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4.3.2 Homotopy (Continuation) Methods

Homotopy methods [123,459,219] are mathematically elegant, but unfortunately, investigation of such methods indicates that they tend to be numerically ill-conditioned. If we try to get around this problem by implementing the algorithm in rational arithmetic, we end up with enormous memory requirements because we have to solve large systems of complex initial value problems (IVP). Interval methods can be applied to the solution of these IVPs but they can be slow in practice [259].



December 2009