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root finding uses refinement?


From: Ben Abbott
Subject: root finding uses refinement?
Date: Thu, 4 Oct 2007 08:37:50 -0400

I may have lost my mind, but I thought Octave used a script to implement roots() ... perhaps this has recently changed?

In any event, I'd like to know if any root refinement is used by the built-in function roots()?

I have an application in which small differences in roots can be important. I'd like to improve the accuracy of the root finder so that I may place a higher standard on pole multiplicity when finding the residues of a quotient of polynomials (using 'residue')

I checked a simple polynomial ...

r = roots([1 0 18 0 81]) / 1i
r =

   3.0000 + 0.0000i
  -3.0000 + 0.0000i
   3.0000 - 0.0000i
  -3.0000 - 0.0000i

octave:20> r - round(r)
ans =

  1.6920e-08 + 2.5814e-08i
  -1.6920e-08 + 2.5814e-08i
  -1.6920e-08 - 2.5814e-08i
  1.6920e-08 - 2.5814e-08i

octave:21> eps
ans =  2.2204e-16

The error in the solution for the roots is about 8 orders of magnitude larger than the numerical limit ... is this the simple indicative of the present state of root finding or might a more refinement method improve upon this?


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