We will only consider \textit{square} systems of polynomial equations, i.e. systems of $n$ polynomial equations in $n$ variables, although or over- or under-determined systems can
often be solved by reducing them to square systems, by respectively choosing a suitable square subsystem or squaring it by adding equations. Morever, we will restrict ourselves to
There are many ways to choose the "simpler" system, from now on called a \textit{start system}, but in general we can observe that, by Bezout's theorem, a system
where $x:=(x_1,\ldots,x_n)$ and $t\in[0,1].$ This is such that the roots of $H(x,0)=G(x)$ are known, and the roots of $H(x,1)=F(x)$ are the solutions of the original system (the
reason why we place the start system at $t=0$ and the original system at $t=1$ is that we need higher numerical precision for the solutions of the original system, and there are more
floating point numbers near to $t=0$; see \cite{BertiniBook}, p. 33).
define a curve $z(t)$ in $\C^n$ by the equation \begin{equation}\label{eq:h2} H(z(t),t)=0,\end{equation} so that in order to approximate the roots of $F$ it is enough to numerically track $z(t)$.
To do so, we derive the expression \eqref{eq:h2} with respect to $t$, and get the \textit{Davidenko Differential Equation}
This is a system of $n$ first-order differential equations, which can be solved numerically for $z(t)$ as an initial value problem, which is called \textit{path tracking}.
While \eqref{eq:h1} is a fine choice of a homotopy, it's not what it's called a \textit{good homotopy}: in order to ensure that the solution paths $z(t)$ for different roots
a root $z_0$ of the start system by solving the initial value problem associated to the Davidenko differential equation \eqref{eq:dav} with starting value $z_0$ and
This will be done numerically, by using a first-order predictor-corrector tracking method, whose typical iteration goes like this:
\begin{itemize}
\item\textbf{Predictor:} we first apply Euler's method to get an approximation $\widetilde{z}_i$ of the next value of the solution path;
\item\textbf{Corrector:} we then use Newton's method to correct $\widetilde{z}_i$ using equation \eqref{eq:h2}, so that it becomes a good approximation $z_i$ of the next value of the solution path.
\end{itemize}
In the following sections, we go into more detail on each of these steps.
Recall that Euler's method consists in approximating the solution of the initial value problem associated to a system of first-order ordinary differential equations
In the case of the Davidenko equation \eqref{eq:dav}, we have
$$f(z,t)=-\left(\frac{\partial H}{\partial z}(z,t)\right)^{-1}\frac{\partial H}{\partial t}(z,t)$$ and $t_0=1$, since we are tracking from $1$ to $0$. For the same
In order to improve the efficiency of the method, we will use an adaptive step size, which is based on the norm of the residual of Newton's iteration.
If the desired accuracy is not reached (say, when the norm of $H(z_i,t_i)$ is bigger than $10^{-8}$),
then we halve the step size; if instead we have 5 "successful" iterations in a row, we double the step size.
\section{Testing the method}
To test the method and its scalability, we first launched it on a single-threaded machine, then one a multi-threaded one, and finally parallelized it on a Cluster, whose specifications can be found in the
\hyperref[sec:hw]{Hardware} section.
The latter was done by using the Julia package \textit{Distributed.jl} to parallelize the tracking of the roots on separate nodes, and the \texttt{SlurmClusterManager} package, which allows
to run Julia code using the \texttt{Slurm} workload manager.
In order to scale the method to larger systems, we also implemented a random polynomial generator, which can be found in \hyperref[sec:random]{random-poly.jl}; these were the
systems used to evaluate the performance of the parallel implementation.
For sake of visualization, a set of smaller tests was run, in addition to the parallel ones, on a single-threaded machine and a multi-threaded one (using the \texttt{@threads}
macro from the \textit{Threads.jl} package on the root tracking \texttt{for} loop in the file \hyperref[sec:listing]{solve.jl}); however the multi-threaded runs didn't improve the
performance on these smaller systems, as the overhead of the multi-threading was too big compared to the actual computation time.
Here are the plots for the solutions of four different 2x2 systems for the single-threaded and multi-threaded cases, with the corresponding systems and the real solutions shown in
Below are the plotted residual norms for the solutions of a randomly generated 3x3 system for the parallelized runs, compared with single-threaded runs for the same systems (the
latter were run on a single node of the cluster):
The running times for the parallel runs are the following:
For the single-threaded runs, the code was executed on a laptop with an Intel Core i7-3520M CPU @ 3.60GHz and 6 GB of RAM.
The multithreaded runs were tested on a desktop with an AMD FX-8350 CPU @ 4.00GHz with 4 cores and 8 threads, and 12 GB of RAM.
Finally, the parallel computations were run on a cluster with 20 nodes, each having a CPU @ 1.008GHz with 4 Performance cores, 2 efficiency cores and 4 GB of RAM.
\bibitem{BertiniBook} Bates, Daniel J. \textit{Numerically solving polynomial systems with Bertini}. SIAM, Society for Industrial Applied Mathematics, 2013.
