Re: [Scilab-users] improve accuracy of roots

2019-01-15 Thread Stéphane Mottelet

Hello,

After a quick search on the internet I have found and translated in 
Scilab "multroot", a Matlab Package computing polynomial roots and 
multiplicities. If you are interested proceed to this url: 
http://bugzilla.scilab.org/show_bug.cgi?id=15349#c9


Enjoy !

S.

Le 14/01/2019 à 21:07, Federico Miyara a écrit :


Denis,

What I meant is that convergence is a limiting process. On average, as 
the number of iterations rises you´ll be closer to the limit, bu there 
is no guarantee that any single iteration will bring you any closer; 
it may be a question of luck. Maybe (though it would require a proof, 
it is not self-evident for me) in the exact case of a single multiple 
root as (x - a)^n the convergence process is monotonous, but what if 
you have (x - a1)* ... * (x  - an) where ak are all very similar but 
not identical, say, with relative differences of the order of those 
reported by the application of the regular version  of roots.

Regards,

Federico Miyara


On 14/01/2019 13:47, CRETE Denis wrote:

Thank you Frederico!
According to the page you refer to, the method seems to converge more rapidly 
with this factor equal to the multiplicity of the root.
About overshoot, it is well known to occur for |x|^a where a <1. But for a>1, 
the risk of overshoot with the Newton-Raphson method seems to be very small...
Best regards
Denis

[@@ THALES GROUP INTERNAL @@]

Unité Mixte de Physique CNRS / THALES
1 Avenue Augustin Fresnel
91767 Palaiseau CEDEx - France
Tel : +33 (0)1 69 41 58 52 Fax : +33 (0)1 69 41 58 78
e-mail :
  denis.cr...@thalesgroup.com  <mailto:%20denis.cr...@thalesgroup.com>
  http://www.trt.thalesgroup.com/ump-cnrs-thales
  http://www.research.thalesgroup.com


-Message d'origine-
De : users [mailto:users-boun...@lists.scilab.org] De la part de Federico Miyara
Envoyé : samedi 12 janvier 2019 07:52
À : Users mailing list for Scilab
Objet : Re: [Scilab-users] improve accuracy of roots


Denis,

I've found the correction here,

https://en.wikipedia.org/wiki/Newton%27s_method

It is useful to accelerate convergence in case of multiple roots, but I
guess it is not valid to apply it once to improve accuracy because of
the risk of overshoot.

Regards,

Federico Miyara


On 10/01/2019 10:32, CRETE Denis wrote:

Hello,
I tried this correction to the initial roots z:

z-4*(1+z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
   ans  =

-1. - 1.923D-13i
-1. + 1.189D-12i
-1. - 1.189D-12i
-1. - 1.919D-13i

// Evaluation of new error, (and defining Z as the intended root, i.e. here 
Z=-1):
z2=z-4*(z-Z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
z2 - Z
   ans  =

 2.233D-08 - 1.923D-13i
-2.968D-08 + 1.189D-12i
-2.968D-08 - 1.189D-12i
 2.131D-08 - 1.919D-13i

The factor 4 in the correction is a bit obscure to me, but it seems to work 
also for R=(3+p)^4, again with an accuracy on the roots of a ~2E-8.

HTH
Denis

-Message d'origine-
De : users [mailto:users-boun...@lists.scilab.org] De la part de Federico Miyara
Envoyé : jeudi 10 janvier 2019 00:32
À :users@lists.scilab.org
Objet : [Scilab-users] improve accuracy of roots


Dear all,

Consider this code:

// Define polynomial variable
p = poly(0, 'p', 'roots');

// Define fourth degree polynomial
R = (1 + p)^4;

// Find its roots
z = roots(R)

The result (Scilab 6.0.1) is

z  =

 -1.0001886
 -1. + 0.0001886i
 -1. - 0.0001886i
 -0.9998114

It should be something closer to

 -1.
 -1.
 -1.
 -1.

