = x*x$?
Do I need to know at least the interval I want to search in? Say, that I'm only interested in roots from -1000 to 1000? Or is it possible to list all the roots without any initial guesses?
Then I found about but I don't really understand it yet - is it somehow helpful in this context?
Is the approach basically combination of the above? Count the signs with Descartes (what for?), find the intervals with Sturm, check if there are opposite signs, if no - find the extreme, if yes - bisect?
And I also read somewhere that it is possible to covert the polynomial into a system of linear equations (matrix?) and solve that? Is this possible?
(Note: I search this forum and found this but I don't really understand any of it - "Homotopy Continuation"?)
$\endgroup$ 53 Answers
$\begingroup$You can use Sturm's Theorem to find initial guesses for Newton's method, along the lines of Johannes's comment.
The matrix formulation you're referring to is the companion matrix of the polynomial. Roots of the polynomial become eigenvalues of the companion matrix, so you can then use any eigenvalue algorithm to find the roots.
However, in my experience, if you need to find all of the roots of an arbitrary polynomial, the Jenkins-Traub algorithm is easily the best, both in terms of efficiency and robustness, and it's what commercial software like Mathematica uses under the hood when you ask it to numerical solve for polynomial roots. The one downside is that it is far from trivial to implement yourself; fortunately it's not hard to find codes on the Internet, in both Fortran and C.
$\endgroup$ 4 $\begingroup$I'm totally unqualified to answer this, but one simple algorithm that should work is to find starting points for the bisection method by first (recursively) finding the roots of the polynomial's derivative. The derivative is of a lower order (power rule), so the recursion will eventually reach an order you can solve algebraically. All minima and maxima of the original function will be roots of the derivative. So you can just check the signs of these points, and perform bisections where needed.
The exception to this is potential roots where the function is continually increasing or decreasing to either side of the roots of the derivative. This may be the fatal flaw with this algorithm. In practice, however, moving out exponentially until you find a changed sign and can bisect will work for most inputs.
This is probably a bad algorithm. I don't know a lot about numerical computing. But I'm adding it here because it's fairly easy to understand.
$\endgroup$ $\begingroup$W.r.t. "Do I need to know at least the interval I want to search in?": Yes, typically you do. At least for subdivision-based solvers such as Sturm's method or pretty much anything based on Descartes' rule of sign or its variations. For other algorithms like Durand-Kerner, Aberth-Ehrlich or homotopy continuation methods, you generally don't need bounds.
It is, however, fairly easy to at least find some bound for the initial interval: compute any upper bound $M$ for the absolute value of the roots and start subdivision on $[-M,M]$ (for real root isolation) or $[-M,M]+i\cdot [-M,M]$ (for complex root isolation). Famous formulas are Cauchy's root bound (simple) and Fujiwara's root bound (fairly simple and often very accurate). You can also find specialized root bounds for only the real roots, only positive roots, and certainly also for other specific demands.
Obviously, there is a trade-off between complexity of the root bound and the quality of the estimate: the most accurate root bound computation possible is to isolate all roots and take the largest magnitude of any root. ;-)
