Parallel homotopy curve tracking on a hypercube

An investigation is conducted to find good parallel algorithms for solving systems of nonlinear equations using probability-one homotopy methods. Particular attention is paid to algorithms for the hypercube. Methods for one of the most computationally expensive steps of the homotopy approach, the computation of the kernel of the Jacobian matrix of the homotopy map, are studied. General nonlinear systems of equations with small and dense Jacobian matrices are considered, however, polynomial systems are not, since their structure leads to different strategies for parallelism. The mathematics behind the homotopy algorithm is summarized and the use of orthogonal factorizations is discussed. Parallel algorithms for orthogonal factorizations and triangular system solving are described. Computational results are presented and discussed.