Using these roots

C = coeff((p-z(1))*(p-z(2))*(p-z(3))*(p-z(4)))

yield seemingly accurate coefficients
C  =

  1.   4.   6.   4.   1.


but

C - [1  4  6 4 1]

shows the actual error:

ans  =

  3.775D-15   1.243D-14   1.155D-14   4.441D-15   0.

This is acceptable for the coefficients, but the error in the roots is
too large. Somehow the errors cancel out when  assembling back the
polynomial but each individual zero should be closer to the theoretical
value

Is there some way to improve the accuracy?

Regards,

Federico Miyara




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Re: [Scilab-users] improve accuracy of roots

2019-01-14 Thread Federico Miyara


Denis,

What I meant is that convergence is a limiting process. On average, as 
the number of iterations rises you´ll be closer to the limit, bu there 
is no guarantee that any single iteration will bring you any closer; it 
may be a question of luck. Maybe (though it would require a proof, it is 
not self-evident for me) in the exact case of a single multiple root as 
(x - a)^n the convergence process is monotonous, but what if you have (x 
- a1)* ... * (x  - an) where ak are all very similar but not identical, 
say, with relative differences of the order of those reported by the 
application of the regular version  of roots.

Regards,

Federico Miyara


On 14/01/2019 13:47, CRETE Denis wrote:

Thank you Frederico!
According to the page you refer to, the method seems to converge more rapidly 
with this factor equal to the multiplicity of the root.
About overshoot, it is well known to occur for |x|^a where a <1. But for a>1, 
the risk of overshoot with the Newton-Raphson method seems to be very small...
Best regards
Denis

[@@ THALES GROUP INTERNAL @@]

Unité Mixte de Physique CNRS / THALES
1 Avenue Augustin Fresnel
91767 Palaiseau CEDEx - France
Tel : +33 (0)1 69 41 58 52 Fax : +33 (0)1 69 41 58 78
e-mail :
  denis.cr...@thalesgroup.com <mailto:%20denis.cr...@thalesgroup.com>
  http://www.trt.thalesgroup.com/ump-cnrs-thales
  http://www.research.thalesgroup.com


-Message d'origine-
De : users [mailto:users-boun...@lists.scilab.org] De la part de Federico Miyara
Envoyé : samedi 12 janvier 2019 07:52
À : Users mailing list for Scilab
Objet : Re: [Scilab-users] improve accuracy of roots


Denis,

I've found the correction here,

https://en.wikipedia.org/wiki/Newton%27s_method

It is useful to accelerate convergence in case of multiple roots, but I
guess it is not valid to apply it once to improve accuracy because of
the risk of overshoot.

Regards,

Federico Miyara


On 10/01/2019 10:32, CRETE Denis wrote:

Hello,
I tried this correction to the initial roots z:

z-4*(1+z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
   ans  =

-1. - 1.923D-13i
-1. + 1.189D-12i
-1. - 1.189D-12i
-1. - 1.919D-13i

// Evaluation of new error, (and defining Z as the intended root, i.e. here 
Z=-1):
z2=z-4*(z-Z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
z2 - Z
   ans  =

 2.233D-08 - 1.923D-13i
-2.968D-08 + 1.189D-12i
-2.968D-08 - 1.189D-12i
 2.131D-08 - 1.919D-13i

The factor 4 in the correction is a bit obscure to me, but it seems to work 
also for R=(3+p)^4, again with an accuracy on the roots of a ~2E-8.

HTH
Denis

-Message d'origine-
De : users [mailto:users-boun...@lists.scilab.org] De la part de Federico Miyara
Envoyé : jeudi 10 janvier 2019 00:32
À : users@lists.scilab.org
Objet : [Scilab-users] improve accuracy of roots


Dear all,

Consider this code:

// Define polynomial variable
p = poly(0, 'p', 'roots');

// Define fourth degree polynomial
R = (1 + p)^4;

// Find its roots
z = roots(R)

The result (Scilab 6.0.1) is

z  =

 -1.0001886
 -1. + 0.0001886i
 -1. - 0.0001886i
 -0.9998114

It should be something closer to

 -1.
 -1.
 -1.
 -1.

