# path trackers and sweep homotopies¶

Homotopy continuation methods are applied to solve a polynomial system. The module phcpy.trackers exports the path trackers of PHCpack. The functions in this module track paths defined by artificial-parameter homotopies, of the form

$h(x,t) = \gamma (1-t) g(x) + t f(x) = 0,$

where $$\gamma$$ is a randomly generated complex constant. The artificial parameter $$t$$ goes from zero to one, from the known solutions of the start system $$g(x) = 0$$ to the solutions of the target system $$f(x) = 0$$.

The module phcpy.sweepers exports the sweep homotopies. A sweep homotopy is a natural parameter homotopy. Its application is to track solution paths from one set of values for the parameters to another set of values for the parameters.

The tracking of solution paths defined by an artificial-parameter homotopy apply an increment-and-fix method: the continuation parameter $$t$$ is incremented by the predictor and remains fixed in the corrector. The tracking of solution paths defined by a sweep homotopy apply arc length parameter continuation.

## a simple example¶

The example session below illustrates the computation of the intersection of an ellipse with a parabola. A homotopy method based on the total degree replaces the two given quadratic equations for the ellipse and the parabola by a configuration of lines that has exactly as many solutions as the expected number of intersection points. The homotopy connects the given system with the equations of the simpler configuration, which define the start system. Continuation methods track the paths starting at the solutions of the start system to the solutions of the target system.

>>> from phcpy.solver import total_degree
>>> from phcpy.solver import total_degree_start_system
>>> from phcpy.trackers import track
>>> p = ['x^2 + 4*y^2 - 4;', '2*y^2 - x;']
>>> d = total_degree(p)
>>> d
4
>>> (q, qsols) = total_degree_start_system(p)
>>> len(qsols)
4
>>> q
['x^2 - 1;', 'y^2 - 1;']
>>> s = track(p, q, qsols)
>>> len(s)
4
>>> for sol in s: print(sol)
...
t :  1.00000000000000E+00   0.00000000000000E+00
m : 1
the solution for t :
x :  1.23606797749979E+00   0.00000000000000E+00
y :  7.86151377757423E-01   0.00000000000000E+00
== err :  1.309E-16 = rco :  1.998E-01 = res :  4.441E-16 =
t :  1.00000000000000E+00   0.00000000000000E+00
m : 1
the solution for t :
x :  1.23606797749979E+00   0.00000000000000E+00
y : -7.86151377757423E-01   0.00000000000000E+00
== err :  1.309E-16 = rco :  1.998E-01 = res :  4.441E-16 =
t :  1.00000000000000E+00   0.00000000000000E+00
m : 1
the solution for t :
x : -3.23606797749979E+00   0.00000000000000E+00
y :  0.00000000000000E+00   1.27201964951407E+00
== err :  1.505E-36 = rco :  1.079E-01 = res :  0.000E+00 =
t :  1.00000000000000E+00   0.00000000000000E+00
m : 1
the solution for t :
x : -3.23606797749979E+00   0.00000000000000E+00
y :  0.00000000000000E+00  -1.27201964951407E+00
== err :  1.505E-36 = rco :  1.079E-01 = res :  0.000E+00 =


As expected when we intersect two quadratic equations, we find four intersection points. The coordinates of the solutions are complex numbers, listed as two consecutive floating-point numbers in scientific notation. The two consecutive numbers approximate the real and imaginary part of the complex number. In the four solutions above, observe that two solutions are real and two solutions are complex conjugate.

