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Topic: How to find all roots of this high order polynomial equation?
Replies: 1   Last Post: Apr 19, 2012 1:08 AM

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Posts: 327
Registered: 10/6/05
How to find all roots of this high order polynomial equation?
Posted: Apr 18, 2012 11:47 PM
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Hi all,

I need to find all real $u$'s, such that


where $$\sum_{i=1}^{n}{w_{i}^2}=1$$ and w_{i}'s and e_{i}'s are given.

My questions are: are there systematic way of finding all possible
solutions $u?$

$u$ is unconstrained... all the rest are given...

For n large (thousands), what's the most numerically reliable way to
systematically find all the real roots?

I am thinking of reversing the eigenvalue decomposition thru
characteristic polynomial...

But is that method stable/reliable?

[Edit] One step further - are there any shortcuts?

Now I need to find a number $u$, such that


And I am looking for real numbers $u$...

And after finding all these roots $u$'s,

I would like to compare all of the following:


and find one of the roots u* which maximizes the above expression?

Any possible shortcuts?


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