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Graeffe's Method

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Graeffe's Method

Graeffe's Method

Background

We use the following important result from the study of the theory of equations.

Theorem ( Vieta's Formulas ).Consider a polynomial of[Graphics:Images/GraeffeMethodMod_gr_1.gif]of degreenwith roots[Graphics:Images/GraeffeMethodMod_gr_2.gif]

[Graphics:Images/GraeffeMethodMod_gr_3.gif],

[Graphics:Images/GraeffeMethodMod_gr_4.gif].
Let[Graphics:Images/GraeffeMethodMod_gr_5.gif]be the[Graphics:Images/GraeffeMethodMod_gr_6.gif] elementary symmetric function or symmetric polynomial for the variables [Graphics:Images/GraeffeMethodMod_gr_7.gif],

[Graphics:Images/GraeffeMethodMod_gr_8.gif]
[Graphics:Images/GraeffeMethodMod_gr_9.gif]
[Graphics:Images/GraeffeMethodMod_gr_10.gif]
[Graphics:Images/GraeffeMethodMod_gr_11.gif]
...
[Graphics:Images/GraeffeMethodMod_gr_12.gif]
[Graphics:Images/GraeffeMethodMod_gr_13.gif]
then
[Graphics:Images/GraeffeMethodMod_gr_14.gif].

Moreover, we have the important identities relating the coefficients of[Graphics:Images/GraeffeMethodMod_gr_15.gif]

[Graphics:Images/GraeffeMethodMod_gr_16.gif]for[Graphics:Images/GraeffeMethodMod_gr_17.gif].

Separated Roots

If the roots of[Graphics:Images/GraeffeMethodMod_gr_18.gif]are widely separated in magnitude, then they can be approximated using ratios of the coefficients of[Graphics:Images/GraeffeMethodMod_gr_19.gif].This is the heart of the Graeffe method.

Theorem (Separated Real Roots).If[Graphics:Images/GraeffeMethodMod_gr_20.gif]is a polynomial with real roots that are widely separated in magnitude

[Graphics:Images/GraeffeMethodMod_gr_21.gif]
then
[Graphics:Images/GraeffeMethodMod_gr_22.gif]for[Graphics:Images/GraeffeMethodMod_gr_23.gif].

Graeffe Root Squaring Method

The root-finding method was popular in the 19th and 20th centuries.It was invented independently by Karl Heinrich Gr�ffe (1799-1873), Germinal Pierre Dandelin (1794-1847), andNikolai Ivanovich Lobachevsky (1792-1856)(See the article Dandelin, Lobacevskii, or Graeffeby Alston S. Householder,The American Mathematical Monthly, Vol. 66, No. 6. (Jun. - Jul., 1959), pp. 464-466, Jstor. )Graeffe's method has the shortcoming that it proceeds to calculations where the exponents exceed the maximum allowed by floating-point arithmetic computation of most software packages.The extended precision in Mathematica is adequate to investigate the method.

A necessary condition for theseparated root theorem produce a good approximation[Graphics:Images/GraeffeMethodMod_gr_39.gif],is that the roots must be widely separated in magnitude, we would need the separation to be more than[Graphics:Images/GraeffeMethodMod_gr_40.gif]for[Graphics:Images/GraeffeMethodMod_gr_41.gif].The heart of the Graeffe method is to start with "mildly" separated roots and construct a related polynomial with sufficiently widely separated roots.This leads into the topic of root squaring.

Theorem (Root Squaring).Given the polynomial[Graphics:Images/GraeffeMethodMod_gr_42.gif] of degree n in factored form[Graphics:Images/GraeffeMethodMod_gr_43.gif]with roots[Graphics:Images/GraeffeMethodMod_gr_44.gif].Then[Graphics:Images/GraeffeMethodMod_gr_45.gif]is defined by

[Graphics:Images/GraeffeMethodMod_gr_46.gif].

is a polynomial of degree n with roots[Graphics:Images/GraeffeMethodMod_gr_47.gif].

