The paper is concerned with the order of convergence and the efficiency index of iterative methods of interpolatory type for solving scalar equations. Some classes of such methods are presented and then, using well defined criteria, the methods having the optimal efficiency index (i.e. those which practically are most efficient) are determined. For these methods the efficiency indexes are effectively determined.
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)
I. Păvăloiu, Optimal efficiency indexes for iterative methods of interpolatory type, Computer Science Journal of Moldova, 5 (1997) no. 1(13), pp. 20-43.
/*======================================================================
Core CSS for LaTeXML documents converted to (X)HTML */
/* Generic Page layout */
.ltx_page_header,
.ltx_page_footer { font-size:0.8em; }
.ltx_page_header *[rel~="prev"],
.ltx_page_footer *[rel~="prev"] { float:left; }
.ltx_page_header *[rel~="up"],
.ltx_page_footer *[rel~="up"] { display:block; text-align:center; }
.ltx_page_header *[rel~="next"],
.ltx_page_footer *[rel~="next"] { float:right; }
/* What was I trying for here; need more selective rule!
.ltx_page_header .ltx_ref,
.ltx_page_footer .ltx_ref {
margin:0 1em; }
*/
.ltx_page_header li {
padding:0.1em 0.2em 0.1em 1em;}
/* Main content */
.ltx_page_content { clear:both; }
.ltx_page_header { border-bottom:1px solid; margin-bottom:5px; }
.ltx_page_footer { clear:both; border-top:1px solid; margin-top:5px; }
.ltx_page_header:after,
.ltx_page_footer:after,
.ltx_page_content:after {
content:"."; display:block; height:0; clear:both; visibility:hidden; }
.ltx_page_footer:before {
content:"."; display:block; height:0; clear:both; visibility:hidden; }
.ltx_page_logo { font-size:80%; margin-top: 5px; clear:both; float:right; }
.ltx_page_logo a { font-variant: small-caps; }
.ltx_page_logo img { vertical-align:-3px; }
/* if shown */
.ltx_page_navbar li { white-space:nowrap; display:block; overflow:hidden; }
/* If ref got turned into span, it's "this section"*/
.ltx_page_navbar li span.ltx_ref { white-space:normal; overflow:visible; }
/* Ought to be easily removable/overridable? */
.ltx_pagination.ltx_role_newpage { height:2em; }
/*======================================================================
Document Structure; Titles & Frontmatter */
/* undo bold here to remove the browser's native h# styling,
at let all other styles override it (with more specific rules)*/
.ltx_title { font-size:100%; font-weight:normal; }
/* Hack to simulate run-in! put class="ltx_runin" on a title or tag
for it to run-into the following text. */
.ltx_runin { display:inline; }
.ltx_runin:after { content:" "; }
.ltx_runin + .ltx_para,
.ltx_runin + .ltx_para p,
.ltx_runin + p { display:inline; }
.ltx_outdent { margin-left: -2em; }
/* .ltx_chapter_title, etc should be in ltx-article.css etc.
*/
.ltx_page_main { margin:0px; padding:1em 3em 1em 2em; }
.ltx_tocentry { list-style-type:none; }
/* support for common author block layouts.*/
/* add class ltx_authors_1line to get authors in single line
with pop-up affiliation, etc. */
.ltx_authors_1line .ltx_creator,
.ltx_authors_1line .ltx_author_before,
.ltx_authors_1line .ltx_author_after { display:inline;}
.ltx_authors_1line .ltx_author_notes { display:inline-block; }
.ltx_authors_1line .ltx_author_notes:before { content:"*"; color:blue;}
.ltx_authors_1line .ltx_author_notes span { display:none; }
.ltx_authors_1line .ltx_author_notes:hover span {
display:block; position:absolute; z-index:10;
background:white; text-align:left;
border: 1px solid black; border-radius: 0 5px 5px 5px; box-shadow: 5px 5px 10px gray; }
/* add class=ltx_authors_multiline to get authors & affliations on separate lines*/
.ltx_authors_multiline .ltx_creator,
.ltx_authors_multiline .ltx_author_before,
.ltx_authors_multiline .ltx_author_after,
.ltx_authors_multiline .ltx_author_notes,
.ltx_authors_multiline .ltx_author_notes .ltx_contact {
display:block; }
/*======================================================================
Para level */
.ltx_float {
margin: 1ex 3em 1ex 3em; }
td.ltx_subfigure,
td.ltx_subtable,
td.ltx_subfloat { width:50%; }
/* theorems, figure, tables, floats captions.. */
/*======================================================================
