English

Accelerated Newton Iteration: Roots of Black Box Polynomials and Matrix Eigenvalues

Data Structures and Algorithms 2016-01-05 v2

Abstract

We study the problem of computing the largest root of a real rooted polynomial p(x)p(x) to within error ε\varepsilon given only black box access to it, i.e., for any xRx \in {\mathbb R}, the algorithm can query an oracle for the value of p(x)p(x), but the algorithm is not allowed access to the coefficients of p(x)p(x). A folklore result for this problem is that the largest root of a polynomial can be computed in O(nlog(1/ε))O(n \log (1/\varepsilon )) polynomial queries using the Newton iteration. We give a simple algorithm that queries the oracle at only O(lognlog(1/ε))O(\log n \log(1/\varepsilon )) points, where nn is the degree of the polynomial. Our algorithm is based on a novel approach for accelerating the Newton method by using higher derivatives. As a special case, we consider the problem of computing the top eigenvalue of a symmetric matrix in Qn×n{\mathbb Q}^{n \times n} to within error ε\varepsilon in time polynomial in the input description, i.e., the number of bits to describe the matrix and log(1/ε)\log(1/\varepsilon ). Well-known methods such as the power iteration and Lanczos iteration incur running time polynomial in 1/ε1/\varepsilon , while Gaussian elimination takes Ω(n4)\Omega(n^4) bit operations. As a corollary of our main result, we obtain a O~(nωlog2(AF/ε))\tilde{O}(n^{\omega} \log^2 ( ||A||_F/\varepsilon )) bit complexity algorithm to compute the top eigenvalue of the matrix AA or to check if it is approximately PSD (AεIA \succeq -\varepsilon I).

Keywords

Cite

@article{arxiv.1511.03186,
  title  = {Accelerated Newton Iteration: Roots of Black Box Polynomials and Matrix Eigenvalues},
  author = {Anand Louis and Santosh S. Vempala},
  journal= {arXiv preprint arXiv:1511.03186},
  year   = {2016}
}