The Goal

If the roots of[Graphics:Images/GraeffeMethodMod_gr_103.gif] are real and distinct then successive root squaring will generate a sequence of polynomials[Graphics:Images/GraeffeMethodMod_gr_104.gif],where each polynomial[Graphics:Images/GraeffeMethodMod_gr_105.gif]has degreen.The roots of[Graphics:Images/GraeffeMethodMod_gr_106.gif]are[Graphics:Images/GraeffeMethodMod_gr_107.gif] ,and ifvis large enough, then the roots of[Graphics:Images/GraeffeMethodMod_gr_108.gif]will be widely separated.The roots[Graphics:Images/GraeffeMethodMod_gr_109.gif]of[Graphics:Images/GraeffeMethodMod_gr_110.gif]are all positive.The roots of[Graphics:Images/GraeffeMethodMod_gr_111.gif] can be obtained by taking a root[Graphics:Images/GraeffeMethodMod_gr_112.gif], where the appropriate sign can be determined by evaluating[Graphics:Images/GraeffeMethodMod_gr_113.gif].The goal is to separate roots!

Theorem ( Graeffe's Method ).Given the polynomial[Graphics:Images/GraeffeMethodMod_gr_114.gif] of degree n with real distinct roots[Graphics:Images/GraeffeMethodMod_gr_115.gif].Define the sequence[Graphics:Images/GraeffeMethodMod_gr_116.gif]as follows:

[Graphics:Images/GraeffeMethodMod_gr_117.gif]

is a polynomial of degree n with roots[Graphics:Images/GraeffeMethodMod_gr_118.gif]for[Graphics:Images/GraeffeMethodMod_gr_119.gif].Furthermore, the roots of[Graphics:Images/GraeffeMethodMod_gr_120.gif] are approximated by

[Graphics:Images/GraeffeMethodMod_gr_121.gif]for[Graphics:Images/GraeffeMethodMod_gr_122.gif].

Where the appropriate sign can be determined by evaluating[Graphics:Images/GraeffeMethodMod_gr_123.gif].

Algorithm (Graeffe's Method).To find all the roots ofthe polynomial[Graphics:Images/GraeffeMethodMod_gr_124.gif] of degree n which has real distinct roots[Graphics:Images/GraeffeMethodMod_gr_125.gif].Use the Graeffe iteration

[Graphics:Images/GraeffeMethodMod_gr_126.gif].

Mathematica Subroutine (Graeffe's Method)).

[Graphics:Images/GraeffeMethodMod_gr_127.gif]

Extending Graeffe's Method

The literature on Graeffe's method contains a myriad of rules for treating cases other than distinct, separated real roots.The rules involve detailed study of the behavior of the coefficients of[Graphics:Images/GraeffeMethodMod_gr_256.gif], which are to be listed in rows, and the coefficients of the powers of x in columns.Hutchinson lists 11 rules for special cases, and his list was later refined by Cronvich.There are special cases for distinct real roots, double roots, triple roots, one pair of imaginary roots, two pairs of imaginary roots, a pair of imaginary roots whose modulus is equal to the absolute value of a real root, etc.It is not our purpose to study these cases and leave them for the reader to investigate.We will look at two of the easier cases which give a glimpse of what might happen.

Repeated Real Roots

The standard Graeffe iteration given in the Mathematica subroutine is robust enough to treat the case of repeated real roots.However, knowing that a double root appears is essential information that will be used.If[Graphics:Images/GraeffeMethodMod_gr_257.gif]is a root of orderj,then[Graphics:Images/GraeffeMethodMod_gr_258.gif]and the magnitude of the repeated roots are given by the following computation.After v iterations the polynomial [Graphics:Images/GraeffeMethodMod_gr_259.gif] is constructed

[Graphics:Images/GraeffeMethodMod_gr_260.gif]

The magnitude of the multiple root[Graphics:Images/GraeffeMethodMod_gr_261.gif]of orderj,is computed with the formula

[Graphics:Images/GraeffeMethodMod_gr_262.gif].

The Efficient Graeffe Subroutine

It can be observed that the functions[Graphics:Images/GraeffeMethodMod_gr_520.gif]are never used in Graeffe's method, only their coefficients.So it is an unnecessary step to form the polynomials.The following streamlined version of the subroutine uses only the coefficients.Also, this version can be used with decimal entries for the coefficients, where the previous version will not.

Mathematica Subroutine (Graeffe's Method)).

[Graphics:Images/GraeffeMethodMod_gr_521.gif]



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