Let \(X,Y\) be normed spaces and \(F:X\rightarrow Y\) a nonlinear operator. Let \(Q:X\rightarrow X.\) We study the convergence orders of iteration operators obtained by composing the given operators. We also study the construction of iterative operators of order \(p+1\), resp. \(2p\), given operators of order \(p\). As particular instances, we consider the Newton, Traub and chord iterative operators.
Authors
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)
Title
Original title (in Romanian)
Asupra operatorilor iterativi
English translation of the title
On iterated operators
Keywords
Newton method; Traub method; Chord method, convergence order
I. Păvăloiu, Asupra operatorilor iterativi, Studii şi cercetări matematice, 23 10 (1971), pp. 1567-1574 (in Romanian).
About this paper
Journal
Studii şi cercetări matematice
Publisher Name
Academia Republicii S.R.
DOI
Not available yet.
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Online ISBN
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References
[1] Janko Bela, Despre rezolvarea ecuatiilor operationale. (Lucrare de Doctorat, Cluj, 1966).
[2] Pavaloiu Ion, Sur la methode de Steffensen pour la resolution des equations operationnelles non lineaires. Rev. Roum de math. pures et appl. 13, 6 (1968), 857-861.
[3] Pavaloiu Ion, Interpolation dans des espaces lineaires norme et applications. Mathematica, Cluj, (sub tipar).
[4] Traub, F. j, Sterative Methods for the solution of equation. Pretince-Holl. Inc. Englewood cliffs. N. j (1964).
where PP is an operator defined on the normed linear space XX and with values in the normed linear space YY.
For the solution of equation (1) another operator is generally considered Q(x)Q(x) defined on the XX and with values in itself.
The purpose of this note is to study the properties of the operator QQ and the link between it and the operator PP.
Defined 1. We say that the operator QQ is an iterative operator attached to equation (1) if any element bar(x)in X\bar{x} \in X for which P( bar(x))=thetaP(\bar{x})=\theta, is a fixed point for the operator QQ.
Definipta 2. Fie D sube XD \subseteq X Lots of space elements XX Shi rho >= 0\rho \geqq 0, a real number. We will say that the iterative operator QQ attached to the equation (1) has the order kk ( kk - natural number) on the set DD, if for any x in Dx \in D Inequality occurs:
The set of iterative operators, attached to equation (1), that have the order kk on the field DD we will write it down with I_(k)^(n)I_{k}^{n}.
In relation to the juxtaposition of two iterative operators, we will establish, in a different way than in [4], the following result:
Motto 1. If Q inI_(k_(1))^(D),R inI_(k_(2))^(D),Q(x)in DQ \in I_{k_{1}}^{D}, R \in I_{k_{2}}^{D}, Q(x) \in D Yes R(x)in DR(x) \in D for anything x in Dx \in Dthen R(Q)inI_(k_(1)k_(2))^(D)R(Q) \in I_{k_{1} k_{2}}^{D} Yes Q(R)inI_(k_(1)k_(2))^(D)Q(R) \in I_{k_{1} k_{2}}^{D}.
Demonstration. Daughter rho_(1)\rho_{1} and rho_(2)\rho_{2} two real and positive numbers for which, according to the hypothesis, inequalities occur
{:(3)||P(Q(x))|| <= rho_(1)||P(x)||^(k_(1))" pentru orice "x in D",":}\begin{equation*}
\|P(Q(x))\| \leqq \rho_{1}\|P(x)\|^{k_{1}} \text { pentru orice } x \in D, \tag{3}
\end{equation*}
||P(R(x))|| <= rho_(2)||P(x)||^(k_(2))" pentru orice "x in D.\|P(R(x))\| \leqq \rho_{2}\|P(x)\|^{k_{2}} \text { pentru orice } x \in D .
Because Q(x)in DQ(x) \in D Shi R(x)in DR(x) \in D for anything x in Dx \in D, it follows that R(Q(x))in DR(Q(x)) \in D for anything x in Dx \in D. Taking into account this fact and inequality (4) results:
||P(R(Q(x)))|| <= rho_(2)||P(Q(x))||^(k_(2))," pentru orice "x in D.\|P(R(Q(x)))\| \leqq \rho_{2}\|P(Q(x))\|^{k_{2}}, \text { pentru orice } x \in D .