Blocks, Lists, Floats */
.ltx_p,
.ltx_quote,
.ltx_block,
.ltx_para {
display: block; }
/* alignment within blocks */
.ltx_align_left { text-align:left; }
.ltx_align_right { text-align:right; }
.ltx_align_center { text-align:center; }
.ltx_align_justify { text-align:justify; }
.ltx_align_top { vertical-align:top; }
.ltx_align_bottom { vertical-align:bottom; }
.ltx_align_middle { vertical-align:middle; }
.ltx_align_baseline { vertical-align:baseline; }
.ltx_align_floatleft { float:left; }
.ltx_align_floatright { float:right; }
.ltx_td.ltx_align_left, .ltx_th.ltx_align_left,
.ltx_td.ltx_align_right, .ltx_th.ltx_align_right,
.ltx_td.ltx_align_center, .ltx_th.ltx_align_center { white-space:nowrap; }
.ltx_td.ltx_align_left.ltx_wrap, .ltx_th.ltx_align_left.ltx_wrap,
.ltx_td.ltx_align_right.ltx_wrap, .ltx_th.ltx_align_right.ltx_wrap,
.ltx_td.ltx_align_center.ltx_wrap, .ltx_th.ltx_align_center.ltx_wrap,
.ltx_td.ltx_align_justify, .ltx_th.ltx_align_justify { white-space:normal; }
.ltx_tabular .ltx_tabular { width:100%; }
.ltx_inline-block { display:inline-block; }
/* equations in non-aligned mode (not normally used) */
.ltx_eqn_div { display:block; width:95%; text-align:center; }
/* equations in aligned mode (aligning tags, etc as well as equations) */
.ltx_eqn_table { display:table; width:100%; border-collapse:collapse; }
.ltx_eqn_row { display:table-row; }
.ltx_eqn_cell { display:table-cell; width:auto; }
/* Padding between column pairs in ams align */
table.ltx_eqn_align tr.ltx_equation td.ltx_align_left + td.ltx_align_right,
table.ltx_eqn_align tr.ltx_equation td.ltx_align_left + td.ltx_align_center,
table.ltx_eqn_align tr.ltx_equation td.ltx_align_center + td.ltx_align_right,
table.ltx_eqn_align tr.ltx_equation td.ltx_align_center + td.ltx_align_center { padding-left:3em; }
table.ltx_eqn_eqnarray tr.ltx_eqn_lefteqn + tr td.ltx_align_right { min-width:2em; }
.ltx_eqn_eqno { max-width:0em; overflow:visible; white-space: nowrap; }
.ltx_eqn_eqno.ltx_align_right .ltx_tag { float:right; }
.ltx_eqn_center_padleft,
.ltx_eqn_center_padright { width:50%; min-width:2em;}
.ltx_eqn_left_padleft,
.ltx_eqn_right_padright { min-width:2em; }
.ltx_eqn_left_padright,
.ltx_eqn_right_padleft { width:100%; }
/* Various lists */
.ltx_itemize,
.ltx_enumerate,
.ltx_description {
display:block; }
.ltx_itemize .ltx_item,
.ltx_enumerate .ltx_item {
display: list-item; }
/* Position the tag to look like a normal item bullet. */
li.ltx_item > .ltx_tag {
display:inline-block; margin-left:-1.5em; min-width:1.5em;
text-align:right; }
.ltx_item .ltx_tag + .ltx_para,
.ltx_item .ltx_tag + .ltx_para .ltx_p { display:inline; }
/* NOTE: Need to try harder to get runin appearance? */
dl.ltx_description dt { margin-right:0.5em; float:left;
font-weight:bold; font-size:95%; }
dl.ltx_description dd { margin-left:5em; }
dl.ltx_description dl.ltx_description dd { margin-left:3em; }
/* Theorems */
.ltx_theorem {margin:1em 0em 1em 0em; }
.ltx_title_theorem { font-size:100%; }
/* Bibliographies */
.ltx_bibliography dt { margin-right:0.5em; float:left; }
.ltx_bibliography dd { margin-left:3em; }
/*.ltx_biblist { list-style-type:none; }*/
.ltx_bibitem { list-style-type:none; }
.ltx_bibitem .ltx_tag { font-weight:bold; margin-left:-2em; width:3em; }
/*.bibitem-tag + div { display:inline; }*/
.ltx_bib_title { font-style:italic; }
.ltx_bib_article .bib-title { font-style:normal !important; }
.ltx_bib_journal { font-style:italic; }
.ltx_bib_volume { font-weight:bold; }
/* Indices */
.ltx_indexlist li { list-style-type:none; }
.ltx_indexlist { margin-left:1em; padding-left:1em;}
/* Listings */
.ltx_listing {
display:block;
margin: 1ex 3em 1ex 0em;
overflow-x:auto;
text-align: left; }
.ltx_float .ltx_listing {
margin: 0; }
.ltx_listingline { white-space:nowrap; min-height:1em; }
.ltx_lst_numbers_left .ltx_listingline .ltx_tag {
background-color:transparent;
margin-left:-3em; width:2.5em;
position:absolute;
text-align:right; }
.ltx_lst_numbers_right .ltx_listingline .ltx_tag {
background-color:transparent;
width:2.5em;
position:absolute; right:3em;
text-align:right; }
/*
position:absolute; left:0em;
max-width:0em; text-align:right; }
*/
.ltx_parbox {text-indent:0em; }
/* NOTE that it is CRITICAL to put position:relative outside & absolute inside!!
I wish I understood why!
