The Weierstrass–Durand–Kerner root finder is not generally convergent

Reinke, Bernhard; Schleicher, Dierk; Stoll, Michael

doi:10.1090/mcom/3783

The Weierstrass–Durand–Kerner root finder is not generally convergent
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by Bernhard Reinke, Dierk Schleicher and Michael Stoll;

Math. Comp. 92 (2023), 839-866

DOI: https://doi.org/10.1090/mcom/3783

Published electronically: November 10, 2022

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Abstract:

Finding roots of univariate polynomials is one of the fundamental tasks of numerics, and there is still a wide gap between root finders that are well understood in theory and those that perform well in practice. We investigate the root-finding method of Weierstrass, also known as the Durand–Kerner-method: this is a root finder that tries to approximate all roots of a given polynomial in parallel. This method has been introduced 130 years ago and has since then a good reputation for finding all roots in practice except in obvious cases of symmetry. Nonetheless, very little is known about its global dynamics and convergence properties.

We show that the Weierstrass method, like the well-known Newton method, is not generally convergent: there are open sets of polynomials $p$ of every degree $d \ge 3$ such that the dynamics of the Weierstrass method applied to $p$ exhibits attracting periodic orbits. Specifically, all polynomials sufficiently close to $Z^3 + Z + 175$ have attracting cycles of period $4$. Here, period $4$ is minimal: we show that for cubic polynomials, there are no periodic orbits of length $2$ or $3$ that attract open sets of starting points.

We also establish another convergence problem for the Weierstrass method: for almost every polynomial of degree $d\ge 3$ there are orbits that are defined for all iterates but converge to $\infty$; this is a problem that does not occur for Newton’s method.

Our results are obtained by first interpreting the original problem coming from numerical mathematics in terms of higher-dimensional complex dynamics, then phrasing the question in algebraic terms in such a way that we could finally answer it by applying methods from computer algebra. The main innovation here is the translation into an algebraic question, which is amenable to (exact) computational methods close to the limits of current computer algebra systems.

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