Note that the start system q in ['x^2 - 1;', 'y^2 - 1;'] has four real solutions, while the system p we solve had two complex conjugate solutions. If we connect p to q with a real homotopy, then at some point along the path, two real solutions have to turn into a pair of complex conjugate solutions. Multiplying the start system with a random complex constant, we avoid the singularities along the solution paths. The side effect of this multiplication is that different constants will results in different orders of the solutions at the end. For example:

>>> from phcpy.solver import total_degree_start_system
>>> from phcpy.trackers import track
>>> p = ['x^2 + 4*y^2 - 4;', '2*y^2 - x;']
>>> (q,qsols) = total_degree_start_system(p)
>>> s1 = track(p, q, [qsols])
>>> print(s1)
t :  1.00000000000000E+00   0.00000000000000E+00
m : 1
the solution for t :
x :  1.23606797749979E+00   0.00000000000000E+00
y :  7.86151377757423E-01   0.00000000000000E+00
== err :  1.383E-16 = rco :  1.998E-01 = res :  2.220E-16 =
>>> s2 = track(p,q,[qsols])
>>> print(s2)
t :  1.00000000000000E+00   0.00000000000000E+00
m : 1
the solution for t :
x : -3.23606797749979E+00   0.00000000000000E+00
y :  0.00000000000000E+00   1.27201964951407E+00
== err :  4.815E-35 = rco :  1.079E-01 = res :  0.000E+00 =


## fixing the gamma constant¶

To avoid this side effect, track accepts a complex value as its last argument for the so-called gamma constant. As a continuation of the session from above:

>>> s3 = track(p, q, [qsols], gamma=complex(0.824372806319,0.56604723848934))
>>> print(s3)
t :  1.00000000000000E+00   0.00000000000000E+00
m : 1
the solution for t :
x : -3.23606797749979E+00   0.00000000000000E+00
y :  0.00000000000000E+00   1.27201964951407E+00
== err :  0.000E+00 = rco :  1.079E-01 = res :  0.000E+00 =


If we track all solution paths one after the other, each time calling track with the same value for gamma, then all solutions will be found.

## give the next solution on a path¶

The track function follows a solution path till the end. Often it could be useful to view all intermediate solutions computed along a path. The functions next_standard_solution(), next_dobldobl_solution(), next_quaddobl_solution(), and next_multprec_solution(), implement generators for the path trackers in standard double, double double, quad double precision, and arbitrary multiprecision respectively. With these next_ functions, the user not only gets all solutions along a path, but also receives control of the order of execution. Before the application of next_, one must initialize the homotopy with target and start system and give an initial start solution. The session below illustrates the use of this generator:

>>> from phcpy.solver import total_degree_start_system
>>> p = ['x**2 + 4*x**2 - 4;', '2*y**2 - x;']
>>> (q, s) = total_degree_start_system(p)
>>> from phcpy.trackers import initialize_standard_tracker
>>> from phcpy.trackers import initialize_standard_solution
>>> from phcpy.trackers import next_standard_solution
>>> initialize_standard_tracker(p, q)
>>> initialize_standard_solution(len(p), s)
>>> s1 = next_standard_solution()
>>> print(s1)
t :  1.00000000000000E-01   0.00000000000000E+00
m : 1
the solution for t :
x :  9.96338438384030E-01   4.70831004481527E-03
y :  9.96408320626402E-01   4.95310952563875E-03
== err :  2.375E-05 = rco :  1.000E+00 = res :  3.619E-10 =
>>> print(next_standard_solution())
't :  2.00000000000000E-01   0.00000000000000E+00
m : 1
the solution for t :
x :  9.80919860804043E-01   1.78496473654540E-02
y :  9.81218221286503E-01   2.32056259678926E-02
== err :  1.671E-08 = rco :  1.000E+00 = res :  1.424E-16 ='
>>> print(next_standard_solution())
t :  3.00000000000000E-01   0.00000000000000E+00
m : 1
the solution for t :
x :  9.51909891692765E-01   2.71534790078036E-02
y :  9.42895891640611E-01   5.51080014180090E-02
== err :  4.812E-09 = rco :  1.000E+00 = res :  1.665E-16 =


In the session above, we see the solutions s1 for t = 0.1, and two other solutions for consecutive values 0.2 and 0.3 for t. If we continue the session from above with the second start solution in s, we can select the first 11 points along the path and view all values for x of the solutions:

>>> initialize_standard_solution(len(p), s)
>>> points = [next_standard_solution() for i in range(11)]
>>> from phcpy.solutions import strsol2dict
>>> dicpts = [strsol2dict(sol) for sol in points]
>>> xvals = [sol['x'] for sol in dicpts]
>>> for x in xvals: print(x)
...
(0.996338438384+0.00470831004482j)
(0.980919860804+0.0178496473655j)
(0.951909891693+0.0271534790078j)
(0.924234166108+0.0231054530961j)
(0.908102639672+0.0141598112703j)
(0.90039366434+0.00726313574566j)
(0.896843555845+0.00320608226584j)
(0.895239133202+0.00112430968375j)
(0.894586634218+0.000224845127444j)
(0.894427191-2.20881053462e-28j)
(0.894427191+0j)


We see that the last two values differ little from each other because we arrived at the end of the path. To test whether at the end of a path, it suffices to check whether the value for t equals one.

The real parts of the four paths are shown in Fig. 12 Three of the paths converge to the triple solution (1,2). Fig. 12 The real parts of four solution paths.

The code used to make the plot (using matplotlib) is below:

p = ['x^2 + y - 3;', 'x + 0.125*y^2 - 1.5;']
print('constructing a total degree start system ...')
from phcpy.solver import total_degree_start_system as tds
q, qsols = tds(p)
print('number of start solutions :', len(qsols))
from phcpy.trackers import initialize_standard_tracker
from phcpy.trackers import initialize_standard_solution
from phcpy.trackers import next_standard_solution
initialize_standard_tracker(p, q, False)
from phcpy.solutions import strsol2dict
import matplotlib.pyplot as plt
plt.ion()
fig = plt.figure()
for k in range(len(qsols)):
if(k == 0):
elif(k == 1):
elif(k == 2):
elif(k == 3):
startsol = qsols[k]
initialize_standard_solution(len(p),startsol)
dictsol = strsol2dict(startsol)
xpoints =  [dictsol['x']]
ypoints =  [dictsol['y']]
for k in range(300):
ns = next_standard_solution()
dictsol = strsol2dict(ns)
xpoints.append(dictsol['x'])
ypoints.append(dictsol['y'])
tval = dictsol['t'].real
if(tval == 1.0):
break
print(ns)
xre = [point.real for point in xpoints]
yre = [point.real for point in ypoints]
axs.set_xlim(min(xre)-0.3, max(xre)+0.3)
axs.set_ylim(min(yre)-0.3, max(yre)+0.3)
dots, = axs.plot(xre,yre,'r-')
fig.canvas.draw()
fig.canvas.draw()


With False in initialize_standard_tracker(p, q, False) the option to generate a fixed gamma constant is turned off, so rerunning the same code will generate other random constants and produce different plots.

To set the value of the gamma constant to a specific value, e.g.: (-0.853618933016554-0.52089799116111j), do the following.

gamma = (-0.853618933016554-0.52089799116111j)
initialize_standard_tracker(target, start, False, gamma.real, gamma.imag)


## solving with polyhedral homotopies¶

Below is an interactive session to illustrate the solving with polyhedral homotopies.

>>> p = ['x^3*y^2 - 3*x^3 + 7;','x*y^3 + 6*y^3 - 9;']
>>> from phcpy.solver import mixed_volume
>>> mixed_volume(p)
11
>>> from phcpy.solver import random_coefficient_system
>>> (q,qsols) = random_coefficient_system(silent=True)
>>> len(qsols)
11
>>> from phcpy.trackers import track
>>> psols = track(p,q,qsols)
>>> len(psols)
11
>>> print(psols)
t :  1.00000000000000E+00   0.00000000000000E+00
m : 1
the solution for t :
x : -7.33932797408386E-01  -9.84310202527377E-01
y : -6.56632351304388E-01   9.90969278772793E-01
== err :  1.938E-16 = rco :  5.402E-01 = res :  2.102E-15 =


## Newton’s method at higher precision¶

We can apply one Newton step with higher precision to improve the accuracy of the solutions. Doubling the precision:

>>> psols_dd = newton_step(p,psols,precision='dd')
== err :  4.380E-15 = rco :  4.624E-01 = res :  4.239E-28 =
== err :  5.190E-15 = rco :  3.266E-03 = res :  3.342E-27 =
== err :  5.051E-15 = rco :  1.978E-02 = res :  2.727E-28 =
== err :  4.306E-15 = rco :  3.778E-01 = res :  3.768E-28 =
== err :  5.015E-16 = rco :  5.402E-01 = res :  3.525E-30 =
== err :  5.015E-16 = rco :  5.402E-01 = res :  3.525E-30 =
== err :  4.187E-15 = rco :  6.236E-01 = res :  4.236E-28 =
== err :  4.187E-15 = rco :  6.236E-01 = res :  4.236E-28 =
== err :  4.611E-15 = rco :  5.158E-01 = res :  2.719E-28 =
== err :  4.306E-15 = rco :  3.778E-01 = res :  3.768E-28 =
== err :  4.611E-15 = rco :  5.158E-01 = res :  2.719E-28 =


We see that the residual (the parameter res) drops for every solution.

Below is an illustration of the use of linear-product start systems:

>>> p = ['x*y^3 + y - 2;', 'x^3*y + x - 8;']
>>> from phcpy.solver import linear_product_root_count
>>> r = linear_product_root_count(p)
a supporting set structure :
{ x }{ y }{ y }{ y }
{ x }{ x }{ x }{ y }
the root count : 10
>>> from phcpy.solver import random_linear_product_system
>>> (q,qsols) = random_linear_product_system(p)
>>> len(qsols)
10
>>> from phcpy.trackers import track
>>> psols = track(p,q,qsols)
>>> len(psols)
10
>>> from phcpy.solver import newton_step
>>> psols_dd = newton_step(p,psols,precision='dd')
== err :  6.197E-15 = rco :  1.606E-01 = res :  2.268E-28 =
== err :  6.197E-15 = rco :  1.606E-01 = res :  1.446E-28 =
== err :  2.453E-15 = rco :  2.699E-01 = res :  7.116E-29 =
== err :  5.269E-15 = rco :  2.918E-01 = res :  1.374E-28 =
== err :  2.453E-15 = rco :  2.699E-01 = res :  7.116E-29 =
== err :  4.108E-15 = rco :  2.707E-01 = res :  9.348E-29 =
== err :  5.855E+30 = rco :  1.078E-92 = res :  7.123E+93 =
== err :  2.332E-15 = rco :  2.877E-01 = res :  2.931E-29 =
== err :  5.269E-15 = rco :  2.918E-01 = res :  1.374E-28 =
== err :  6.753E+29 = rco :  5.037E-91 = res :  2.547E+90 =


Looking at the values for err and res we see huge values for two solutions which are spurious.

Last but certainly not least, consider the application of multitasking to path tracking. On the benchmark problem of cyclic 7-roots:

$time python trackcyclic7.py number of start solutions : 924 starting the path tracking with 1 task(s) ... tracked 924 solution paths real 0m7.147s user 0m7.126s sys 0m0.016s$ time python trackcyclic7.py 2
number of start solutions : 924
starting the path tracking with 2 task(s) ...
tracked 924 solution paths

real    0m3.927s
user    0m7.640s
sys     0m0.017s


Observe that the wall clock time (the time following the real), is cut almost in half when 2 tasks are used. The script is below:

from sys import argv
if(len(argv) == 1):
else:
from phcpy.phcpy2c import py2c_copy_target_system_to_container
from phcpy.phcpy2c import py2c_copy_start_system_to_container
from phcpy.phcpy2c import py2c_copy_start_solutions_to_container
from phcpy.phcpy2c import py2c_solcon_number_of_solutions
from phcpy.trackers import standard_double_track
cyclic7 = '/Users/jan/PHCv2/Demo/cyclic7'
cyclic7q = '/Users/jan/PHCv2/Demo/cyclic7q'
fail = py2c_copy_target_system_to_container()
fail = py2c_copy_start_system_to_container()
fail = py2c_copy_start_solutions_to_container()
print('number of start solutions :', py2c_solcon_number_of_solutions())
endsols = standard_double_track(target, start, sols, 0, nbtasks)
print('tracked', len(endsols), 'solution paths')


