We present the Julia package HomotopyContinuation.jl, which provides an algorithmic framework for solving polynomial systems by numerical homotopy continuation. We introduce the basic capabilities of the package and demonstrate the software on an illustrative example. We motivate our choice of Julia and how its features allow us to improve upon existing software packages with respect to usability, modularity and performance. Furthermore, we compare the performance of HomotopyContinuation.jl to the existing packages Bertini and PHCpack.
We establish interval arithmetic as a practical tool for certification in numerical algebraic geometry. Our software HomotopyContinuation.jl now has a built-in function certify, which proves the correctness of an isolated solution to a square system of polynomial equations. The implementation rests on Krawczyk's method. We demonstrate that it dramatically outperforms earlier approaches to certification. We see this contribution as the basis for a paradigm shift in numerical algebraic geometry where certification is the default and not just an option.
Numerical nonlinear algebra is applied to maximum likelihood estimation for Gaussian models defined by linear constraints on the covariance matrix. We examine the generic case as well as special models (e.g., Toeplitz, sparse, trees) that are of interest in statistics. We study the maximum likelihood degree and its dual analogue, and we introduce a new software package LinearCovarianceModels.jl for solving the score equations. All local maxima can thus be computed reliably. In addition we identify several scenarios for which the estimator is a rational function.
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