Taking into account this inequality and (3) we deduce
||P(R(Q(x)))|| <= rho_(2)*rho_(1)^(k_(2))||P(x)||^(k_(1)*k_(2))," pentru orice "x in D.\|P(R(Q(x)))\| \leqq \rho_{2} \cdot \rho_{1}^{k_{2}}\|P(x)\|^{k_{1} \cdot k_{2}}, \text { pentru orice } x \in D .
And with this the motto is demonstrated. An immediate consequence of this lemma is the following: Consequence 1. If Q_(i)inI_(p_(i))^(D),Q_(i)(x)in DQ_{i} \in I_{p_{i}}^{D}, Q_{i}(x) \in D for anything x in D,i==1,2,dots sx \in D, i= =1,2, \ldots s, then all the operators of the form
where (j_(1),j_(2),dotsj_(s))\left(j_{1}, j_{2}, \ldots j_{s}\right) is some permutation of the numbers (1,2,dots,s)(1,2, \ldots, s), apartin classi I_(p_(1)*p_(2),dotsp_(s))^(D)I_{p_{1} \cdot p_{2}, \ldots p_{s}}^{D}.
The demonstration of this consequence can be done by complete induction.
Theorem 1. Let D be a convex set of space XX. If the operator PP meets the following conditions: a) The Operator PP Fréchet derivatives up to and including order 2, for any x in Dx \in D. b) Operator [P^(')(x)]^(-1)\left[P^{\prime}(x)\right]^{-1} exists and is limited, that is, ||[P^(')(x)]^(-1)||≦≤B < +oo\left\|\left[P^{\prime}(x)\right]^{-1}\right\| \leqq \leq B<+\infty, for anything x in Dx \in D. c) ||P^('')(x)|| <= M < +oo\left\|P^{\prime \prime}(x)\right\| \leqq M<+\infty, for anything x in Dx \in D. d) Operator R(x)=x-[P^(')(x)]^(-1).P(x)R(x)=x-\left[P^{\prime}(x)\right]^{-1} . P(x) it transforms the set D into itself.
Then R inI_(2)^(D)R \in I_{2}^{D}. Demonstration. Applying Taylor's generalized formula and taking into account the assumptions of the theorem we have
where xi=x-theta[P^(')(x)]^(-1).P(x),0 <= theta < 1\xi=x-\theta\left[P^{\prime}(x)\right]^{-1} . P(x), 0 \leq \theta<1. Because DD is convex set, then xi in D\xi \in D and taking into account hypothesis c) we have
which proves the stated theorem. This theorem shows us that the Newton–Kantorovich operator [1] has order 2.
An immediate consequence of theorem 1 and lemma 1 is the following: Consequence 2. Whether the conditions of theorem 1 are met and whether Q(x)inI_(p)^(D),Q(x)in DQ(x) \in I_{p}^{D}, Q(x) \in D for x in Dx \in Dwhere DD is the same set as in theorem 1, then the operator R(Q)inI_(2)^(D)R(Q) \in I_{2}{ }^{D}where R(x)=x-[P^(')(x)]^(-1).P(x)R(x)=x-\left[P^{\prime}(x)\right]^{-1} . P(x).
For the results that we will establish below, we will assume that the operator QQ has the shape Q(x),=x+varphi(x)Q(x),=x+\varphi(x), where the operator varphi(x)\varphi(x) satisfies the condition
{:(5)||varphi(x)|| <= delta||P(x)||","" pentru orice "x in D:}\begin{equation*}
\|\varphi(x)\| \leqq \delta\|P(x)\|, \text { pentru orice } x \in D \tag{5}
\end{equation*}
where delta\delta It is a real and positive number. Observation. Whether condition (5) is fulfilled and whether bar(x)in D\bar{x} \in D Shi P( bar(x))=thetaP(\bar{x})=\thetathen varphi( bar(x))=theta\varphi(\bar{x})=\theta. From the fact that P( bar(x))=thetaP(\bar{x})=\theta Results varphi( bar(x))==theta\varphi(\bar{x})= =\theta and so bar(x)=Q( bar(x))\bar{x}=Q(\bar{x})where Q(x)=x+varphi(x)Q(x)=x+\varphi(x)in other words bar(x)\bar{x} is a fixed point of the operator QQ.