Using these roots

C = coeff((p-z(1))*(p-z(2))*(p-z(3))*(p-z(4)))

yield seemingly accurate coefficients
C  =

  1.   4.   6.   4.   1.


but

C - [1  4  6 4 1]

shows the actual error:

ans  =

  3.775D-15   1.243D-14   1.155D-14   4.441D-15   0.

This is acceptable for the coefficients, but the error in the roots is
too large. Somehow the errors cancel out when  assembling back the
polynomial but each individual zero should be closer to the theoretical
value

Is there some way to improve the accuracy?

Regards,

Federico Miyara




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Re: [Scilab-users] improve accuracy of roots

2019-01-14 Thread CRETE Denis
Thank you Frederico!
According to the page you refer to, the method seems to converge more rapidly 
with this factor equal to the multiplicity of the root. 
About overshoot, it is well known to occur for |x|^a where a <1. But for a>1, 
the risk of overshoot with the Newton-Raphson method seems to be very small...
Best regards
Denis 

[@@ THALES GROUP INTERNAL @@]

Unité Mixte de Physique CNRS / THALES
1 Avenue Augustin Fresnel
91767 Palaiseau CEDEx - France
Tel : +33 (0)1 69 41 58 52 Fax : +33 (0)1 69 41 58 78 
e-mail : 
 denis.cr...@thalesgroup.com <mailto:%20denis.cr...@thalesgroup.com>
 http://www.trt.thalesgroup.com/ump-cnrs-thales
 http://www.research.thalesgroup.com


-Message d'origine-
De : users [mailto:users-boun...@lists.scilab.org] De la part de Federico Miyara
Envoyé : samedi 12 janvier 2019 07:52
À : Users mailing list for Scilab
Objet : Re: [Scilab-users] improve accuracy of roots


Denis,

I've found the correction here,

https://en.wikipedia.org/wiki/Newton%27s_method

It is useful to accelerate convergence in case of multiple roots, but I 
guess it is not valid to apply it once to improve accuracy because of 
the risk of overshoot.

Regards,

Federico Miyara


On 10/01/2019 10:32, CRETE Denis wrote:
> Hello,
> I tried this correction to the initial roots z:
>
> z-4*(1+z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
>   ans  =
>
>-1. - 1.923D-13i
>-1. + 1.189D-12i
>-1. - 1.189D-12i
>-1. - 1.919D-13i
>
> // Evaluation of new error, (and defining Z as the intended root, i.e. here 
> Z=-1):
> z2=z-4*(z-Z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
> z2 - Z
>   ans  =
>
> 2.233D-08 - 1.923D-13i
>-2.968D-08 + 1.189D-12i
>-2.968D-08 - 1.189D-12i
> 2.131D-08 - 1.919D-13i
>
> The factor 4 in the correction is a bit obscure to me, but it seems to work 
> also for R=(3+p)^4, again with an accuracy on the roots of a ~2E-8.
>
> HTH
> Denis
>
> -Message d'origine-
> De : users [mailto:users-boun...@lists.scilab.org] De la part de Federico 
> Miyara
> Envoyé : jeudi 10 janvier 2019 00:32
> À : users@lists.scilab.org
> Objet : [Scilab-users] improve accuracy of roots
>
>
> Dear all,
>
> Consider this code:
>
> // Define polynomial variable
> p = poly(0, 'p', 'roots');
>
> // Define fourth degree polynomial
> R = (1 + p)^4;
>
> // Find its roots
> z = roots(R)
>
> The result (Scilab 6.0.1) is
>
>z  =
>
> -1.0001886
> -1. + 0.0001886i
> -1. - 0.0001886i
> -0.9998114
>
> It should be something closer to
>
> -1.
> -1.
> -1.
> -1.
>
> Using these roots
>
> C = coeff((p-z(1))*(p-z(2))*(p-z(3))*(p-z(4)))
>
> yield seemingly accurate coefficients
>C  =
>
>  1.   4.   6.   4.   1.
>
>
> but
>
> C - [1  4  6 4 1]
>
> shows the actual error:
>
> ans  =
>
>  3.775D-15   1.243D-14   1.155D-14   4.441D-15   0.
>
> This is acceptable for the coefficients, but the error in the roots is
> too large. Somehow the errors cancel out when  assembling back the
> polynomial but each individual zero should be closer to the theoretical
> value
>
> Is there some way to improve the accuracy?
>
> Regards,
>
> Federico Miyara
>
>
>
>
> ---
> El software de antivirus Avast ha analizado este correo electrónico en busca 
> de virus.
> https://www.avast.com/antivirus
>
> ___
> users mailing list
> users@lists.scilab.org
> http://lists.scilab.org/mailman/listinfo/users
> ___
> users mailing list
> users@lists.scilab.org
> http://lists.scilab.org/mailman/listinfo/users
>
>

