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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking Tutorial: Numerical Algebraic Geometry Back to classical algebraic geometry... with more computational power and hybrid symbolic-numerical


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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Tutorial: Numerical Algebraic Geometry

Back to classical algebraic geometry... with more computational power and hybrid symbolic-numerical algorithms Anton Leykin

Georgia Tech

Waterloo, November 2011

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Outline

Homotopy continuation predictor-corrector numerical methods, Newton’s method, (global) homotopy continuation scenarios Singular isolated solutions regularization of singular solutions, deflation, dual spaces/inverse systems Positive dimension witness sets, numerical irreducible decomposition, numerical primary decomposition Certified homotopy tracking numerical zeros, α-theory of Smale, heuristic vs. rigorous path-tracking

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Computational algebraic geometry

What is the game?

  • Level 0: Given a system of polynomial equations in K[x1, ..., xn]

with finitely many solutions, SOLVE. ( K could be Q, Z/pZ, R, C, ... )

  • Level 1+: Describe positive-dimensional solutions (curves,

surfaces, ...) Classical methods “generalize” linear algebra:

  • Gröbner basis: a generalization of Gaussian reduction;
  • Resultant: a generalization of determinant.

These methods are symbolic.

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Linear Algebra

  • Numerical Linear Algebra

  

 

  • Algebraic Geometry
  • Numerical Algebraic Geometry
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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Applications

Robotics: Stewart-Gough platforms. Griffis-Duffy platform: the solution contains a curve of degree 28. ℓ1 ℓ2 ℓ3 ℓ4 s1 s2 p✑✑ ✑ ✸ Enumerative algebraic geometry: solutions of Schubert problems. ... control theory, optimization, computer vision, math biology, real algebraic geometry, algebraic curves ...

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Polynomial homotopy continuation

  • Target system: n equations in n variables,

F(x) = (f1(x), . . . , fn(x)) = 0, where fi ∈ R = C[x] = C[x1, ..., xn] for i = 1, ..., n.

  • Start system: n equations in n variables:

G(x) = (g1(x), . . . , gn(x)) = 0, such that it is easy to solve.

  • Homotopy: for γ ∈ C \ {0} consider

H(x, t) = (1 − t)G(x) + γtF(x), t ∈ [0, 1].

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Example

target start f1 = x4

1x2 + 5x2 1x3 2 + x3 1 − 4

g1 = x5

1 − 1

f2 = x2

1 − x1x2 + x2 − 8

g2 = x2

2 − 1

Start solutions → target solutions: H(x, t) = 0 implies dx dt = − ∂H ∂x −1 ∂H ∂t .

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Example

target start f = −x2 + 2 g = x2 − 1 The solution of the homotopy equation H(x, t) = (1 − t)g(x) + tf(x) = (1 − 2t)x2 − 1 + 3t = 0 is singular for t = 1/3.

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Randomization

  • Note: the complement of a complex algebraic variety is

connected. space of polynomials

f g

  • For all but finite number of γ ∈ C the homotopy

H(x, t) = (1 − t)G(x) + γtF(x). is regular for 0 ≤ t < 1.

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Global picture

Optimal homotopy:

  • the continuation paths are regular;
  • the homotopy establishes a bijection

between the start and target solutions. Possible singular scenarios: non-generic diverging paths multiple solutions

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Numerical algebraic geometry

  • Sommese, Verschelde, and Wampler, Introduction to Numerical

AG (2005)

  • Sommese and Wampler, The numerical solution of systems of

polynomials (2005) Software:

  • PHCpack (Verschelde);
  • HOM4PS (group of T.Y.Li);
  • Bertini (group of Sommese);
  • NAG4M2: Numerical Algebraic Geometry for Macaulay2 (L.).

and more, e.g.: Maple’s ROOTFINDING[HOMOTOPY].

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Possible improvements

  • Parallel computation:

Paths are mutually independent ⇒ linear speedups.

  • Minimize the number of diverging paths:
  • Total degree: Number of start solutions =

product of degrees of equations (Bézout bound).

  • Polyhedral homotopies: Number of start

solutions = mixed volume of sparse system (BKK bound).

  • Optimal homotopies:
  • Cheater’s homotopy;
  • Special homotopies: e.g., Pieri homotopy.
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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Multiple solutions

In general, with probability 1, the picture looks like this: Singular end games [Morgan, Sommese, Wampler (1991)]:

  • power-series method;
  • Cauchy integral method;
  • trace method.

Deflation:

  • regularizes an isolated singular solution;
  • restores quadratic convergence of the Newton’s method.

