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 Its roots are simple and well separated, yet they are extremely sensitive to the coefficients. James H. Wilkinson changed the coefficient of to , a relative change of about . The perturbed polynomial has only real roots, and the roots near turn into five complex conjugate pairs. For example, the roots and become approximately . Check of the sensitivity: if is the coefficient of and a simple root, differentiating with respect to gives For , , so : 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 , 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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- no evidence level
- Condition number concept
- Polynomial function concept
- Root of a polynomial concept
- Wilkinson's polynomial example
Further reading
About this page
| Tag | NDVJ9VWA71 |
|---|---|
| URI | m2://NDVJ9VWA71 |
| Kind | example |
| Writing | W0 stub |
| MSC | 65H04, 65G50, 12D10 |
| Illustrates | Condition number |
| Uses | Root of a polynomial, Polynomial function, Condition number |
| Same as |
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