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Re: [Scilab-users] improve accuracy of roots

2019-01-11 Thread Federico Miyara



Denis,

I've found the correction here,

https://en.wikipedia.org/wiki/Newton%27s_method

It is useful to accelerate convergence in case of multiple roots, but I 
guess it is not valid to apply it once to improve accuracy because of 
the risk of overshoot.


Regards,

Federico Miyara


On 10/01/2019 10:32, CRETE Denis wrote:

Hello,
I tried this correction to the initial roots z:

z-4*(1+z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
  ans  =

   -1. - 1.923D-13i
   -1. + 1.189D-12i
   -1. - 1.189D-12i
   -1. - 1.919D-13i

// Evaluation of new error, (and defining Z as the intended root, i.e. here 
Z=-1):
z2=z-4*(z-Z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
z2 - Z
  ans  =

2.233D-08 - 1.923D-13i
   -2.968D-08 + 1.189D-12i
   -2.968D-08 - 1.189D-12i
2.131D-08 - 1.919D-13i

The factor 4 in the correction is a bit obscure to me, but it seems to work 
also for R=(3+p)^4, again with an accuracy on the roots of a ~2E-8.

HTH
Denis

-Message d'origine-
De : users [mailto:users-boun...@lists.scilab.org] De la part de Federico Miyara
Envoyé : jeudi 10 janvier 2019 00:32
À : users@lists.scilab.org
Objet : [Scilab-users] improve accuracy of roots


Dear all,

Consider this code:

// Define polynomial variable
p = poly(0, 'p', 'roots');

// Define fourth degree polynomial
R = (1 + p)^4;

// Find its roots
z = roots(R)

The result (Scilab 6.0.1) is

   z  =

-1.0001886
-1. + 0.0001886i
-1. - 0.0001886i
-0.9998114

It should be something closer to

-1.
-1.
-1.
-1.

Using these roots

C = coeff((p-z(1))*(p-z(2))*(p-z(3))*(p-z(4)))

yield seemingly accurate coefficients
   C  =

 1.   4.   6.   4.   1.


but

C - [1  4  6 4 1]

shows the actual error:

ans  =

 3.775D-15   1.243D-14   1.155D-14   4.441D-15   0.

This is acceptable for the coefficients, but the error in the roots is
too large. Somehow the errors cancel out when  assembling back the
polynomial but each individual zero should be closer to the theoretical
value

Is there some way to improve the accuracy?

Regards,

Federico Miyara




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Re: [Scilab-users] improve accuracy of roots

2019-01-11 Thread Federico Miyara


Denis,

Thank you.

If this were really a general solution it would be great, since it 
improves the root accuracy by several orders, but I don't fully get the 
rationale behind this method.


It seems you are trying to apply a variant of the Raphson-Newton method, 
aren't you?


However, in cases like this, in which there are repeated roots, the 
derivative approaches zero as you get closer to the root, but the 
polynomial goes to zero faster.


In that case the factor 4 may imlpy that the next approximation gets 
closer to the actual root. But this is speculation. It could also overshoot.