How to describe a singularity?

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Cauchy integral endgame

  • An implication of Cauchy residue theorem:

Let y : U → C holomorphic on a simply connected U ⊂ C, a ∈ C, and C ⊃ C ≃ S1 be a contour winding I(C, a) times around a. Then y(a) = 1 2πiI(C, a)

  • C

y(z) z − a dt,

  • H(x, t) = 0 defines (a possibly multivalued function) x = x(t) in

a neighborhood of t = 1.

  • Idea: as the homotopy tracker approaches a singular x∗ = x(1)

use Cauchy integral to compute x∗ staying away from x∗.

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Winding numbers

(1 2 3 4 5)(6 7 8)(9 10)

|1 − t| = ε

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Cauchy integral endgame

  • 1. Pick a point on ˜

x = x(˜ t), a solution to H(x, t) = 0 for t = ˜ t ∈ R; let ε = 1 − ˜ t.

  • 2. Track the path

C = {x(1 − εeiθ ˜

I) | θ ∈ [0, 2π]},

where ˜ I > 0 is such that ˜ x = x(1 − εeiθ ˜

I) ⇒ θ ∈ {0, 2π}.

  • 3. Let y(z) = x(1 − z ˜

I), then y(z) is holonomic for |z| < ε (if ε ≪ 1).

  • 4. Find numerically the integral

x(1) = y(0) = 1 2π

  • |z|=ε

y(z) z dz = 1 2π

  • [0,2π]

x(1 − εeiθ ˜

I) dθ.

(Note: one may use samples made when tracking the path C.)

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Newton’s method: x(n+1) = x(n) − f(x(n)) f ′(x(n))

Example 1: f(x) = x(x − 1)3, x(0) = 0.1

x(1) = −0.05000000000000000000000000000000000000000000000000 x(2) = −0.00625000000000000000000000000000000000000000000000 x(3) = −0.00011432926829268292682926829268292682926829268293 x(4) = −0.00000003919561993882928315798471103711494222972094 x(5) = −0.00000000000000460888914457438597268761599543603706 x(6) = −0.00000000000000000000000000006372557744092567103642

Example 2: f(x) = x2(x − 1)3, x(0) = 0.1

x(1) = 0.04000000000000000000000000000000000000000000000000 x(2) = 0.01866666666666666666666666666666666666666666666667 x(3) = 0.00905920745920745920745920745920745920745920745921 x(4) = 0.00446662546689373374865785737653016156369492056043 x(5) = 0.00221818070337351048684295922675846246257988477728 x(6) = 0.00110537952927547542499858913840929687677679537995

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Deflation method

Let f(x) = (f1(x), ..., fN(x)), N ≥ n, fi(x) ∈ C[x] = C[x1, ..., xn]. Let A(x) = ∂fi ∂xj

  • ∈ CN×n be the Jacobian matrix.

Given: an approximation x(0) of an exact isolated solution x∗, which is singular, i.e., corank A(x∗) = n − rank A(x∗) > 0. Newton’s method in homotopy continuation loses quadratic convergence around x∗. Is there a way to restore the convergence?

  • Want: a symbolic procedure that “makes” x∗ regular.
  • Rules:
  • New variables are allowed.
  • Assume that the numerical rank of A(x(0)) equals A(x∗).
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Deflation step: create an augmented system in C[x, a]

  • 1. Introduce n new variables a;
  • 2. Add equations coming from A(x)a = 0;
  • Example. Let f1 = x3

1 + x1x2 2, f2 = x1x2 2 + x3 2, f3 = x2 1x2 + x1x2 2 and

x∗ = 0.    ∂1 ∂2 f1 3x2

1 + x2 2

2x1x2 f2 x2

2

2x1x2 + 3x2

2

f3 2x1x2 + x2

2

x2

1 + 2x1x2

  

  • a1

a2

  • = 0.
  • 3. Compute the rank r of A(x∗); (r = 0 for our example)
  • 4. Add n − r random linear equations.
  • 5. Find the solution (x∗, a∗) of the augmented system; (8 equations)
  • 6. Repeat if (x∗, a∗) is singular. (2 steps for the example)

Theorem (L., Verschelde, Zhao)

The multiplicity of (x∗, a∗) in the augmented system is smaller than that of x∗ in the original system.

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Multiplicity

Staircases for I = f1, f2, f3, where f1 = x3

1 + x1x2 2, f2 = x1x2 2 + x3 2, f3 = x2 1x2 + x1x2 2.

