Accelerating the convergence of the iterative methods of interpolatory type

Abstract

In this paper we deal with iterative methods of interpolatory type, for solving nonlinear equations in Banach spaces. We show that the convergence order of the iterations may considerably grow if the nodes are properly controlled.

Author

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Keywords

nonlinear equations in Banach spaces; interpolatory method.

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Cite this paper as:

I. Păvăloiu, Accelerating the convergence of the iterative methods of interpolatory type, Rev. Anal. Numér. Théor. Approx., 34 (2005) no. 2, pp. 169-173. https://doi.org/10.33993/jnaat342-803

About this paper

Print ISSN

1222-9024

Online ISSN

2457-8126

References

Argyros, I., Polynomial Operator Equations in Abstract Spaces and Applications, CRC Press, LLC, 1998.

Ostrowski, A.M., Solution of Equations and Systems of Equations, Academic Press, New York, 1960.

Păvăloiu, I., Interpolation dans des éspaces linéaires normèes et applications, Mathematica, 12 (35), no. 1, pp. 149-150, 1970.

Păvăloiu, I., Introduction to the Theory of Approximating the Solutions of Equations, Ed. Dacia, Cluj-Napoca, Romania, 1976 (in Romanian).

Păvăloiu, I., On the convergence order of some Aitken-Steffensen-type methods, Rev. Anal. Numér. Théor. Approx., 32, no. 2, pp. 193-202, 2003, https://ictp.acad.ro/jnaat/journal/article/view/2003-vol32-no2-art8

Păvăloiu, I., Local convergence of general Steffensen type methods, Rev. Anal. Numér. Théor. Approx., 33, no. 1, pp. 79-86, 2004, https://ictp.acad.ro/jnaat/journal/article/view/2004-vol33-no1-art10

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Accelerating the convergence of the iterative methods of interpolatory type

Ion Păvăloiu∗
(Date: March 11, 2005.)
Abstract.

In this paper we deal with iterative methods of interpolatory type, for solving nonlinear equations in Banach spaces. We show that the convergence order of the iterations may considerably grow if the nodes are properly controlled.

Key words and phrases:
Nonlinear equations, iterative methods of interpolatory type.
1991 Mathematics Subject Classification:
65H05.
∗This work has been supported by the Romanian Academy under grant GAR 14/2005.
†“T. Popoviciu” Institute of Numerical Analysis, P.O. Box 68-1, Cluj-Napoca, Romania, e-mail: pavaloiu@ictp.acad.ro.

1. Introduction

Let X be a Banach space, D⊆X a subset, and f:D→X a nonlinear mapping. Consider the equation

(1) f⁢(x)=θ,

where θ∈X is the zero vector of X.

Regarding f we make the following assumptions:

  • a)

    f:D→f⁢(D) is a one to one mapping;

  • b)

    equation (1) has a solution x∗∈D;

  • c)

    the operator f is Fréchet differentiable on D and f′⁢(x)≠θ1, where θ1 is the null linear operator.

In order to accelerate the convergence of the iterative methods of interpolatory type, we also consider an equation, equivalent to (1), of the form

(2) x=φ⁢(x),

where φ:D→D.

We make the following assumptions regarding φ:

  • a′)

    φ is p times differentiable on the whole set D, for some p∈ℕ;

  • b′)

    we have φ(i)⁢(θ)=θi, i=1,p−1, but φ(p)⁢(θ)≠θp, where θi denotes the i-linear operator. Also, ‖φ(p)⁢(x)‖≤L, ∀x∈D, for some L≥0.

Let x0,x1,…,xn∈D and y0=f⁢(x0),y1=f⁢(x1),…,yn=f⁢(xn). For f−1:f⁢(D)→D, the Newton identity holds (see, e.g., [4], [5]):

(3) f−1⁢(y)= x0+[y0,y1;f−1]⁢(y−y0)+[y0,y1,y2;f−1]⁢(y1−y)⁢(y−y0)
+…+[y0,…⁢yn;f−1]⁢(y−yn−1)⁢…⁢(y−y0)
+[y,y0,…⁢yn;f−1]⁢(y−yn)⁢…⁢(y−y0).