Outer box establishes resulting size, neutralizes any outer positioning, etc;
inner establishes position of stuff to be rotated */
.ltx_transformed_outer {
position:relative; bottom:0pt;left:0pt;
overflow:visible; }
.ltx_transformed_inner {
display:block;
position:absolute;bottom:0pt;left:0pt; }
.ltx_transformed_inner > .ltx_p {text-indent:0em; margin:0; padding:0; }
/* If simulating a table (html5), try to get rowspan to work...sorta? */
span.ltx_rowspan { position:absolute; top:0; bottom:0; }
/* by default, p doesn't indent */
.ltx_p { text-indent:0em; white-space:normal; }
/* explicit control of indentation (on ltx_para) */
.ltx_indent > .ltx_p:first-child { text-indent:2em!important; }
.ltx_noindent > .ltx_p:first-child { text-indent:0em!important; }
/*======================================================================
Columns */
.ltx_page_column1 {
width:44%; float:left; } /* IE uses % of wrong container*/
.ltx_page_column2 {
width:44%; float:right; }
.ltx_page_columns > .ltx_page_column1 {
width:48%; float:left; }
.ltx_page_columns > .ltx_page_column2 {
width:48%; float:right; }
.ltx_page_columns:after {
content:"."; display:block; height:0; clear:both; visibility:hidden; }
/*======================================================================
Borders and such */
.ltx_tabular { display:inline-table; border-collapse:collapse; }
.ltx_tabular.ltx_centering { display:table; }
.ltx_thead,
.ltx_tfoot,
.ltx_tbody { display:table-row-group; }
.ltx_tr { display:table-row; }
.ltx_td,
.ltx_th { display:table-cell; }
.ltx_framed { border:1px solid black;}
.ltx_tabular .ltx_td,
.ltx_tabular .ltx_th { padding:0.1em 0.5em; }
/* regular lines */
.ltx_border_t { border-top:1px solid black; }
.ltx_border_r { border-right:1px solid black; }
.ltx_border_b { border-bottom:1px solid black; }
.ltx_border_l { border-left:1px solid black; }
/* double lines */
.ltx_border_tt { border-top:3px double black; }
.ltx_border_rr { border-right:3px double black; }
.ltx_border_bb { border-bottom:3px double black; }
.ltx_border_ll { border-left:3px double black; }
/* Light lines */
.ltx_border_T { border-top:1px solid gray; }
.ltx_border_R { border-right:1px solid gray; }
.ltx_border_B { border-bottom:1px solid gray; }
.ltx_border_L { border-left:1px solid gray; }
/* Framing */
.ltx_framed_rectangle { border-style:solid; border-width:1px; }
.ltx_framed_top { border-top-style:solid; border-top-width:1px; }
.ltx_framed_left { border-left-style:solid; border-left-width:1px; }
.ltx_framed_right { border-right-style:solid; border-right-width:1px; }
.ltx_framed_bottom,
.ltx_framed_underline { border-bottom-style:solid; border-bottom-width:1px; }
.ltx_framed_topbottom { border-top-style:solid; border-top-width:1px;
border-bottom-style:solid; border-bottom-width:1px; }
.ltx_framed_leftright { border-left-style:solid; border-left-width:1px;
border-right-style:solid; border-right-width:1px; }
/*======================================================================
Misc */
/* .ltx_verbatim*/
.ltx_verbatim { text-align:left; }
/*======================================================================
Meta stuff, footnotes */
.ltx_note_content { display:none; }
/*right:5%; */
.ltx_note_content {
max-width: 70%; font-size:90%; left:15%;
text-align:left;
background-color: white;
padding: 0.5em 1em 0.5em 1.5em;
border: 1px solid black; border-radius: 0 5px 5px 5px; box-shadow: 5px 5px 10px gray; }
.ltx_note_mark { color:blue; }
.ltx_note_type { font-weight: bold; }
.ltx_note { display:inline-block; text-indent:0; } /* So we establish containing block */
.ltx_note_content .ltx_note_mark { position:absolute; left:0.2em; top:-0.1em; }
.ltx_note:hover .ltx_note_content,
.ltx_note .ltx_note_content:hover {
display:block; position:absolute; z-index:10; }
.ltx_ERROR { color:red; }
.ltx_rdf { display:none; }
.ltx_missing { color:red;}
.ltx_nounicode { color:red; }
/*======================================================================
SVG (pgf/tikz ?) basics */
/* Stuff appearing in svg:foreignObject */
.ltx_svg_fog foreignObject { margin:0; padding:0; overflow:visible; }
.ltx_svg_fog foreignObject > p { margin:0; padding:0; display:block; }
/*.ltx_svg_fog foreignObject > p { margin:0; padding:0; display:block; white-space:nowrap; }*/
/*======================================================================
Low-level Basics */
/* Note that LaTeX(ML)'s font model doesn't map quite exactly to CSS's */
/* Font Families => font-family */
.ltx_font_serif { font-family: serif; }
.ltx_font_sansserif { font-family: sans-serif; }
.ltx_font_typewriter { font-family: monospace; }
/* dingbats should be converted to unicode? */