✻ ✲ ❤ ❤ ❤ ❤ ❤ ❤ ① ① ①

x1x2

2 + x3 2

x2

1x2 + x1x2 2

x3

1 + x1x2 2

① ❤

x4

2

ω = (−1, −2)

☛ ✻ ✲ ❤ ❤ ❤ ❤ ❤ ❤ ① ① ①

x2

1x2 + x1x2 2

x1x2

2 + x3 1

x3

2 + x1x2 2

① ❤

x4

1

ω = (−2, −1)

✙ Multiplicity is the number of integer points under the staircase.

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Dual space (local inverse system)

  • For x ∈ Cn, let ∆β

x : R → C be a linear functional,

∆β

x(f) = (∂β · f)(x) = ∂|β|f

∂β (x), f ∈ R.

  • For an ideal I, the dual space Dx[I] is the subspace of

SpanC{∆β

x} of the functionals that annihilate I.

  • Filter by order:

D(0)

x [I] ⊂ D(1) x [I] ⊂ D(2) x [I] ⊂ . . .

where D(d)

x [I] is the set of functionals of order at most d.

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Macaulay array

  • For I = f1, . . . , fm, the deflation matrix A(d)

I (x) is a part of the

Macaulay array, the infinite matrix with entries ∂ ∂xβ (xαfi)

  • ((i,α),β)

where |α| < d and |β| ≤ d.

  • For example, for I = f1, f2 ⊂ C[x, y],

A(2)

I

=          id ∂x ∂y ∂2

x

∂x∂y ∂2

y

f1 ∗ ∗ ∗ ∗ ∗ ∗ f2 ∗ ∗ ∗ ∗ ∗ ∗ xf1 ∗ ∗ ∗

∂ ∂x2 (xf1)

∗ ∗ xf2 ∗ ∗ ∗ ∗ ∗ ∗ yf1 ∗ ∗ ∗ ∗ ∗ ∗ yf2 ∗ ∗ ∗ ∗ ∗ ∗         

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Dual spaces and deflation

  • For x ∈ V (I), get D(d)

x [I] by computing ker A(d) I (x).

  • For the running example,

D0[I] = Span{ ∆(3,0) − ∆(2,1) − ∆(1,2) + ∆(0,3), ∆(2,0), ∆(1,1), ∆(0,2), ∆(1,0), ∆(0,1), ∆(0,0) }. The leading terms with respect to ω = (2, 1) correspond to the monomials under the staircase for the standard basis for ω = (−2, −1). ✻ ✲ ❤ ❤ ❤ ❤ ❤ ❤ ① ① ①

x2

1x2 + x1x2 2

x1x2

2 + x3 1

x3

2 + x1x2 2

① ❤

x4

1

ω = (−2, −1)

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Deflation continued...

Idea of proof of termination for deflation:

  • Deflation "deflates the staircase";
  • the multiplicity of becomes 1 after a finite number of steps.

Related work:

  • Dual spaces: Macaulay (1916), ..., Stetter (1993), Mourrain

(1997), Dayton and Zeng (2005), Krone (2011).

  • Deflation: Lyapunov (1900?) , ..., Ojika et al (1987), Lecerf

(2002), L. et al (2006), ..., Lihong Zhi et al (2010).

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Higher-dimensional solution sets

  • Let I = (f1, . . . , fN) be an ideal of C[x1, . . . , xn].
  • Goal: Understand the variety

X = V(I) = {x ∈ Cn | ∀f ∈ I, f(x) = 0}.

  • A witness set for an equidimensional component Y of X:
  • a generic “slicing” plane L with dim L = codim Y
  • witness points wY,L = Y ∩ L
  • (generators of I)
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Numerical irreducible decomposition

  • Homotopy mapping wY,L → wY,L′:

HL,L′,γ(x, t) =

  • f(x)

(1 − t)L(x) + γtL′(x)

  • , t ∈ [0, 1].

L L’

  • Monodromy action: a permutation on wY,L

is produced by homotopy HL,L′,γ followed by HL′,L,γ′ for random γ, γ′ ∈ C.

  • Irreducible decomposition: a partition of the

witness set wY,L stable under this action.

  • Linear trace test: the average of the

points in a witness set of an irreducible component behaves linearly.

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Example with an embedded component

Example

I = (f1, f2), where f1 = x2(y + 1) and f2 = xy(y + 1). y + 1 = 0 x = 0

solution set of x · x(y + 1) = 0; y · x(y + 1) = 0. Numerical irreducible decomposition* sees two 1-dimensional components ...