Regards,

Federico Miyara



On 10/01/2019 10:32, CRETE Denis wrote:

Hello,
I tried this correction to the initial roots z:

z-4*(1+z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
  ans  =

   -1. - 1.923D-13i
   -1. + 1.189D-12i
   -1. - 1.189D-12i
   -1. - 1.919D-13i

// Evaluation of new error, (and defining Z as the intended root, i.e. here 
Z=-1):
z2=z-4*(z-Z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
z2 - Z
  ans  =

2.233D-08 - 1.923D-13i
   -2.968D-08 + 1.189D-12i
   -2.968D-08 - 1.189D-12i
2.131D-08 - 1.919D-13i

The factor 4 in the correction is a bit obscure to me, but it seems to work 
also for R=(3+p)^4, again with an accuracy on the roots of a ~2E-8.

HTH
Denis

-Message d'origine-
De : users [mailto:users-boun...@lists.scilab.org] De la part de Federico Miyara
Envoyé : jeudi 10 janvier 2019 00:32
À :users@lists.scilab.org
Objet : [Scilab-users] improve accuracy of roots


Dear all,

Consider this code:

// Define polynomial variable
p = poly(0, 'p', 'roots');

// Define fourth degree polynomial
R = (1 + p)^4;

// Find its roots
z = roots(R)

The result (Scilab 6.0.1) is

   z  =

-1.0001886
-1. + 0.0001886i
-1. - 0.0001886i
-0.9998114

It should be something closer to

-1.
-1.
-1.
-1.

Using these roots

C = coeff((p-z(1))*(p-z(2))*(p-z(3))*(p-z(4)))

yield seemingly accurate coefficients
   C  =

 1.   4.   6.   4.   1.


but

C - [1  4  6 4 1]

shows the actual error:

ans  =

 3.775D-15   1.243D-14   1.155D-14   4.441D-15   0.

This is acceptable for the coefficients, but the error in the roots is
too large. Somehow the errors cancel out when  assembling back the
polynomial but each individual zero should be closer to the theoretical
value

Is there some way to improve the accuracy?

Regards,

Federico Miyara




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Re: [Scilab-users] improve accuracy of roots

2019-01-10 Thread Stéphane Mottelet

Hi,

This behavior has already been discussed here :

http://bugzilla.scilab.org/show_bug.cgi?id=15349

S.

Le 10/01/2019 à 14:32, CRETE Denis a écrit :

Hello,
I tried this correction to the initial roots z:

z-4*(1+z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
  ans  =

   -1. - 1.923D-13i
   -1. + 1.189D-12i
   -1. - 1.189D-12i
   -1. - 1.919D-13i

// Evaluation of new error, (and defining Z as the intended root, i.e. here 
Z=-1):
z2=z-4*(z-Z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
z2 - Z
  ans  =

2.233D-08 - 1.923D-13i
   -2.968D-08 + 1.189D-12i
   -2.968D-08 - 1.189D-12i
2.131D-08 - 1.919D-13i

The factor 4 in the correction is a bit obscure to me, but it seems to work 
also for R=(3+p)^4, again with an accuracy on the roots of a ~2E-8.

HTH
Denis

-Message d'origine-
De : users [mailto:users-boun...@lists.scilab.org] De la part de Federico Miyara
Envoyé : jeudi 10 janvier 2019 00:32
À : users@lists.scilab.org
Objet : [Scilab-users] improve accuracy of roots


Dear all,

Consider this code:

// Define polynomial variable
p = poly(0, 'p', 'roots');

// Define fourth degree polynomial
R = (1 + p)^4;

// Find its roots
z = roots(R)

The result (Scilab 6.0.1) is

   z  =

-1.0001886
-1. + 0.0001886i
-1. - 0.0001886i
-0.9998114

It should be something closer to

-1.
-1.
-1.
-1.

Using these roots

C = coeff((p-z(1))*(p-z(2))*(p-z(3))*(p-z(4)))

yield seemingly accurate coefficients
   C  =

 1.   4.   6.   4.   1.


but

C - [1  4  6 4 1]

shows the actual error:

ans  =

 3.775D-15   1.243D-14   1.155D-14   4.441D-15   0.