/* Math font families handled within math: script, symbol, fraktur, blackboard ? */
/* Font Series => font-weight */
.ltx_font_bold { font-weight: bold; }
.ltx_font_medium { font-weight: normal; }
/* Font Shapes => font-style or font-variant */
.ltx_font_italic { font-style: italic; font-variant:normal; }
.ltx_font_upright { font-style: normal; font-variant:normal; }
.ltx_font_slanted { font-style: oblique; font-variant:normal; }
.ltx_font_smallcaps { font-variant: small-caps; font-style:normal; }
.ltx_font_oldstyle { font-variant: oldstyle-nums; /* experimental css3 ? Doesn't seem to work!*/
font-style:normal;
-moz-font-feature-settings: "onum";
-ms-font-feature-settings: "onum";
-webkit-font-feature-settings: "onum";
font-variant-numeric: oldstyle-nums; }
.ltx_font_mathcaligraphic { font-family: "Lucida Calligraphy", "Zapf Chancery","URW Chancery L"; }
/*
.ltx_font_mathscript { ? }
*/
cite { font-style: normal; }
.ltx_red { color:red; }
/*.ltx_centering { text-align:center; margin:auto; }*/
/*.ltx_inline-block.ltx_centering,*/
/* Hmm.... is this right in general? */
.ltx_centering { display:block; margin:auto; text-align:center; }
/* Dubious stuff */
.ltx_hflipped {
display:inline-block;
-moz-transform: scaleX(-1);
-o-transform: scaleX(-1);
-webkit-transform: scaleX(-1);
transform: scaleX(-1);
filter: FlipH;
-ms-fliter: "FlipH"; }
.ltx_vflipped {
display:inline-block;
-moz-transform: scaleY(-1);
-o-transform: scaleY(-1);
-webkit-transform: scaleY(-1);
transform: scaleY(-1);
filter: FlipV;
-ms-fliter: "FlipV"; }
/* .ltx_phantom handled in xslt */
/* A somewhat amsart-like style */
.ltx_title_document {
text-transform:uppercase; font-size: 150%; text-align:center; }
.ltx_title_section {
font-family:serif; font-weight:normal; font-variant:small-caps; font-size: 120%;
text-align:center; }
.ltx_authors { text-align:center; }
.ltx_author_before,.ltx_author_after,
.ltx_role_author .ltx_personname {
text-transform:uppercase; }
.ltx_abstract { margin-bottom:1em; }
.ltx_title_abstract { font-family:serif; font-weight:normal; font-variant:small-caps;}
.ltx_title_keywords,
.ltx_title_classification { display:inline; font-size:100%; font-weight:normal; font-style:italic; }
.ltx_role_dedicatory { font-size:100%; font-style:italic; text-align:center; margin:1em;}
.ltx_figure .ltx_tag,
.ltx_table .ltx_tag {
font-family:serif; font-variant:small-caps;}
.ltx_title_subsection,
.ltx_title_subsubsection {
font-family:serif; font-weight:bold;}
.ltx_title_subsection:after,
.ltx_title_subsubsection:after,
.ltx_title_paragraph:after { content:"."; }
/* abstract, subsection, subsubsection and paragraph titles are runin */
.ltx_abstract .ltx_title,
.ltx_abstract .ltx_title + .ltx_p { display:inline; }
.ltx_subsection .ltx_title,
.ltx_subsection .ltx_title + .ltx_para,
.ltx_subsection .ltx_title + .ltx_para > .ltx_p { display:inline; }
.ltx_subsubsection .ltx_title,
.ltx_subsubsection .ltx_title + .ltx_para,
.ltx_subsubsection .ltx_title + .ltx_para > .ltx_p { display:inline; }
.ltx_paragraph .ltx_title,
.ltx_paragraph .ltx_title + .ltx_para,
.ltx_paragraph .ltx_title + .ltx_para > .ltx_p { display:inline; }
.ltx_title +.ltx_para > .ltx_p {text-indent:2em; }
.ltx_itemize,
.ltx_enumerate,
.ltx_description
{ margin-left: clamp(1em, 3%, 2em); }
.ltx_title_document { font-size:170%; text-align:center; margin:0.5em 0 0.5em 0; }
.ltx_authors,
.ltx_role_author { text-align:center; margin:0.5em 0 0.5em 0; }
.ltx_role_author .ltx_personname { font-size: 120%; }
.ltx_date { text-align:center; font-size: 120%; margin:0.5em 0 0.5em 0; }
.ltx_subtitle { text-align:center; font-size: 120%; padding-left:0.2em; margin-left:-0.5em; }
.ltx_title_abstract { text-align:center; font-size: 100%; font-weight:bold; }
.ltx_abstract { margin-left:4em; margin-right:4em; }
.ltx_title_acknowledgements,
.ltx_title_keywords,
.ltx_title_classification {
text-align:left; font-size: 100%; font-weight:bold; margin:0.5 0 0 0; }
.ltx_appendix,
.ltx_section,
.ltx_subsection,
.ltx_subsubsection { margin-top:1.5em; }
.ltx_paragraph,
.ltx_subparagraph { margin-top:1.0em; }
.ltx_title_appendix,
.ltx_title_section,
.ltx_title_bibliography { font-size:140%; font-weight:bold; margin-bottom:1em; }
.ltx_title_subsection { font-size:120%; font-weight:bold; margin-bottom:1em; }
.ltx_title_subsubsection { font-size:100%; font-weight:bold; margin-bottom:1em; }
/* Paragraph & Subparagraph titles should be runin! */
.ltx_title_paragraph { font-size:100%; font-weight:bold; display:inline;
margin-right:1em; }
.ltx_paragraph .ltx_title,
.ltx_paragraph .ltx_title + .ltx_para,
.ltx_paragraph .ltx_title + .ltx_para > .ltx_p { display:inline; }
