NANAAug 11, 2014

Accuracy and stability of inversion of power series

arXiv:1408.23761 citationsh-index: 13
Originality Synthesis-oriented
AI Analysis

For numerical analysts and practitioners using power series inversion, this work provides theoretical stability guarantees and identifies instability risks in polynomial root deflation.

This paper proves the numerical stability of power series inversion and provides error bounds, showing that root deflation via polynomial division can cause instabilities relevant to polynomial root finding and finite-difference weights.

This article considers the numerical inversion of the power series $p(x)=1+b_{1}x+b_{2}x^{2}+\cdots$ to compute the inverse series $q(x)$ satisfying $p(x)q(x)=1$. Numerical inversion is a special case of triangular back-substitution, which has been known for its beguiling numerical stability since the classic work of Wilkinson (1961). We prove the numerical stability of inversion of power series and obtain bounds on numerical error. A range of examples show these bounds to be quite good. When $p(x)$ is a polynomial and $x=a$ is a root with $p(a)=0$, we show that root deflation via the simple division $p(x)/(x-a)$ can trigger instabilities relevant to polynomial root finding and computation of finite-difference weights. When $p(x)$ is a polynomial, the accuracy of the computed inverse $q(x)$ is connected to the pseudozeros of $p(x)$.

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