Accelerated Newton Iteration: Roots of Black Box Polynomials and Matrix Eigenvalues
Abstract
We study the problem of computing the largest root of a real rooted polynomial to within error given only black box access to it, i.e., for any , the algorithm can query an oracle for the value of , but the algorithm is not allowed access to the coefficients of . A folklore result for this problem is that the largest root of a polynomial can be computed in polynomial queries using the Newton iteration. We give a simple algorithm that queries the oracle at only points, where 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 to within error in time polynomial in the input description, i.e., the number of bits to describe the matrix and . Well-known methods such as the power iteration and Lanczos iteration incur running time polynomial in , while Gaussian elimination takes bit operations. As a corollary of our main result, we obtain a bit complexity algorithm to compute the top eigenvalue of the matrix or to check if it is approximately PSD ().
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}
}