Finding roots of complex analytic functions via generalized colleague matrices.

We present a scheme for finding all roots of an analytic function in a square domain in the complex plane. The scheme can be viewed as a generalization of the classical approach to finding roots of a function on the real line, by first approximating it by a polynomial in the Chebyshev basis, followed by diagonalizing the so-called “colleague matrices.” Our extension of the classical approach is based on several observations that enable the construction of polynomial bases in compact domains that satisfy three-term recurrences and are reasonably well-conditioned. This class of polynomial bases gives rise to “generalized colleague matrices,” whose eigenvalues are roots of functions expressed in these bases. In this paper, we also introduce a special-purpose QR algorithm for finding the eigenvalues of generalized colleague matrices, which is a straightforward extension of the recently introduced structured stable QR algorithm for the classical cases (see Serkh and Rokhlin 2021). The performance of the schemes is illustrated with several numerical examples. [ABSTRACT FROM AUTHOR]