Polynomial Root-finding with the Jenkins-Traub Algorithm

The Jenkins-Traub Algorithm is a standard in the field of numerical computation of

polynomial roots, fundamentally developed as a numerical algorithm specifically for the task
of computing polynomial roots. In other words, (i) because it was planned from the outset
for numerical purposes rather than being simply an adaptation of an analytic formula, it is
extremely robus t, effectively minimizing the effects of computer round-off error, while (ii)
also being extremely efficient compared to more general methods not written specifically for
the task of computing polynomial roots; in fact, the algorithm converges to polynomial roots
at a rate better than quadratic. Furthermore, since being introduced over thirty years ago,
the algorithm has had time to be rigorously tested and has successfully proven its quality;
as a result, it has gained a wide distribution as evidenced by its incorporation in commercial
software products and the posting on the NETLIB website of source code for programs
based on the algorithm.

An Introduction to the Field of Root-finding

Given a function which is defined in terms of one or more independent variables, the
roots (also called zeros) of the equation are the values of the independent variable(s) for
which the function equals 0:

f(z 1, z2, z3, z4, z5, . . . ) = 0

Note that, in general, the z values are complex numbers, comprised of real and
imaginary components (indicated by the “i”): z = x + iy.

Consider the following equation:

2z1 + 0.5 z2 z3 + 3.14 z42 + 1.414 ln(z5) = 23

The values of z1, z2, z3, z4, and z5 which satisfy this equation may not be possible by
analytical methods, so the equation would be rearranged into the following form:

2z1 + 0.5 z2 z3 + 3.14 z42 + 1.414 ln(z5) - 23 = 0

which is of the form

f(z 1, z2, z3, z4, z5) = 0

Once in this form (the standard form), solving the original equation becomes a
matter of finding the z1, z2, z3, z4, and z5 values for which f equals 0, and well-developed
fields of mathematics and computer science provide several root-finding techniques for
solving such a problem. Note that since the theme of this article is polynomial root-finding,
further examples will focus on single-variable equations, specifically, polynomials.
Root-finding Techniques

Analytical Root-finding Techniques

Consider the following quadratic equation:

f(z) = z2 + z - 2

This equation is a second-degree polynomial–the highest power applied to the

independent variable is 2. Consequently, this equation has two roots; an n-degree
polynomial equation has n roots.

Because the equation is a simple polynomial, a first approach to finding its zeros
might be to put the equation into the form (z - "1)(z - "2) and make a few educated
guesses; a person could quickly determine that "1 = 1 (a strictly real result) is one root of
this equation. This root could then be divided out of the original polynomial

(z2 + z - 2)/(z - 1) = (z + 2)

to yield the second root: "2 = -2.

In this simple example, the two roots were found easily; the second root was found
immediately after the first one was known. However, in most real-world problems the roots
of a quadratic are not found so easily. Furthermore, in problems where the original
polynomial is of degree greater than two, when one root is found, the other roots do not
follow immediately--more sophisticated techniques are required.

Among the techniques available are analytical ones, in other words, techniques that yield
explicit, algebraic results. For example, in the case of a quadratic equation, explicit
expressions for the two roots are possible via the Quadratic Formula: once a quadratic
equation is arranged into the standard form

a z2 + b z + c = 0

(a, b, and c are known constants), the two roots are found via the Q uadratic Formula:

The quantity within the square root sign (b2 - 4ac) is called the discriminant and determines
whether the solution is complex or strictly real. If the discriminant is less than 0, the
numerator contains an imaginary component and the roots are, therefore, complex. If the
discriminant is greater than or equal to 0, the solutions are real. In fact, if the discriminant is
0, the two roots are real and equal:
 "1 = (-b + %0)/(2a) = -b/(2a)
"2 = (-b - %0)/(2a) = -b/(2a)

In addition to the Q uadratic Formula for quadratic equations, analogous formulae

exist for polynomials of degree three and four. However, for polynomials of degree five and
higher, analytical solutions are not possible (except in special cases), only numerical
solutions are possible.

