Title
Adaptive Multiprecision Path Tracking
Abstract
This article treats numerical methods for tracking an implicitly defined path. The numerical precision required to successfully track such a path is difficult to predict a priori, and indeed it may change dramatically through the course of the path. In current practice, one must either choose a conservatively large numerical precision at the outset or rerun paths multiple times in successively higher precision until success is achieved. To avoid unnecessary computational cost, it would be preferable to adaptively adjust the precision as the tracking proceeds in response to the local conditioning of the path. We present an algorithm that can be set to either reactively adjust precision in response to step failure or proactively set the precision using error estimates. We then test the relative merits of reactive and proactive adaptation on several examples arising as homotopies for solving systems of polynomial equations.
Year
DOI
Venue
2008
10.1137/060658862
SIAM J. Numerical Analysis
Keywords
Field
DocType
tracking proceed,numerical precision,numerical method,current practice,large numerical precision,higher precision,error estimate,adaptive multiprecision path tracking,local conditioning,multiple time,rerun path
Mathematical optimization,Condition number,Polynomial,Control theory,A priori and a posteriori,System of polynomial equations,Homotopy,Numerical analysis,Numerical linear algebra,Mathematics,Calculus,Path tracking
Journal
Volume
Issue
ISSN
46
2
0036-1429
Citations 
PageRank 
References 
35
2.59
7
Authors
4
Name
Order
Citations
PageRank
Daniel J. Bates110312.03
Jonathan D. Hauenstein226937.65
Andrew J. Sommese341239.68
Charles W. Wampler, II413424.01