Accelerating Polynomial Homotopy Continuation on a Graphics Processing Unit with Double Double and Quad Double Arithmetic (1501.06625v3)

Abstract: Numerical continuation methods track a solution path defined by a homotopy. The systems we consider are defined by polynomials in several variables with complex coefficients. For larger dimensions and degrees, the numerical conditioning worsens and hardware double precision becomes often insufficient to reach the end of the solution path. With double double and quad double arithmetic, we can solve larger problems that we could not solve with hardware double arithmetic, but at a higher computational cost. This cost overhead can be compensated by acceleration on a Graphics Processing Unit (GPU). We describe our implementation and report on computational results on benchmark polynomial systems.