.ltx_title_subparagraph { font-size:100%; font-weight:bold; display:inline;
margin-left:2em; margin-right:1em; }
.ltx_subparagraph .ltx_title,
.ltx_subparagraph .ltx_title + .ltx_para,
.ltx_subparagraph .ltx_title + .ltx_para > .ltx_p { display:inline; }
.ltx_figure { text-align:center; margin:auto; margin:0.5em; }
.ltx_table { text-align:center; margin:auto; margin:0.5em; }
/* experimental: flex model, to center short captions, justify long ones */
.ltx_table,
.ltx_figure { display:flex; flex-direction:column; align-items:center; }
.ltx_table .ltx_caption,
.ltx_figure .ltx_caption { text-align:justify; }
/* first p in para gets indented */
.ltx_para > .ltx_p:first-child { text-indent:2em; }
/* except the initial in a section */
section > .ltx_title +.ltx_para > .ltx_p,
section > .ltx_title +.ltx_date +.ltx_para > .ltx_p {text-indent:0em; }
.ltx_title_abstract + .ltx_p {text-indent:2em; }
.ltx_itemize,
.ltx_enumerate { margin-left:1em; }
.ltx_theorem { margin-top:0.5em; margin-bottom:0.5em; }
.ltx_theorem .ltx_title { margin-bottom:0.1em; }
.ltx_theorem .ltx_title + .ltx_para,
.ltx_theorem .ltx_title + .ltx_para .ltx_p,
.ltx_theorem .ltx_title + .ltx_p { margin-top:0em; }
OPTIMAL EFFICIENCY INDEXES FOR ITERATIVE METHODS OF INTERPOLATORY TYPE AMS Subject Classification (1991): Primary 65Y20, 68Q25, 65H05.This work has been supported by the Romanian Academy of Sciences.
OPTIMAL EFFICIENCY INDEXES FOR ITERATIVE METHODS OF INTERPOLATORY TYPE
††thanks: AMS Subject Classification (1991): Primary 65Y20, 68Q25, 65H05.††thanks: This work has been supported by the Romanian Academy of Sciences.
Abstract
The paper is concerned with the order of convergence and the efficiency
index of iterative methods of interpolatory type for solving scalar
equations. Some classes of such methods are presented and then, using well
defined criteria, the methods having the optimal efficiency index (i.e.
those who practically are the most efficient) are determined. For these
methods the efficiency indexes are effectively determined.
1 Introduction
In this paper we propose a unitary approach concerning the computational
complexity for the numerical solving of scalar equations by iterative
methods of interpolatory type. We shall consider some classes of such
methods from which, using well defined criteria, we shall choose the optimal
ones.
As a measure for the complexity of a method we shall adopt the efficiency index (see [4]).
For this purpose we shall start by presenting some general considerations
concerning the convergence order and the efficiency index of an iterative
method. Then we shall specify the interpolatory methods to be studied.
Finally, we shall select from the interpolatory classes those having the
highest efficiency index, and for the classes for which the selection method
can’t be applied, we shall give delimitations for the efficiency index.
2 The convergence order and the efficiency index
Denote by and consider the
equation
where . In the following we shall suppose, for
simplicity, that the equation has a unique solution . Let be a function having a unique
fixed point in the interval , which coincides with
For the approximation of the root of equation , under certain conditions, we may consider the elements of the
sequence generated by the following iterative
process
| (2) |
|
|
|
More generally, if is a function of variables whose
restriction to the diagonal of the set coincides with i.e.
|
|
|
then we may consider the following iterative process:
| (3) |
|
|
|
The convergence of the sequence generated by or depends on certain properties of
the functions and , respectively . The amount of time needed by a
computer to obtain a suitable approximation of , depends both
on the convergence order of the sequence and
on the number of elementary operations that must be performed at each
iteration step in or . Concerning
the convergence order, it can be exactly computed in almost all the cases.
Hence it remains to solve the difficult problem of determining the number of
elementary operations that must be performed at each iteration step. A
general approach to this problem of course can’t be successful. That’s why
A.M. Ostrowski proposed in [4] a simplification of this problem, by
considering the number of function evaluations at each iteration step. At
first sight this approach seems to be strange, taking into account that some
functions may be more complicated and others may be simpler from the
computational standpoint. But our purpose is to compare different methods
applied to the same equation, and such an approach can give results.