Theorem 2. If conditions a), b) and c) of theorem 1 are met and if on the same set DD The following conditions are also met: a^(')\mathrm{a}^{\prime} ) Operator Q(x)=x+varphi(x)Q(x)=x+\varphi(x) satisface conditia (5). {:b^('))Q(x)in D\left.\mathrm{b}^{\prime}\right) Q(x) \in D for anything x in Dx \in D Yes Q inI_(p)^(D)Q \in I_{p}^{D}. с') Operator PP is bordered in DD in other words ||P(x)|| <= H < +oo\|P(x)\| \leqq H<+\infty, for anything x in Dx \in D. (d) Operator R(x)=Q(x)-[P^(')(x)]^(-1).P(Q(x))R(x)=Q(x)-\left[P^{\prime}(x)\right]^{-1} . P(Q(x)) Transform the crowd DD in it hat(ı)nsăsi\hat{\imath} n s a ̆ s i.
Then the operator RR Apartine Classi I_(p+1)^(D)I_{p+1}^{D}. Demonstration. Taking into account the hypotheses of the theorem and applying the generalized Taylor formula we have
where xi=Q(x)-theta.[P^(')(x)]^(-1).P(Q(x)),0 < theta < 1\xi=Q(x)-\theta .\left[P^{\prime}(x)\right]^{-1} . P(Q(x)), 0<\theta<1. Because the crowd DD is convex, it follows that xi in D\xi \in D.
where eta=x+theta*varphi(x),0 < theta < 1,eta in D\eta=x+\theta \cdot \varphi(x), 0<\theta<1, \eta \in D. Hence the fact that ||P(x)||\|P(x)\|. is bordered in DDResults
On the basis of this theorem we will construct below an iterative olerator of order 3, which, unlike Chebyshev's operator [1] which also has order 3, will contain only the first-order derivative of the operator PP. Indeed, if we take into account theorem 2 , where we take Q(x)=x-Q(x)=x- - [P^(')(x)]^(-1)P(x)\left[P^{\prime}(x)\right]^{-1} P(x), then the operator R(x)R(x) has the shape
This operator has advantages over Chebyshev's operator in that the second derivative of the operator does not intervene in its expression PP which in many cases is difficult to calculate and has a very complicated expression. As we have seen, theorem 2 gives us a method to increase the order of an operator by one unit.
In the following we will study another method of this kind which is at the same time a generalization of Steffensen's iterative operator [2], [5]. This operator has been highlighted by several authors in different ways. Obviously, the simplest way is the one by which Steffensen's operator results from the string method.
In this regard, we will note with the [x,y;P][x, y ; P] Operator Split Differences PP [3], on the nodes xx and yy, which we will assume to be symmetrical in relation to xx and yyin other words
[x,y;P]=[y,x;P][x, y ; P]=[y, x ; P]
Theorem 3. If the following conditions apply: a) The Operator Q(x)Q(x) is an iterative operator attached to equation (1) that belongs to the class I_(p)^(D)I_{p}^{D} and for anything x in D,Q(x)in Dx \in D, Q(x) \in D. b) For any x in Dx \in D, the linear operator [x,Q(x);P][x, Q(x) ; P] admits a bordered inverse, i.e.: ||[x,Q(x);P]^(-1)|| <= B < quad+oo\left\|[x, Q(x) ; P]^{-1}\right\| \leqq B<\quad+\infty. c) ||[y,z;P]-[x,y;P]||=K||x-z||,0 <= K < +oo\|[y, z ; P]-[x, y ; P]\|=K\|x-z\|, 0 \leqq K<+\infty, for anything x,y,z in Dx, y, z \in D. d) Operator R(x)=x-[x,Q(x);P]^(-1)P(x)R(x)=x-[x, Q(x) ; P]^{-1} P(x) Transform the crowd DD in itself.
