评估球上的直线规划

J. Hoeven, Grégoire Lecerf
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引用次数: 4

摘要

区间算法以牺牲性能为代价,为广泛的应用实现了数值可靠性。对于同伦延拓的应用,一个关键的因素是直线规划表示的复数多项式的有效可靠的评价。这是最好的实现使用球算术,区间算术的一种变体。在本文中,我们描述了减少对球的基本操作的性能损失的策略。我们还展示了如何在评估直线程序的全局级别上限制舍入误差的影响。这允许我们引入一种新的更快的“瞬态”球算法。
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Evaluating Straight-Line Programs over Balls
Interval arithmetic achieves numerical reliability for a wide range of applications, at the price of a performance penalty. For applications to homotopy continuation, one key ingredient is the efficient and reliable evaluation of complex polynomials represented by straight-line programs. This is best achieved using ball arithmetic, a variant of interval arithmetic. In this article, we describe strategies for reducing the performance penalty of basic operations on balls. We also show how to bound the effect of rounding errors at the global level of evaluating a straight-line program. This allows us to introduce a new and faster “transient” variant of ball arithmetic.
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