We consider an arbitrary sequence , satisfying
together with and the following properties:
- a)
-
and for
- b)
-
the sequences and are convergent and where is the solution of
- c)
-
For all , where we have denoted by the first order
divided difference of on the nodes and ;
- d)
-
Definition 2.0.1
The sequence has the convergence order , , in respect to the function , if
there exists the limit:
| (4) |
|
|
|
and .
For a unitary treatment of the determination of the convergence order of the
studied methods, we shall use the following lemmas.
Lemma 2.0.0
If the sequence and the functions and
satisfy the properties a) - d) then the necessary and sufficient condition
for the sequence to have the convergence
order with respect to the function
is that the following limit exists:
| (5) |
|
|
|
and
Proof. Supposing that one of the equalities or is true and taking into account the
properties a) - d), we obtain:
|
|
|
|
|
|
Lemma 2.0.0
If is a sequence of real positive numbers
satisfying:
i. The sequence is convergent and
ii. There exist the nonnegative real numbers
and a bounded sequence with for all and such that the elements of satisfy
| (6) |
|
|
|
iii. The sequence is convergent and
Then is the positive solution of the equation:
|
|
|
Proof. From we obtain
|
|
|
But it can be easily seen that
|
|
|
whence it follows that i.e. Lemma is proved.
We shall denote in the following by the number of function evaluations
that must be performed at each iteration step in ,
respectively for .
In the hypotheses of Lemma 2.1 and taking into account the definition given
in [4], we have:
Definition 2.0.2
The real number is called the efficiency index of the iterative method or if there exists
|
|
|
and
3 Iterative methods of interpolatory type
In the following we shall briefly present the Lagrange-Hermite-type inverse
interpolatory polynomial. It is well known that this leads us to general
classes of iterative methods from which, by suitable particularizations we
obtain usual methods as Newton’s method, chord’s method, Chebyshev’s method,
etc.
For the sake of simplicity we prefer to treat separately the Hermite
polynomial and the Lagrange polynomial, though the last is a particular case
of the first.
As we shall see, a suitable choice of the nodes enables us to improve the
convergence orders of Lagrange-Hermite-type methods. We shall call such
methods Steffensen-type methods.
3.1 Lagrange-type inverse interpolation
Denote by the range of for Suppose
is times differentiable and for
all . It follows that is invertible and there exists Consider interpolation nodes in :
| (8) |
|
|
|
In the above hypotheses it follows that the solution of
equation is given by
Using the Lagrange interpolatory polynomial for the function at the
nodes we shall determine
an approximation for , i.e. for
Denote and let be the mentioned polynomial,
which is known to have the form
|
|
|
where
The following equality holds
| (9) |
|
|
|
where
|
|
|
and
It is also known that in the mentioned hypotheses concerning the
derivability of on , the function admits derivatives of any
order , for all and the following equality
holds [4], [8]:
| (10) |
|
|
|
where and the above sum extends over all nonnegative
integer solutions of the system
|
|
|
From , neglecting we obtain
the following approximation for
|
|
|
Denoting
|
|
|
we obtain
|
|
|
where
It is clear that if are distinct
approximations of the solution of equation
then a new approximation can be obtained as above, i.e.
| (11) |
|
|
|
with the error estimate given by
| (12) |
|
|
|
where belongs to the smallest open interval containing
If we replace in we obtain for the sequence the relations:
| (13) |
|
|
|
where belongs to the open interval determined by and .
Suppose that satisfies the
hypotheses of Lemma 2.1 and that the sequence , converges to zero, where
is generated by . Then the convergence order of this
sequence is equal to the positive solution of the equation:
Considering the set of all equations of the above form for , and denoting by its corresponding positive
solution it is known that the following relations hold [4]:
- a′)
-
- b′)
-
- c′)
-
3.2 Hermite-type inverse interpolation
Consider in the following, besides the interpolation nodes , natural numbers where and
We shall suppose here too, for simplicity, that is times
differentiable on . From this and from
for all , it follows, by , that is
also times differentiable on . Denoting , the Hermite polynomial for the nodes with multiplicity orders has the
following form:
|
|
|
|
|
|
where
| (14) |
|
|
|
If are distinct approximations of the
solution of the equation , then the next
approximation can be obtained as before in the following way:
| (15) |
|
|
|
where, as in
It can be easily seen that the following equality holds:
| (16) |
|
|
|
where belongs to the smallest open interval
containing and belongs to the open
interval determined by and .
If we suppose that
verifies the hypotheses of Lemma 2.1 and, moreover, , then it is clear that
the convergence order of the method is given by the
positive solution of the equation
| (17) |
|
|
|
In the following we shall consider the following particular cases of :
For from we obtain
| (18) |
|
|
|
method having the convergence order given by the positive solution of the
equation
| (19) |
|
|
|
Let denote the positive solution of equation
. It is easy to prove that the following properties
hold
- a′′)
-
- b′′)
-
- c′′)
-
Taking in we obtain again Chebyshev’s method,
i.e.
| (20) |
|
|
|
where the convergence order being .
Concerning the positive solution of equation we state
the following lemma.