By hypotheses a) and b) we get the relation:

(4) x∗=f−1⁢(θ).

The relation above and (3) for y=θ attract that

(5) x∗=x0+∑j=1n(−1)j⁢[y0,…⁢yj;f−1]⁢yj−1⁢…⁢y0+(−1)n+1⁢[θ,y0,…⁢yn;f−1]⁢yn⁢…⁢y0,

whence we deduce an approximation u for x∗, of the form:

(6) u=x0+∑j=1n(−1)j⁢[y0,…⁢yj;f−1]⁢yj−1⁢…⁢y0.

The error for this approximation is bounded by

(7) ‖x∗−u‖≤‖[θ,y0,…⁢yn;f−1]‖⋅‖yn‖⁢…⁢‖y0‖,

where the norm of [θ,y0,…⁢yn;f−1] is considered in the space of n+1-linear operators.

In [3] it is shown that the convergence order of the iterative methods given by (6) cannot be greater than 2, even if the number of the interpolation nodes is arbitrarily increased. However, the convergence order can be increased if we use the auxilliary function φ considered above.

Let x0∈D be an initial approximation to x∗. Denote u00=x0,u10=φ⁢(u00),…,un0=φ⁢(un−10) and y00=f⁢(u00),y10=f⁢(u10),…,yn0=f⁢(un0). Replacing in (6) the interpolation nodes by yi0, i=0,n, we obtain for x∗ a first approximation, denoted by x1:

(8) x1=x0+∑j=1n(−1)j⁢[y00,…⁢yj0;f−1]⁢yj−10⁢…⁢y00.

If xi∈D is an approximation for x∗, i∈ℕ, n≥1, then we obtain the next approximation in the following way. Denote u0i=xi,u1i=φ⁢(u0i),…,uni=φ⁢(un−1i) and y0i=f⁢(u0i),…,yni=f⁢(uni). Analogously to (8) we get

(9) xi+1=xi+∑j=1n(−1)j⁢[y0i,…⁢yji;f−1]⁢yj−1i⁢…⁢y0i,

with the error

(10) ‖x∗−xi+1‖≤‖[θ,y0i,…⁢yni;f−1]‖⋅‖yni‖⁢…⁢‖y0i‖.

In the following we shall analyze some particular instance of (9).

If we take n=1 in (9), we get

(11) xi+1=xi−[y0i,y1i;f−1]⁢yi,i=0,1,….

Taking into account the identities [y0i,y1i;f−1]=[xi,φ⁢(xi);f]−1 and y0i=f⁢(xi), y1i=f⁢(φ⁢(xi)), we notice that we are lead to the Steffensen method:

(12) xi+1=xi−[xi,φ⁢(xi);f]−1⁢f⁢(xi).

If we take n=2 and recall that

(13) [y0i,y1i,y2i;f−1]⁢y0i⁢y1i= −[xi,φ⁢(φ⁢(xi));f]−1⁢[xi,φ⁢(xi),φ⁢(φ⁢(xi));f]
[xi,φ⁢(xi);f]−1⁢f⁢(xi)⁢[φ⁢(xi),φ⁢(φ⁢(xi));f]−1⁢f⁢(φ⁢(xi)),

i=0,1,…, and we get

(14) xi+1= xi−[xi,φ⁢(xi);f]−1⁢f⁢(xi)
−[xi,φ⁢(φ⁢(xi));f]−1⁢[xi,φ⁢(xi),φ⁢(φ⁢(xi));f]
[xi,φ⁢(xi);f]−1⁢f⁢(xi)⁢[φ⁢(xi),φ⁢(φ⁢(xi));f]−1⁢f⁢(φ⁢(xi)),

a corrected Steffensen method.