Numerical Root-finding Techniques

For the multitude of real-world problems that are not amenable to an analytical
solution, numerical root-finding is a well-developed field offering a wide variety of tools from
which to choose; many computer programs written for the computation of roots are based
on algorithms that make them applicable to the computation of roots of functions in addition
to polynomials, and virtually all of them employ an iterative approach that terminates once
the desired degree of tolerance has been achieved. For example, the bisection method is a
simple and reliable method for computing roots of a function when they are known ahead
of time to be real only. The algorithm starts with the assumption that a zero is somewhere
on a user-supplied interval [a,b]. In other words, the function value f(a) is of the opposite
sign of f(b)–in going from a to b, f either goes from being positive to being negative, or it
goes from being negative to being positive. A point, m, in the middle of the interval [a,b] is
then selected. The function is evaluated at point m: f(m). If the sign of f(m) is the same as
the sign of f(a), the desired zero is not in the interval [a,m]. In this case, the interval is cut in
half and the new interval becomes [m,b]. O n the other hand, if the sign of f(m) is not the
same as the sign of f(a), the desired zero is in the interval [a,m]. In this case, the interval is
cut in half and the new interval becomes [a,m]. This process is repeated until either the
interval converges to a desired tolerance or a value of f is found that is within an acceptable
tolerance, in which case the value of z at this point is the value returned by the program as
the root.

In addition to the bisection method, more elegant–and faster converging–techniques

are available: the False Position method, Brent’s method, the Newton-Raphson method, the
secant method, and others. T he Newton-Raphson method uses the function and its
derivative to quickly converge to a solution. This method is good for situations in which the
derivatives are either known or can be calculated with a low computational cost. In other
situations, the cost of computing derivatives may be too high. The secant method, by
comparison, does not require the use of derivatives, but the calculation of each iterate
requires the use of the two previous iterates and does not converge to a solution as quickly
as the Newton-Raphson method. In some situations, this method, too, may be deemed
impractical. Usually, when some thought is given to a problem, a particular technique can
be applied to it that is more appropriate than another. In fact, for some problems, one
technique may fail to find a solution at all, whereas another technique will succeed. For
other problems, several techniques may, indeed, be able to solve the problem and the
numerical analyst may select the one that is simply more computationally efficient.
The Jenkins-Traub Algorithm

The field of numerical root-finding is so well-developed that the use of a good-quality

numerical program is recommended–when numerical results are sought--even when an
analytical solution to a problem is known. In other words, even though an analytical solution
to, say, the quartic equation exists, writing a computer program that simply implements the
textbook formula is not recommended; computer round-off errors often render results of
such programs meaningless. The use of a robust numerical program, based upon sound
theory and an excellent algorithm, and coded to thoroughly deal with computer round-off
errors, is the recommended action. The Jenkins-Traub Algorithm is such an algorithm; it is
a three-stage, extremely effective, globally convergent algorithm designed specifically for
computing the roots of polynomials.

Stage One is the “No Shift” stage; the main purpose of this stage is to accentuate the
smaller zeros. The search for a zero is started by taking an initial guess of 0 for a fixed
number, M, of iterations (M is usually assigned the value 5 on the basis of numerical
experience1).

Stage T wo is the “Fixed Shift” stage, the purpose of this stage is to separate zeros of equal
or almost equal magnitude. As a starting point in this stage, the following value is used:

s = $ exp(i2)

$ is a lower bound on the magnitudes of the probable zeros in the cluster.

2 could be taken at random, since the cluster could be anywhere in the complex plane;
however, in practice 2 is usually initialized to 49o, putting s near the middle of the first
quadrant of the complex plane. After a certain number of iterations, if s does not converge
to a root, s is assigned a new value by increasing 2 by 94o. Repeated attempts would have
the search for a root start with points in all four quadrants of the complex plane until the
search is returned to the first quadrant. Should the search, indeed, return to the first
quadrant, successive cycles start at points 16 o away from the starting point of the preceding
cycle.

Stage T hree is the “Variable Shift” stage, which is terminated when the computed value of
the polynomial at a possible zero is less than or equal to a specified bound.

In addition to the three fundamental stages around which it was developed, the
Jenkins-Traub Algorithm incorporates several other techniques for making it as effective as
possible. O ne of those techniques is deflation of the polynomial by synthetic division each
time a root is found. Consider the following monic polynomial:

zn +a n-1 zn-1 + an-2 zn-2 + a n-3 zn-3 + . . . + a 1 z + a 0 = 0

The a i are known constants and, in general, are complex.

Now say the root z1 (z1 = x + iy) has been found. Synthetic division would be employed to
divide that root out of the original polynomial:
 (zn + a n-1 zn-1 + an-2 zn-2 + an-3 zn-3 + . . . a0)/(z - z1)

to yield

b n-1 zn-1 + b n-2 zn-2 + b n-3 zn-3 + . . . b0

The b i are new constants. The root-finding process is then repeated on this
new–simpler–polynomial. As each root is found, the polynomial becomes successively
simpler and each successive iteration of the algorithm involves, in general, fewer
computations.