Lemma 3.2.0
The positive solution of equation
verifies the relations:
| (21) |
|
|
|
Proof. Let
| (22) |
|
|
|
It is sufficient to prove that where We shall use for
this the inequality between the arithmetic mean and the geometric mean, i.e.
|
|
|
Using this inequality we obtain
|
|
|
i.e.
The second part of relations follows easily from the
inequality where
3.3 Steffensen-type iterative methods
The convergence orders of methods (3.1.4), (3.2.2), respectively (3.2.5) can
be improved if the interpolation nodes in the corresponding formulae are
chosen in a special way. For this purpose we consider a continuous function , whose unique fixed point in the interval is . We also suppose that and verify the equality
| (23) |
|
|
|
where , for all .
Let be an approximation of the solution . Denote and
Considering now as interpolation nodes the numbers by we obtain
| (24) |
|
|
|
and from we have
| (25) |
|
|
|
The iterative methods and are
generalizations of the Steffensen’s method, which can be obtained from for (see [4], [5]).
From one obtains the following representations for :
|
|
|
where
Considering we obtain:
| (26) |
|
|
|
and, analogously, from we get
| (27) |
|
|
|
In the relations and and are contained in the open interval
determined by and from and respectively and and belong to
the smallest open interval containing from respectively .
If we suppose that the sequences and given by
|
|
|
are bounded and respectively then we clearly have that the convergence
orders of methods respectively
are equal to , respectively .
4 Optimal efficiency
We shall analyze in the following the efficiency index of each of the
methods described and in the hypotheses adopted below we shall determine the
optimal methods, i.e. those having the highest efficiency index.
As we have seen, the formulae for computing the derivatives of have
a complicated form and they depend on the successive derivatives of .
Though, in the case where the orders of the derivatives of are low,
the values of these derivatives are obtained by only a few elementary
operations. Taking into account the generality of the problem we shall
consider each computation of the values of any derivative of by as a single function evaluation. For similar reasons
we shall also consider each computation of the inverse interpolatory
polynomials as a single function evaluation.
As it will follow from our reasonings, the methods having the optimal
efficiency index are generally the simple ones, using one or two
interpolation nodes and the derivatives of up to the second order.
Remark that in our case we can use for the efficiency index the relation .
4.1 Optimal Chebyshev-type methods
Observe that for passing from the -th iteration step to the , in
method must be performed the following evaluations:
|
|
|
i.e. values.
Then, by we perform the following function
evaluations:
|
|
|
where Finally, for the right hand expression of
relation we perform another function evaluation, so
that function evaluations must be performed.
By the efficiency index of method
has the form
|
|
|
Considering the function , we observe that it attains its
maximum at , so that the maximum value of is attained for . We
have proved the following result:
Theorem 4.1.4
Among the Chebyshev-type iterative methods having the form the method with the highest efficiency index is the third
order method, i.e.
| (28) |
|
|
|
In the following table some approximate values of are listed :
| m |
1 2 3 4 5 |
| E(m) |
1.1892 1.2009 1.1892 1.1746 1.1610 |
Table 4.1.1
We note that
4.2 The efficiency of Lagrange-type methods
We shall study the methods of the form , for which the
convergence order verifies from Taking
into account Remark 2.2, it can be easily seen that we can use relation for the efficiency index of these methods. For each step in in order to pass to the
next step, only must be evaluated, the other
values from being already computed. We have also
another function evaluation in computing the right-hand side of relation . So there are needed two function evaluations. Taking
into account that the convergence order of each method
satisfies , and denoting by the
corresponding efficiency index, we have
and
Theorem 4.2.5
For the class of iterative methods of the form the
efficiency index is increasing with respect to the number of interpolation
nodes, and we have the equality
4.3 Optimal Hermite-type particular methods
We shall study the class of iterative methods of the form for . Taking into account the remarks from 4.2. it
is clear that we can use again relation for the
efficiency index.
If is an approximation for the solution obtained by then for passing to the following iteration step we
need
|
|
|
i.e. function evaluations. Then, by we must
compute the derivatives of the inverse function ,
where . Another function evaluation is
needed for computing the right hand side of relation .
We totally have function evaluations, the other values in being already computed.
By from 3.2. and denoting
by the efficiency of this
method, we get:
| (29) |
|
|
|
| (30) |
|
|
|
For a fixed , by it follows that the efficiency
index is an increasing function with respect to and
|
|
|
In the following we shall study
as a function of and , .
By we have
|
|
|
and
| (31) |
|
|
|
For consider the functions , and
Some elementary considerations show that and satisfy is increasing on and
decreasing on and is decreasing on . The
maximum value of is .
Let be the solution of the equation
It can be easily seen that exists and it is the unique solution for
equation For , so it is clear that the maximum value of can be obtained for . It is easy to prove that and Taking into account the properties of and it is clear
that in order to determine the greatest value of it will be sufficient to consider only
those verifying, and .
