Robust Numerical Tracking of One Path of a Polynomial Homotopy on Parallel Shared Memory Computers

Abstract: We consider the problem of tracking one solution path defined by a polynomial homotopy on a parallel shared memory computer. Our robust path tracker applies Newton's method on power series to locate the closest singular parameter value. On top of that, it computes singular values of the Hessians of the polynomials in the homotopy to estimate the distance to the nearest different path. Together, these estimates are used to compute an appropriate adaptive stepsize. For n-dimensional problems, the cost overhead of our robust path tracker is O(n), compared to the commonly used predictor-corrector methods. This cost overhead can be reduced by a multithreaded program on a parallel shared memory computer.