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Constructive Mathematics.

QS 4

1. Let p(z) = an z n + an−1 z n−1 + . . . + a1 z + a0 be a polynomial with real coefficients. If


u, w ∈ R are given and

p(z) = (z 2 − uz − w)s(z) + c1 z + c0

where
s(z) = cn z n−2 + cn−1 z n−3 + . . . + c3 z + c2 ,
derive a nested multiplication procedure to determine all the real coefficients, cj . If n ≥ 5
and we further write
s(z) = (z 2 − uz − w)t(z) + d1 z + d0 ,
verify that

p0 (z) = z 2 − uz − w s0 (z) + (2z − u)t(z) + (2z − u)(d1 z + d0 ) + c1 .


  

Hence if σ is a complex number which satisfies σ 2 − uσ − w = 0 and the real numbers


c1 , c0 , d1 and d0 have been determined (by the nested multiplication procedure), give an
expression for the next Newton iterate if σ is the current iterate.
For a general polynomial pn with real coefficients, the above allows computation even
of complex roots using only real arithmetic except for the Newton update step where
complex arithmetic must be used.

2. Calculate (by hand!) the first Newton iterate for the nonlinear system

x2 + y 2 + y − 6 = 0
x2 − y 2 + 2 sin(πx/4) − 2y − 3 = 0

starting with x = 0 = y.

3. (M) By modifying fvec.m and jacobian.m, use vecnewton.m to continue Newton iter-
ation for the problem in question 2 above.
(In matlab, pi is what you think it would be and so are sin and cos — you need
brackets sin(pi*x/4) etc. . As for all other matlab commands you can always type
help pi , help cos,... when in matlab if you require information!)

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4. It is desired to find

min f (x, y) where f (x, y) = (x + y)4 + x2 − 5x.


x,y

Calculate the gradient, g and Hessian, H. Would it be reasonable to start


 Newton

iteration for g = 0 at x0 = 0, y0 = 0? If H is approximated/replaced by 50 05 with
x0 = 0, y0 = 0 calculate x1 , y1 from this approximate Newton method. Verify that
f (x1 , y1 ) < f (x0 , y0 ) and that H(x1 , y1 ) is positive definite.

5. (if you wish) (M) Compute a minimum for the function in question 4 using Newton’s
method starting from the values of x1 , y1 that you obtained in your answer to that
question. Why do you think that convergence is so slow?
To see real quadratic convergence for a system of equations, just, for example, add a y 2
term to f as above.

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