HOMPACK: A Suite of Codes for Globally Convergent Homotopy Algorithms
Watson, Layne T.
Billups, Stephen C.
Morgan, Alexander P.
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There are algorithms for finding zeros or fixed points of nonlinear systems of equations that are globally convergent for almost all starting points, i.e., with probability one. The essence of all such algorithms is the construction of an appropriate homotoppy map and then tracking some smooth curve in the zero set of this homotopy map. HOMPACK provides three qualitatively different algorithms for tracking the homotopy zero curve: ordinary differential equation based, normal flow, and augmented Jacobian matrix. Separate routines are also provided for dense and sparse Jacobian matrices. A high level driver is included for the special case of polynomial systems.