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ETNA - Electronic Transactions on Numerical Analysis
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Verlag der Österreichischen Akademie der Wissenschaften Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2
Tel. +43-1-515 81/DW 3420, Fax +43-1-515 81/DW 3400 https://verlag.oeaw.ac.at, e-mail: verlag@oeaw.ac.at |
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DATUM, UNTERSCHRIFT / DATE, SIGNATURE
BANK AUSTRIA CREDITANSTALT, WIEN (IBAN AT04 1100 0006 2280 0100, BIC BKAUATWW), DEUTSCHE BANK MÜNCHEN (IBAN DE16 7007 0024 0238 8270 00, BIC DEUTDEDBMUC)
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ETNA - Electronic Transactions on Numerical Analysis, pp. 401-423, 2022/03/21
In this article, we use the complex compensated Horner method to derive a compensated Ehrlich-Aberth method for the accurate computation of all roots, real or complex, of a polynomial. In particular, under suitable conditions, we prove that the limiting accuracy for the compensated Ehrlich-Aberth iterations is as accurate as if computed in twice the working precision and then rounded to the working precision. Moreover, we derive a running error bound for the complex compensated Horner method and use it to form robust stopping criteria for the compensated Ehrlich-Aberth iterations. Finally, extensive numerical experiments illustrate that the backward and forward errors of the root approximations computed via the compensated Ehrlich-Aberth method are similar to those obtained with a quadruple precision implementation of the Ehrlich-Aberth method with a significant speed-up in terms of computation time.
Keywords: polynomial evaluation, error-free transformations, polynomial roots, backward error, forward error, rounding error analysis