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Most of the literature is concerned with the refinement phase, which
in our experience is the least expensive one.
The random walk phase is characterized by one or more of the
following scenarios:
- (a)
- divergence.
The values grow steadily farther from any possible solution.
E.g. x ex when tried on an
.
- (b)
- iterating outside valid domains.
This may happen when the user specifies a domain for the
solution, e.g. that the solutions be real, or in a given interval,
and the computation returns a complex number or a number outside
the given interval.
Exponent overflow/underflow, division by zero,
or other domain errors such as
where |x| > 1are also symptoms of the same problem.
- (c)
- convergence to a non-root.
This is the case where the iterator mistakenly converges to a value
which is not a root.
A good example is the case of 1/x for bisection
search starting with a positive
and a negative value.
- (d)
- hopelessly slow convergence.
The convergence achieved by an iterator showing linear convergence
with a constant very close to 1.
Alternatively, showing just linear convergence in a range which is
too large.
A simple example is using Newton-Raphson on x103=0.
For another example, the behaviour shown by
with
starting values x=10 and
x=105000 (the solution is
).
This problem requires 16609 bisection steps to
find the first significant digit of the answer.
- (e)
- pseudo-stable oscillation.
The iterator gives values belonging to two or more sets in
a cyclic sequence.
For example,
|x|+10-20e-x2 has two zeros at
,
but if Newton's method is used, and
the iteration is started on an
|x| > 1.911, the iteration
will eventually alternate steadily between +10 and -10.
- (f)
- incomplete multiple solution.
This is a situation where there are many roots, but the rootfinder
finds only one of them, or only a few.
Most algorithms involve a process where roots are eliminated
by algebraic deflation.
This leads to an N2 algorithm as the expression to zero
becomes more complicated.
For example,
has 63 roots on the real axis.
Next: Witness problems and new
Up: Introduction
Previous: Problem definition.
Gaston Gonnet
1998-07-08