For polynomials whose coefficients are real only, when a complex root is found (z1 =
x + iy), an additional benefit arises: that root’s complex conjugate is also a root (z2 = x - iy).
In other words, two roots are computed–and the polynomial can be deflated by two
degrees–in a single iteration of the algorithm. Furthermore, this deflation involves real only,
rather than complex, operations; the product of these two roots is a real quadratic equation:

(z - z1)(z - z2) = z2 - 2xz + (x2 + y2)

In this case, synthetic division is employed on the polynomial as follows:

(a n zn + a n-1 zn-1 + a n-2 zn-2 + a n-3 zn-3 + . . . a 0)/(z2 - 2xz + (x2 + y2))

In fact, for computing roots of polynomials which have only real coefficients, a modified
version of the Jenkins-Traub Algorithm has been written which incorporates several
features that take advantage of the characteristics of real-only polynomials to yield
significant decreases in program execution time; “If the complex and real algorithms are
applied to the same real polynomial, the real algorithm is about four times as fast.” (4)

The Jenkins-Traub Algorithm not only deflates the polynomial as roots are computed, it
computes the roots roughly in order of increasing magnitude. T his approach is taken
because deflation of a polynomial can be unstable unless done by factors in order of
increasing magnitude. By starting the search for roots with an initial guess of 0, as is done
in Stage One, roots are, indeed, computed roughly in order of increasing magnitude, the
factors by which the polynomial is successively deflated are roughly in order of increasing
magnitude--the deflation of the polynomial is made quite stable.

As a quick check of the effectiveness of the Jenkins-Traub Algorithm, consider a contrived

numerical example:

f(z) = (z - 1.001)(z - 0.998)(z - 1.00002)(z - 0.99999)

The roots of this polynomial are very close and should test how effectively the algorithm
discerns near-multiple roots:
 1.001
0.998
1.00002
0.99999

In addition, the polynomial is real-only so that readers may confirm the results with a free,
ready-to-use, online Javascript program (URL given below).

Expanded, the test polynomial becomes

z^4 - 3.99901z^3 + 5.9970279898z^2 - 3.9970259795802z + 0.9990079897802004

and the solutions computed by the Javascript root-finder follow:

0.9980051486669109
0.9998618452719573
1.0001539207016332
1.0009890853594987

The program, in fact, did a very good job:

(i) no errors were returned,
(ii) no erroneous imaginary components were found,
(iii) four distinct roots were computed, and
(iv) the computed roots are extremely close to the exact roots (round-off errors are
unavoidable).

Conclusion

Since its introduction in 1969 (in Michael Jenkins’ PhD thesis) the Jenkins-Traub Algorithm
has been rigorously tested and has proven itself as an excellent algorithm for the
computation of the roots of polynomials. It is extremely robust, is globally convergent for any
distribution of zeros, and converges at a better than quadratic rate. Attesting to its high
quality is the fact that source code for programs (written in FOR TR AN) based on the
algorithm have been posted on the NETLIB site, a repository of high-quality numerical
programs; the complex coefficient version is posted as CPOLY
(http://www.netlib.org/toms/419) and a real coefficient only version has been posted as
RPOLY (http://www.netlib.org/toms/493). Translations into C++ and Javascript are also
available; for example, Polynomial Root-finder (http://www.akiti.ca/PolyRootRe.html) is a
Javascript translation of RPO LY and has been successfully tested with data published in
Jenkins’ PhD thesis. In addition, the algorithm is incorporated in commercial software
products (i.e. - Mathematica). The proven effectiveness of the Jenkins-Traub Algorithm and
its wide-spread distribution make it an extremely important tool in the toolbox of numerical
analysts.
References

1) “A First Course in Numerical Analysis. Second Edition”

Anthony Ralston and Philip Rabinowitz
McG raw-Hill Book Company
New York
1978

2) “Numerical Methods and Software”

David Kahaner, Cleve Moler, Stephen Nash
Prentice-Hall, Inc.
Englewood C liffs , New Jersey
1989

3) “Numerical Recipes. The Art of Scientific C omputing.”

W illiam H. Press, Brian P. Flannery, Saul A. Teukolsky, and W illiam T. Vetterling
Cambridge University Press
New York
1986

4)
W ikipedia
http://en.wikipedia.org/wiki/Jenkins-Traub_Algorithm_for_Polynomial_Zeros

5) Jenkins, M.A. Three-stage variable-shift iterations for the solution of polynomial

equations with a posteriori error bounds for the zeros. Diss ., Rep. CS 138, Comput. Sci.
Dep., Stanford U., Stanford, Cal., 1969.