Then the operator R inI_(p+1)^(D)R \in I_{p+1}^{D}. also put in the following form:
From the above and from the conditions of the theorem, the following inequalities result:
{:(8)||R(x)-x|| <= B||P(x)||quad","quad" pentru orice "x in D",":}\begin{equation*}
\|R(x)-x\| \leqq B\|P(x)\| \quad, \quad \text { pentru orice } x \in D, \tag{8}
\end{equation*}
(9) ||R(x)-Q(x)||=B||P(Q(x))||\|R(x)-Q(x)\|=B\|P(Q(x))\|, for anything x in Dx \in D.
Further we consider the following identity to be obvious
of which replacing the uu with R(x)R(x) and taking into account (8), (9) and the hypotheses of the theorem, we deduce (10) quad||P(R(x))||=KB^(2)||P(x)||*||P(Q(x))||\quad\|P(R(x))\|=K B^{2}\|P(x)\| \cdot\|P(Q(x))\|, for anything x in Dx \in D.
Condition a) ensures the existence of a real and positive number rho\rho for which
||P(Q(x))|| <= rho||P(x)||^(p)," pentru orice "x in D\|P(Q(x))\| \leqq \rho\|P(x)\|^{p}, \text { pentru orice } x \in D
which replaced in (10) gives us
||P(R(x))|| <= K rhoB^(2)||P(x)||^(p+1)," pentru orice "x in D\|P(R(x))\| \leqq K \rho B^{2}\|P(x)\|^{p+1}, \text { pentru orice } x \in D
which proves the stated theorem. Using generalized divided differences we have thus constructed an order operator p+1p+1, using a pp. This operator is more general than those constructed with the help of theorem 2 because it does not appeal to the existence of first- and second-order derivatives. As a matter of fact, Steffensen's operator in the form in which it has been studied, so far, has order 2 , because it has been assumed that Q(x)Q(x) is a linear iteration operator [2], [5]
I shall continue to consider that the operator QQ has the shape Q(x)==x+varphi(x)Q(x)= =x+\varphi(x) and we will look for conditions on the operator varphi\varphi so that QQ be an iterative operator of the ll attached to equation (1).
Theorem 4. If the following conditions are met: a) For any x in D,Q(x)in Dx \in D, Q(x) \in Dwhere D sube XD \subseteq X It is a convex lot. b) Operator PP admits derivatives (in the sense of Fréchet) up to the order ℏ\hbar including, and for any x in Dx \in D There is a real and positive number M > 0M>0 for which s u p_(D)||P^((k))(x)|| <= M\sup _{D}\left\|P^{(k)}(x)\right\| \leqq M. c) Operator varphi\varphi satisfies the condition
for anything x in Dx \in D, where a is a real and non-negative number d) ||varphi(x)||=beta||P(x)||\|\varphi(x)\|=\beta\|P(x)\|, for anything x in Dx \in Dwhere beta > 0\beta>0 is a. real number.
Then the operator Q inI_(k)^(D)Q \in I_{k}^{D}.
Demonstration. Applying Taylor's generalized formula and taking into account the form of the remainder in this formula and hypotheses c) and d) we have
where xi=x+theta varphi(x),0 < theta < 1,xi in D\xi=x+\theta \varphi(x), 0<\theta<1, \xi \in Din other words ||P(Q(x))|| <= ((Mbeta^(k))/(k!)+alpha)||P(x)||^(k)\|P(Q(x))\| \leqq\left(\frac{M \beta^{k}}{k!}+\alpha\right)\|P(x)\|^{k} for anything x in Dx \in D. Inequality d) shows us that Q(x)Q(x) is an iterative operator attached to equation (1) and if we take into account the last inequality it follows that Q(x)inI_(k)^(D)Q(x) \in I_{k}^{D}.