In [6] we have studied the local convergence of the Steffensen method (12). In the following we shall study the local convergence of the general method (9). We shall show that the convergence order considerably grows even for p=1, under condition a′).

2. Local convergence

From (10), using the finite growth formula (see, e.g., [5]), we get

(15) ‖x∗−xi+1‖≤M⁢Kn+1⁢‖x∗−uni‖⁢…⁢‖x∗−u0i‖,i=0,1,…,

where we have assumed that there exist M,K>0 such that

(16) ‖[θ,v1,…,vn;f−1]‖ ≤M,∀vi∈D,i=0,n¯,
(17) ‖f′⁢(x)‖ ≤K,∀x∈D.

From the hypotheses a′) and b′), using the Taylor formula we get

(18) ‖x∗−usi‖≤lδs⁢‖x∗−xi‖ps,s=1,n¯,

where l=Lp! and δs=∑j=0s−1pj.

We make the following notations:

(21) α ={∑s=1nps−1p−1,p>1n⁢(n+1)2,p=1
(24) β ={pn+1−1p−1,p>1n+1,p=1
(25) q =M⁢Kn+1⁢lα.

Using (18), relations (15) become

(26) ‖x∗−xi+1‖≤q⁢‖x∗−xi‖β,i=0,1,….

Multiplying these inequalities by q1β−1 and denoting ηi=q1β−1⁢‖x∗−xi‖, i=0,1,…, we get:

(27) ηi+1≤ηiβ,i=0,1,….

Taking into account the above considerations, we obtain the following result.

Theorem 2.1.

If the hypotheses a)–c), a′), b′) hold and, moreover,

  • i.

    η0≤1;

  • ii.

    S={x∈X:‖x−x∗‖≤q11−β⁢η0}⊆D,

then the elements of the sequence (xm)m≥0 generated by (9) remain in the set D, limxm=x∗, and for all m=1,2,…, we have

(28) ‖x∗−xm‖≤q11−β⁢η0βm.
Proof.

By (27) and i. it follows

‖x∗−x1‖≤q11−β⁢η0β,

which shows that x1∈S.

Let xi∈S and ‖x∗−xi‖≤q11−β⁢η0βi, so

‖x∗−xi+1‖≤q11−β⁢η0βi+1<q11−β⁢η0,

which shows that xi+1∈S.

Relations (28) can be easily proved, and further, taking into consideration i., we obviously get limxm=x∗. ∎

Remark 2.1.

By (28) it follows that the convergence order of method (9) is at least β.

In case of the particular methods (12) and (14) we get the following results.

Corollary 2.1.

In the case of the Steffensen method, we obtain the well known result (see, e.g., [6]) for α=1 and β=1+p if p>1 and β=2 if p=1.

Corollary 2.2.

In the case of method (14) we get

α ={p+2,p>13,p=1
β ={1+p+p2,p>13,p=1.

We conclude that the iterative methods of interpolatory type may attain a substantially higher convergence order if the nodes are properly controlled.

References

  • [1]
  • [2] Argyros, I., Polynomial Operator Equations in Abstract Spaces and Applications, CRC Press, LLC, 1998.
  • [3] Ostrowski, A.M., Solution of Equations and Systems of Equations, Academic Press, New York, 1960.
  • [4] Păvăloiu, I., Interpolation dans des éspaces linéaires normèes et applications, Mathematica, 12 (35), no. 1, pp. 149–150, 1970.
  • [5] Păvăloiu, I., Introduction to the Theory of Approximating the Solutions of Equations, Ed. Dacia, Cluj-Napoca, Romania, 1976 (in Romanian).
  • [6] Păvăloiu, I., On the convergence order of some Aitken-Steffensen-type methods, Rev. Anal. Numér. Théor. Approx., 32, no. 2, pp. 193–202, 2003.
  • [7] Păvăloiu, I., Local convergence of general Steffensen type methods, Rev. Anal. Numér. Théor. Approx., 33, no. 1, pp. 79–86, 2004.
  • [8]
2005

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