*NID reference: Sommese, Verschelde, Wampler “Numerical decomposition

  • f the solution sets...” (2001)
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Example with an embedded component

Example

I = (f1, f2), where f1 = x2(y + 1) and f2 = xy(y + 1). y + 1 = 0 x = 0 ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁

solution set of x · x(y + 1) = 0; y · x(y + 1) = 0. Numerical irreducible decomposition* sees two 1-dimensional components ...

*NID reference: Sommese, Verschelde, Wampler “Numerical decomposition

  • f the solution sets...” (2001)
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Example with an embedded component

Example

I = (f1, f2), where f1 = x2(y + 1) and f2 = xy(y + 1). y + 1 = 0 x = 0 ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✉(0, 0)

solution set of x · x(y + 1) = 0; y · x(y + 1) = 0. Numerical irreducible decomposition* sees two 1-dimensional components ... ... but does not discover the embedded point.

*NID reference: Sommese, Verschelde, Wampler “Numerical decomposition

  • f the solution sets...” (2001)
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Deflation matrix, system, and ideal

Example (Deflation ideal of order d = 2)

  • riginal system f(x, y)

→ deflation matrix A(2)

I (x, y)

         ∂x ∂y ∂2

x

∂x∂y ∂2

y

f1 ∗ ∗ ∗ ∗ ∗ f2 ∗ ∗ ∗ ∗ ∗ xf1 ∗ ∗ 6x(y + 1) ∗ ∗ xf2 ∗ ∗ ∗ ∗ ∗ yf1 ∗ ∗ ∗ ∗ ∗ yf2 ∗ ∗ ∗ ∗ ∗          ✻

∂2(xf1) ∂x2

Deflation ideal

I(2) = f, D(2)f ⊂ C[x, y, a]

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Deflation matrix, system, and ideal

Example (Deflation ideal of order d = 2)

  • riginal system f(x, y)

→ deflation matrix A(2)

I (x, y)

→ → deflation system D(2)f(x, y, a)          ∂x ∂y ∂2

x

∂x∂y ∂2

y

f1 ∗ ∗ ∗ ∗ ∗ f2 ∗ ∗ ∗ ∗ ∗ xf1 ∗ ∗ 6x(y + 1) ∗ ∗ xf2 ∗ ∗ ∗ ∗ ∗ yf1 ∗ ∗ ∗ ∗ ∗ yf2 ∗ ∗ ∗ ∗ ∗                 ax ay axx axy ayy        =: D(2)f(x, y, a) ✻

∂2(xf1) ∂x2

✻ C[x, y, a]6

Deflation ideal

I(2) = f, D(2)f ⊂ C[x, y, a]

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Deflation matrix, system, and ideal

Example (Deflation ideal of order d = 2)

  • riginal system f(x, y)

→ deflation matrix A(2)

I (x, y)

→ → deflation system D(2)f(x, y, a) → → deflation ideal I(2)          ∂x ∂y ∂2

x

∂x∂y ∂2

y

f1 ∗ ∗ ∗ ∗ ∗ f2 ∗ ∗ ∗ ∗ ∗ xf1 ∗ ∗ 6x(y + 1) ∗ ∗ xf2 ∗ ∗ ∗ ∗ ∗ yf1 ∗ ∗ ∗ ∗ ∗ yf2 ∗ ∗ ∗ ∗ ∗                 ax ay axx axy ayy        =: D(2)f(x, y, a) ✻

∂2(xf1) ∂x2

✻ C[x, y, a]6

Deflation ideal

I(2) = f, D(2)f ⊂ C[x, y, a]

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Deflated variety

  • For the given variety X = V (I) = {x | f(x) = 0 for all f ∈ I}

define deflated variety of order d: X(d) = V (I(d)) ⊂ CB(n,d), where B(n, d) = n − 1 + n+d+1

d

  • .
  • Projection: πd : CB(n,d) → Cn,

πd(x, a) → x; πdX(d) = X.

  • A component Y ⊂ X is called visible at order d if Y = πdZ for an

isolated component Z ⊂ X(d). s(0, 0)

Theorem (L.)

Every component is visible at some order d.

Example

For the running example d = 1 is sufficient.

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Example: I = (f1, f2), f1 = x2(y + 1), f2 = xy(y + 1)

  • Isolated components of X = V (I):

V (y + 1), V (x).

  • Additional equations A(1)

I a = 0:

  • 2x(y + 1)

x2 y(y + 1) x(2y + 1) ax ay

  • = 0.
  • Isolated components of X(1) = V (I(1)):

V (y + 1, ay), V (x, y), V (x, ax), V (x, y + 1)

  • The first three project onto the components of X, the last one (a

“pseudo-component”) projects onto a singular point.