Table 4.3.1. contains the approximate values of the efficiency indexes
corresponding to these values of and
The highest value for the efficiency index is hence obtained for and . We shall precise explicitly the method for
these values. For this purpose it is convenient to use the divided
differences on multiple nodes. The following table contains the divided
differences for the inverse function on the nodes having the multiplicity
orders 2.
Here and
and the other divided
differences are computed using the well-known recurrence formula.
In this case the method has the following form:
| (33) |
|
|
|
The following theorem holds:
Theorem 4.3.6
Among the methods given by relation for and
the method with the highest efficiency index is given by , and corresponds to the case and .
We shall analyze the case In this case the efficiency index
verifies . We also consider, besides the function
already defined, the functions , which satisfy the following properties and
|
|
|
It can be easily shown that the equation
has a unique positive solution, denoted by We also have for and for i.e. attains its maximum
value at
We also have that , showing that for all But since it follows that we
must examine only the cases when . Taking into account that is the solution of the equation we
get that the maximum value of the function is equal to
Let ,
An elementary reasoning leads us to the following conclusions: is
decreasing on the equation has a unique solution on the interval and
Since for we have , it follows that the values of and for which attains its
maximum must be searched in the set
| (34) |
|
|
|
Table 4.3.3. below contains the approximate values of the solutions
and the error being smaller than
Since we shall be interested only in the integer parts of
the solutions .
From the above Table and by we can see that attains its maximum at .
Taking into account that for then we
observe that is increasing with respect to .
Hence the following theorem holds:
Theorem 4.3.7
Taking in , the greatest values of the
efficiency indexes , , are obtained for . In this case the efficiency index is increasing
with respect to , and we have
4.4 Bounds for the efficiency index of the general Hermite-type
methods
As it was shown in [6], the method have the highest
convergence order when the natural numbers verify the
inequalities . More exactly consider the
equations:
| (35) |
|
|
|
| (36) |
|
|
|
| (37) |
|
|
|
where
and is an arbitrary permutation of the
numbers .
If are the corresponding positive solutions for equations then the following Lemma holds:
Lemma 4.4.0
If then , i.e., among all
equations of the form equation has the greatest positive root.
In the following we shall assume that the multiplicity orders of the
interpolation nodes of the Hermite polynomial which leads to the method satisfy
From the above assumptions, at each iteration step there must be performed function evaluations. Denoting by
the efficiency index of and taking into account Lemma
3.2.1 we get:
Theorem 4.4.9
If and is the positive
solution of then the efficiency index of the method satisfies
| (38) |
|
|
|
Taking into account the properties of the function given in 4.3.
and that , it follows that the expression attains its maximum value for . Taking into account the inequalities from
the fact that attains its
maximum value at do not imply the maximality of .
4.5 Optimal Steffensen-type methods
In the following we shall determine the optimal efficiency index for the
class of iterative methods given by . First, we
observe that at each iteration step in , we must
compute values of the function , , , being an already computed
approximation of the solution .
We then compute
i.e. function evaluations. In order to compute the successive values
of and at the nodes we need function evaluations. Finally, there is another
function evaluation in computing the right hand side of . Totally there are function evaluations.
If we denote by the efficiency index of then
which, taking into account the results from 4.1., attains its maximum
at .
By the above remark, if then from , it follows . Hence we have to analyze the following cases:
- i)
-
, i.e.
- ii)
-
i.e. or
- iii)
-
i) For , by we get the following
method:
| (39) |
|
|
|
ii) For we get the method
| (40) |
|
|
|
and for we get
| (41) |
|
|
|
iii) For we get the method , i.e. the
Chebyshev’s method of third order.
We have proved the following theorem:
Theorem 4.5.10
Among Steffensen-type iterative methods given by , the
methods have the optimal
efficiency index.
References
-
[1]
R. Brent, S. Winograd, F. Wolfe, Optimal Iterative
Processes for Root-Finding, Numer. Math. 20 (1973), 327-341.
-
[2]
Gh. Coman, Some Practical Approximation Methods for
Nonlinear Equations, Mathematica - Revue d’Analyse Numérique et de
Théorie de l’Approximation, Tome 11, N 1-2, (1982),
41-48.
-
[3]
H.T. Kung, J.F. Traub, Optimal Order and Efficiency for
Iterations with Two Evaluations, SIAM J. Numer. Anal., Vol. 13, N 1, (1976), 84-99.
-
[4]
A.M. Ostrowski, Solution of Equations and Systems of
Equations, Academic Press, New York and London, (1966).
-
[5]
I. Pǎvǎloiu, Bilateral Approximations for the
Solutions of Scalar Equations, Revue d’Analyse Numérique et de Théorie
de l’Approximation, (23), 1, (1994), 95-100.
-
[6]
I. Pǎvǎloiu, Optimal Problems Concerning
Interpolation Methods of Solution of Equations, Publ. Inst. Math., 52
(66) (1992), 113-126.
-
[7]
Traub J.F., Iterative methods for solution of equations, Prentice-Hall Inc., Englewood Cliffs, New Jersey, 1964.
-
[8]
Turowicz B.A., Sur les derivées d’ordre superieur
d’une fonction inverse, Ann. Polon. Math. 8 (1960), 265-269.