Math 2.0

Numerical analysis Basic notions and error analysis Example

Wilkinson's polynomial

Builds on Root of a polynomialPolynomial functionCondition number

Example

Wilkinson's polynomial is the polynomial w(x)=∏i=120(x−i)=(x−1)(x−2)⋯(x−20)=x20−210x19+⋯+20!.w(x) = \prod_{i=1}^{20} (x - i) = (x - 1)(x - 2) \cdots (x - 20) = x^{20} - 210 x^{19} + \cdots + 20!. Its roots 1,2,…,201, 2, \ldots, 20 are simple and well separated, yet they are extremely sensitive to the coefficients. James H. Wilkinson changed the coefficient −210-210 of x19x^{19} to −210−2−23-210 - 2^{-23}, a relative change of about 6×10−106 \times 10^{-10}. The perturbed polynomial has only 1010 real roots, and the roots near 10,…,1910, \ldots, 19 turn into five complex conjugate pairs. For example, the roots 1616 and 1717 become approximately 16.73±2.81 i16.73 \pm 2.81\,i. Check of the sensitivity: if aa is the coefficient of x19x^{19} and rr a simple root, differentiating w(r)=0w(r) = 0 with respect to aa gives ∂r∂a=−r19w′(r).\frac{\partial r}{\partial a} = -\frac{r^{19}}{w'(r)}. For r=20r = 20, w′(20)=19!w'(20) = 19!, so ∣∂r/∂a∣=2019/19!≈4.3×107\abs{\partial r/\partial a} = 20^{19}/19! \approx 4.3 \times 10^{7}: the root-finding problem has a huge condition number with respect to this coefficient.

Remarks

The difficulty lies in the problem, not in the algorithm: any method that works with the coefficients in floating-point arithmetic, where they are rounded, inherits this sensitivity. The same roots are perfectly well conditioned as functions of the factors (x−i)(x - i), which shows that the choice of representation of a polynomial matters.

Reading path

To understand this page from the ground up, read these 4 pages in order. The foundations come first.

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  1. Condition number concept
  2. Polynomial function concept
  3. Root of a polynomial concept
  4. Wilkinson's polynomial example

Further reading

  1. Web https://en.wikipedia.org/wiki/Wilkinson%27s_polynomial
About this page
TagNDVJ9VWA71
URIm2://NDVJ9VWA71
Kindexample
WritingW0 stub
MSC65H04, 65G50, 12D10
IllustratesCondition number
UsesRoot of a polynomial, Polynomial function, Condition number
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