## GPU accelerated path tracking¶

The script below illustrates the call to the GPU accelerated path trackers. As input, the location of a random coefficient system (as obtained via the polyhedral homotopies) is needed. With this random coefficient system, we have an artificial-parameter homotopy that defines 35,940 solution paths to solve the cyclic 10-roots problem.

GPU = 1 # use the GPU
DIR = '/home/jan/Problems/GPUdata/MultiPath' # location of systems
from phcpy.phcpy2c \
from phcpy.phcpy2c \
cyc10tarfile = DIR + '/cyclic10.target'
cyc10stafile = DIR + '/cyclic10.start'
print('the cyclic 10-roots problem :')
for pol in cyc10:
print(pol)
print('a start system for the cyclic 10-roots problem :')
for pol in cyc10q:
print(pol)
print('number of start solutions :', len(cyc10qsols))
print('the first solution :')
print(cyc10qsols)
print('calling the path tracker...')
if(GPU == 0):
else:
from phcpy.trackers import gpu_double_track
cyc10sols = gpu_double_track(cyc10,cyc10q,cyc10qsols,verbose=0)
print('number of solutions :', len(cyc10sols))
for sol in cyc10sols:
print(sol)


## sweep homotopies¶

A sweep homotopy is a family of polynomial systems with a least one natural parameter and one artificial parameter. As the artificial parameter moves from zero to one, the natural parameter changes from a given start value to another given target value. By arc length continuation, the solution paths are tracked from the given start values for the parameters to the target values.

Consider a simple example: sweeping the circle. We consider the unit circle $$x^2 + y^2 - 1 = 0$$, intersected by a horizontal line, at the start equal to $$y = 0$$. In a Python session, we could define the sweep homotopy that takes the line from $$y = 0$$ to $$y = 2$$.

>>> circle = ['x^2 + y^2 - 1;', 'y*(1-s) + (y-2)*s;']


For s = 0 there are two solutions, with values for x and y in the tuples $$(1, 0)$$ and $$(-1,0)$$.

Geometrically, as the horizontal line moves up, the two solutions (the intersection points on the circle and the line), move closer to each other to join at a quadratic turning point, shown in Fig. 13. At the left picture of Fig. 13 we see the line transversally intersecting the circle at a perfect right angle. At the right picture of Fig. 13, the two distinct solutions have merged into one point where the line is tangent to the circle. Fig. 13 Two complex conjugated solutions meet at a quadratic turning point.

The tracking of solution paths in a real sweep homotopy will stop at the first singular point it encounters. The continuation of the code with the definition of circle to launch this path tracking is listed below:

>>> from phcpy.solutions import make_solution as makesol
>>> first = makesol(['x', 'y', 's'], [1, 0, 0])
>>> second = makesol(['x', 'y', 's'], [-1, 0, 0])
>>> startsols = [first, second]
>>> from phcpy.sweepers import standard_real_sweep as sweep
>>> newsols = sweep(circle, startsols)
>>> print(newsols)


and then we see as output of the print statement:

t :  0.00000000000000E+00   0.00000000000000E+00
m : 1
the solution for t :
x : -2.46519032881566E-32   0.00000000000000E+00
y :  1.00000000000000E+00   0.00000000000000E+00
s :  5.00000000000000E-01   0.00000000000000E+00
== err :  0.000E+00 = rco :  1.000E+00 = res :  0.000E+00 =


The sweep stopped where s is equal to 0.5, with corresponding values for x and y in the tuple $$(0, 1)$$.