This is acceptable for the coefficients, but the error in the roots is
too large. Somehow the errors cancel out when  assembling back the
polynomial but each individual zero should be closer to the theoretical
value

Is there some way to improve the accuracy?

Regards,

Federico Miyara




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Stéphane Mottelet
Ingénieur de recherche
EA 4297 Transformations Intégrées de la Matière Renouvelable
Département Génie des Procédés Industriels
Sorbonne Universités - Université de Technologie de Compiègne
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Re: [Scilab-users] improve accuracy of roots

2019-01-10 Thread CRETE Denis
Hello,
I tried this correction to the initial roots z:

z-4*(1+z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))')
 ans  =

  -1. - 1.923D-13i
  -1. + 1.189D-12i
  -1. - 1.189D-12i
  -1. - 1.919D-13i

// Evaluation of new error, (and defining Z as the intended root, i.e. here 
Z=-1):
z2=z-4*(z-Z).^4 ./([ones(z),z,z.^2,z.^3]*(C(2:5).*(1:4))') 
z2 - Z
 ans  =

   2.233D-08 - 1.923D-13i
  -2.968D-08 + 1.189D-12i
  -2.968D-08 - 1.189D-12i
   2.131D-08 - 1.919D-13i

The factor 4 in the correction is a bit obscure to me, but it seems to work 
also for R=(3+p)^4, again with an accuracy on the roots of a ~2E-8.

HTH
Denis 

-Message d'origine-
De : users [mailto:users-boun...@lists.scilab.org] De la part de Federico Miyara
Envoyé : jeudi 10 janvier 2019 00:32
À : users@lists.scilab.org
Objet : [Scilab-users] improve accuracy of roots


Dear all,

Consider this code:

// Define polynomial variable
p = poly(0, 'p', 'roots');

// Define fourth degree polynomial
R = (1 + p)^4;

// Find its roots
z = roots(R)

The result (Scilab 6.0.1) is

  z  =

   -1.0001886
   -1. + 0.0001886i
   -1. - 0.0001886i
   -0.9998114

It should be something closer to

   -1.
   -1.
   -1.
   -1.

Using these roots

C = coeff((p-z(1))*(p-z(2))*(p-z(3))*(p-z(4)))

yield seemingly accurate coefficients
  C  =

1.   4.   6.   4.   1.


but

C - [1  4  6 4 1]

shows the actual error:

ans  =

3.775D-15   1.243D-14   1.155D-14   4.441D-15   0.

This is acceptable for the coefficients, but the error in the roots is 
too large. Somehow the errors cancel out when  assembling back the 
polynomial but each individual zero should be closer to the theoretical 
value

Is there some way to improve the accuracy?

Regards,

Federico Miyara




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[Scilab-users] improve accuracy of roots

2019-01-09 Thread Federico Miyara



Dear all,

Consider this code:

// Define polynomial variable
p = poly(0, 'p', 'roots');

// Define fourth degree polynomial
R = (1 + p)^4;

// Find its roots
z = roots(R)

The result (Scilab 6.0.1) is

 z  =

  -1.0001886
  -1. + 0.0001886i
  -1. - 0.0001886i
  -0.9998114

It should be something closer to

  -1.
  -1.
  -1.
  -1.

Using these roots

C = coeff((p-z(1))*(p-z(2))*(p-z(3))*(p-z(4)))

yield seemingly accurate coefficients
 C  =

   1.   4.   6.   4.   1.


but

C - [1  4  6 4 1]

shows the actual error:

ans  =

   3.775D-15   1.243D-14   1.155D-14   4.441D-15   0.

This is acceptable for the coefficients, but the error in the roots is 
too large. Somehow the errors cancel out when  assembling back the 
polynomial but each individual zero should be closer to the theoretical 
value


Is there some way to improve the accuracy?

Regards,

Federico Miyara




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