Theorem 5. Daughter bar(x)in D sube X\bar{x} \in D \subseteq X a solution of equation (1), where DD this oo convex crowd. If the following conditions are met: a) The Operator QQ admits derivatives (in the sense of Fréchet) for any x in Dx \in D, until the order of the kk including these derivatives satisfies the following conditions:
s u p_(x in bar(D))||Q^((k))(x)|| <= M < +oo\sup _{x \in \bar{D}}\left\|Q^{(k)}(x)\right\| \leq M<+\infty
where theta_(i)(i=1,2,dots k)\theta_{i}(i=1,2, \ldots k) are the operators ii - null linear. b) For any x in D,Q(x)in Dx \in D, Q(x) \in D Yes Q( bar(x))= bar(x)Q(\bar{x})=\bar{x}. c) Operator [ bar(x),x;P][\bar{x}, x ; P] exists and admits the reverse for everything x in Dx \in D. d) Operators [ bar(x),x;P]si[ bar(x),x;P]^(-1)[\bar{x}, x ; P] s i[\bar{x}, x ; P]^{-1} they are limited, that is, there are two real and non-negative constants NN Shi EE for which ||[ bar(x),x;P]|| <= N\|[\bar{x}, x ; P]\| \leq N, ||[( bar(x)),x;P]^(-1)|| <= E\left\|[\bar{x}, x ; P]^{-1}\right\| \leqq E, for anything x in Dx \in D.
Then Q inI_(k)^(D)Q \in I_{k}^{D}. Demonstration. From the definition of the divided difference it follows
=[Q( bar(x)),Q(x);P]xx[Q(x)-Q( bar(x))]=[Q(\bar{x}), Q(x) ; P] \times[Q(x)-Q(\bar{x})] where, taking into account d), we have
{:(11)||P(Q(x))||=N.quad||Q(x)-Q(x)||","" pentru orice "x in D.:}\begin{equation*}
\|P(Q(x))\|=N . \quad\|Q(x)-Q(x)\|, \text { pentru orice } x \in D . \tag{11}
\end{equation*}
But hypothesis a) leads us to the following inequality
{:(12)||Q(x)-Q( bar(x))|| <= (M)/(k!)||x- bar(x)||^(k)","" pentru orice "x in D:}\begin{equation*}
\|Q(x)-Q(\bar{x})\| \leqq \frac{M}{k!}\|x-\bar{x}\|^{k}, \text { pentru orice } x \in D \tag{12}
\end{equation*}
From the fact that P( bar(x))=thetaP(\bar{x})=\theta Get
P(x)=[ bar(x),x;P](x- bar(x))P(x)=[\bar{x}, x ; P](x-\bar{x})
that gives us
||x- bar(x)|| <= E||P(x)||," pentru orice "x in D\|x-\bar{x}\| \leqq E\|P(x)\|, \text { pentru orice } x \in D
From the last inequality and from (11) and (12) we deduce
what had to be shown. From the above theorem it follows that the conditions imposed by us in the definition of the order of convergence for an iterative operator are at least as general as the conditions in hypotheses a) and b) which are essential to the proof of theorem 5. On the other hand, the condition imposed by us in definition 2 does not require the existence of the Fréchet derivative and it can also be applied when it is replaced by the divided difference as follows from theorem 3. In this way, definition 2 allows us to classify 0 as a broader class of iterative operators.
Received at the editorial office on June 23, 1970
Academy of the Socialist Republic of Romania Cluj Branch Institute of Computing.
ON ITERATIVE OPERATORS
(SUMMARY) We define the notion of iterative ọperator and the order of an iterative operator. With the help of these concepts, the following problems are studied: a) The characterization of the order of an operator which arises from the juxtaposition of two or more operators; b) Methods of constructing iterative order operators p+1p+1 and 2p2 p with the help of order operators p;c)p ; \mathrm{c}) Sufficient conditions that must be fulfilled by a given operator for it to be an iterative operator attached to an operational equation that must admit a given order.
BIBLIOGRAPHY
Jankó, Béla, On the Solution of Operational Equations. (Ph.D. thesis, Cluj, 1966).
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Păvăloiu, Ion, Interpolation in norm linear spaces and applications. Mathematica, Cluj, (sub tipar).
Traub, F. j, Sterative Methods for the solution of Equations. Pretince - HolI, Inc., Englewood cliffs. N. j (1964).
Ul'm, S., Obobscenie metoda Steffensena dlea reşenia nelineinth operotornih uravnenii. Jurnal vicise. mat. i mat-fiz., 4, 6 (1964), 1093-1097.