## real versus complex sweeps¶

In a complex sweep, an addition random gamma constant is generated in the convex-linear combination between the sets of start and target values for the parameters. If the solutions for the start values of the parameters are regular, then the application of the gamma trick applies for problems where the parameter space is convex. This means that, if the problem formulation makes sense for convex combinations of the parameters, then the solution paths will remain regular, except for finitely many bad choices of the random gamma constant, and except perhaps at the very end of the paths, when the target values for the parameters lead to polynomial systems with singular solutions.

Conducting a complex sweep on the circle can be done as follows:

>>> circle = ['x^2 + y^2 - 1;']
>>> from phcpy.solutions import make_solution as makesol
>>> first = makesol(['x', 'y'], [1, 0])
>>> second = makesol(['x', 'y'], [-1, 0])
>>> startsols = [first, second]
>>> par = ['y']
>>> start = [0, 0]
>>> target = [2, 0]
>>> from phcpy.sweepers import standard_complex_sweep as sweep
>>> newsols = sweep(circle, startsols, 2, par, start, target)


The setup of the homotopy defines y as the parameter (in the list ['y'] assigned to par). The parameter $$y$$ will move from the complex zero $$0 + 0 I$$ (given by the list [0, 0] assigned to start) to $$2 + 0 I$$ (given by the list [2, 0] assigned to target). The corresponding start solutions for $$y = 0$$ are stored in the tuples $$(1,0)$$ and $$(-1,0)$$. Then, at the end of the sweep, we will find two complex conjugated solutions.

>>> print(newsols)
t :  1.00000000000000E+00   0.00000000000000E+00
m : 1
the solution for t :
x : -6.27554627321419E-26   1.73205080756888E+00
y :  2.00000000000000E+00   0.00000000000000E+00
== err :  6.642E-13 = rco :  1.000E+00 = res :  4.441E-16 =


What is now the difference between real versus complex? The real sweep stopped at the singular solution $$(0,1)$$ while the complex sweep hopped over this singularity because of complex random gamma constant in the convex combination between the start and target values of the parameters.

## tuning parameters, settings, and tolerances¶

The default values of the numerical parameters were set based on computational experiences on a large, representative collection of polynomial systems. The module tuning provides functions to adjust the parameters, settings, and tolerances. The function tune_track_parameters gives access to the tuning as in phc -p, via an interactive menu. The other functions in the module allow to get the values and to set the values of each parameter, setting, or tolerance.

## a polyhedral end game¶

In case the mixed volume is not a sharp root count, there are paths diverging to points with coordinates equal to zero, or diverging to infinity. The directions of those diverging paths coincide with the leading exponents of the Puiseux series expansions of the points with coordinates equal to zero and/or at infinity. In particular, positive leading exponents occur with coordinates going to zero, while for a coordinate at infinity, the corresponding leading exponent will be negative.

To activate the polyhedral end game, the extrapolation order needs to be nonzero. We can set this order as follows:

>>> from phcpy.tuning import order_endgame_extrapolator_set as set
>>> set(4)
0


The 0 on return is the failure code, which should equal zero if all went well. To double check, we can get the value of the order of the extrapolator in the end game:

>>> from phcpy.tuning import order_endgame_extrapolator_get as get
>>> get()
4


Let us run a polyhedral end game on a very simple example.

>>> f = ['x + y^3 - 1;', 'x + y^3 + 1;']
>>> from phcpy.solver import mixed_volume as mv
>>> from phcpy.solver import random_coefficient_system as rcs
>>> mv(f)
4
>>> (g, gsols) = rcs(f)
>>> len(gsols)
4


Although the mixed volume equals four (and we have four start solutions in gsols of the start system g), we can see that f has no solutions, and all four paths will diverge to infinity.

>>> from phcpy.trackers import standard_double_track as track
>>> sols = track(f, g, gsols)
>>> from phcpy.tropisms import standard_retrieve as retrieve
>>> (w, d, e) = retrieve(len(sols), len(f))
>>> w
[3, 3, 3, 3]


We see that the winding numbers of the four paths are all equal to 3 and the numerically computed tropisms are approximations of (-1, -1/3), or (-3, -1) when presented in normal form.