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Witness sets

For an irreducible subvariety Y ⊂ X = V (I), where I ⊂ R is an ideal, a witness set consists of

  • a generic “slicing” plane L with dim L = codim Y
  • witness points w = Y

∩ L

  • generators of I
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Witness sets

For an irreducible subvariety Y ⊂ X = V (I), where I ⊂ R is an ideal, a generalized witness set consists of

  • a generic “slicing” plane L with dim L = codim Y (d)
  • witness points w = Y (d) ∩ L and their projections via πd
  • generators of I(d)

Definition: Y (d) is an isolated irreducible component of the deflated variety X(d) mapping onto Y under projection πd.

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The algorithm and NPD concept

  • Idea of the algorithm: Use numerical irreducible decomposition
  • f a deflated variety to find (generalized) witness sets

representing components.

  • Definition: Numerical primary decomposition is a collection of

such witness sets, one per component.

  • Deficiencies:
  • There is an apriori bound on the order d of needed to make all

components visible, however it is not practical.

  • Pseudocomponents (projections of components of X(d) that are

not components of X) are hard to eliminate.

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Local global?

Local knowledge:

  • Dx[I] describes the local ring (R/I)x = Rx/Ix.
  • A generic point on a component Y is a smooth point of Y that

does not belong to any component not containing Y properly.

  • A generic point x ∈ Y together with the algorithm for computing

D(d)

x [I] describe Y .

Global knowledge:

  • Given a NPD (as a collection of witness sets), mark one generic

point on each component.

  • The set of marked points describe the ideal I.
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Path switching

Applications in mathematics where path certification is desirable:

  • Numerical irreducible

decomposition algorithms

  • Galois group computation based
  • n monodromy
  • Problems where the root count is

impossible by other methods

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Newton’s method and approximate zeros

Given f ∈ C[x], consider the Newton operator associated to f, N(f)(x) = x − Df(x)−1f(x), where Df(x) is the n × n derivative (Jacobian) matrix of f at x ∈ Cn.

  • Definition: x ∈ Cn is an approximate zero of f with associated

zero η ∈ Cn if N(f)l(x) − η ≤ x − η 22l−1 , l ≥ 0.

  • γ-theorem(Smale): Let x ∈ Cn, η ∈ f −1(0), and

x − η ≤ 3 − √ 7 2γ(f, x) , where γ(f, x) = sup

k≥2

  • Df(x)−1Dkf(x)

k!

  • 1

k−1

. Then x is an approximate zero of f associated to η.

  • Hauenstein, Sottile: alphaCertify, software for certification of

regular solutions.

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Smale’s α theory

  • α-theorem: Let

β(f, x) = x − N(f)(x) = Df(x)−1f(x) . Then α(f, x) = β(f, x)γ(f, x) < 0.15767 certifies that x is an approximate zero of f.

  • "robust" theorem: Let x ∈ Cn with α(f, x) < 0.03. If

x − y < 1 20γ(f, x) , then y is an approximate zero associated to the same zero as x.

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Newton’s operator attraction basins

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Certified regions

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Robust regions

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Linear and segment homotopy

  • Let H(d) be the space of systems of homogeneous polynomials
  • f fixed degrees (d) = (d1, . . . , dn) (with the Bombieri-Weyl

norm).

  • Consider f, g ∈ S = {f ∈ H(d) : f = 1} ⊂ H(d).
  • Using α-theory we design certified homotopy tracking (CHT)

algorithm that tracks a linear homotopy on S (assuming BSS model of computation).

  • The “robust” α-theory leads to the robust CHT algorithm (Beltrán,

L.):

g f

Take input f, g with coefficients in Q[i]. Use the segment homotopy: t → ht = (1 − t)g + tf, t = [0, 1]. All computations use exact linear algebra over Q[i].

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Homotopy continuation Singular isolated solutions Positive dimension Certified homotopy tracking

Future

  • General methods
  • (Numerical) local ring structure
  • (Numerical) primary decomposition
  • Real solutions, real homotopy continuation
  • Certification
  • Generalizations to higher order methods
  • Certification of singular isolated solutions
  • Certification of (irreducible/primary) decomposition
  • Upcoming events
  • SI(AG)2: SIAM activity group in algebraic geometry
  • IMA PI summer program for graduate students on

Algebraic Geometry for Applications June 18th – July 6th at Georgia Tech