Jenkins–Traub algorithm: Difference between revisions

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Adding short description: "Root-finding algorithm for polynomials"
The Golden Ratio is about 1.618033… so if you round it to three decimals, it would be ≈1.62 and not ≈1.61. A better fix is to say ≈1.618 since that is an excellent approximation, correctly rounded.
 
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\frac{|\alpha_1-s_\lambda|^2}{|\alpha_2-s_\lambda|}
\right)
</math> giving rise to a higher than quadratic convergence order of <math>\phi^2=1+\phi\approx 2.61618</math>, where <math>\phi=\tfrac12(1+\sqrt5)</math> is the [[golden ratio]].
 
=== Interpretation as inverse power iteration ===
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This maps polynomials of degree at most ''n''&nbsp;&minus;&nbsp;1 to polynomials of degree at most ''n''&nbsp;&minus;&nbsp;1. The eigenvalues of this map are the roots of ''P''(''X''), since the eigenvector equation reads
<math display="block">0 = (M_X-\alpha\cdot id)(H)=((X-\alpha)\cdot H) \bmod P\,,</math>
which implies that <math>(X-\alpha)\cdot H)=C\cdot P(X)</math>, that is, <math>(X-\alpha)</math> is a linear factor of ''P''(''X''). In the monomial basis the linear map <math>M_X</math> is represented by a [[companion matrix]] of the polynomial ''P'', as
<math display="block"> M_X(H) = \sum_{m=0}^{n-1}H_mX^{m+1}-H_{n-1}\left(X^n+\sum_{m=0}^{n-1}a_mX^m\right) = \sum_{m=1}^{n-1}(H_{m-1}-a_{m}H_{n-1})X^m-a_0H_{n-1}\,,</math>
the resulting transformation matrix is