On computational complexity in solving equations by Steffensen type methods

Abstract

 

Authors

Ion Păvăloiu
Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy

Keywords

nonlinear equations in R; iterative methods; Steffensen method.

Cite this paper as:

I. Păvăloiu, On computational complexity in solving equations by Steffensen-type methods, Rev. Anal. Numér. Théor. Approx., 24 (1995) no. 2, pp. 215-220.

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References

[1] Ostrowski, A.M., Solution of Equations and Systems of Equations, Academic Press. New York and London, 1960.

[2] Turowicz, B.A., Sur le derivee d’ordre superior d’une fonction inverse, Colloq. Math. (1959), pp. 83-87.

[3] Păvăloiu I.,  Optimal problems Concerning Interpolation Methods of Solution of Equations. Publications de l’Institut Mathematique, Novelle serie, 52(66) (1992), pp. 113-126.

[4] Păvăloiu I.,  On Computational Complexity in Solving Equations by Interpolation Methods. Revue d’analyse Numerique et Theorie de l’Approximation, 24, 1-2 (1995), pp. 201-213.

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On Computational Complexity in Solving Equations
by Steffensen-Type Methods

Ion Păvăloiu
(Cluj-Napoca)

1. Introduction

This note is a continuation of the paper [5]. We shall establish here the optimal methods for the efficiency index of the class of Steffensen-type methods.

We adopt the efficiency index of an iterative process as being the number I⁢(ω,p) given in [2] by:

(1) I⁢(ω,p)=ω1p

where ω is the convergence order of the iterative method and p represents the number of function evaluations that must be performed at each step. As it results from [2] and [5], the efficiency index can be defined as in (1) if we admit that the number of function evaluations is constant beginning from a certain step.

Let I⊂R denote an interval of the real axis, and consider equation

(2) f⁢(x)=0,

where f:I→R. Suppose that equation (2) possesses a unique root x¯∈I. Also suppose that f admits derivatives up to the order m+1,m∈ℕ, the (m+1)-th derivative of f is bounded on I, and f′⁢(x)≠0 for all x∈I. If F=f⁢(I), then there exists the function f−1:F→I and x¯=f−1⁢(0).

It is obvious that for approximating the solution of (2) it is sufficient to approximate f−1 at y=0.

From the derivability hypotheses concerning f it follows that f−1 also possesses derivatives up to the order m+1, which are given by [3]:

(3) [f−1⁢(y)](k)=∑(2⁢k−2−i1)!⁢(−1)k−1+i1i2!⁢i3!⁢…⁢ik!⁢[f′⁢(x)]2⁢k−1⁢(f′⁢(x)1!)i1⁢…⁢(f(k)⁢(x)k!)ik

k=1,m+1¯, where the above sum extends over all the integer nonnegative solutions of the system:

(4) i2+2⁢i3+…+(k−1)⁢ik =k−1,
i1+i2+…+ik =k−1.

We shall consider the following general iterative process for solving the equation (2):

(5) xn+k+1−g⁢(xk,xk+1,…,xk+n),n≥0,k+1,2,…,

where g:In+1→I is a function whose restriction to the diagonal of In+1 coincides with a function h:I→I, whose fixed point is x¯, i.e. g⁢(x,x,…,x)=h⁢(x) for all x∈I and h⁢(x¯)=x¯.

In order to establish the optimal efficiency index of the class of Steffensen methods we shall adopt, as in [5], the following assumptions:

We consider as a function evaluation:

a) the evaluation of the function or of any of its derivatives at a certain point;

b) the evaluation by (3) of any of the derivatives of f−1 at a certain point;

c) the evaluation of g from (5) at a certain point.

2. Generalized Steffensen Method

Let

(6) x1,x2,…,xn+1

be n+1 interpolation nodes from I and

(7) y1,y2,…,yn+1

the values of f at xi,yi=f⁢(xi),i=1,n+1¯.

Consider n+1 natural numbers a1,a2,…,an+1 such that ai≥1⁢i=1,n+1¯, and a1+a2+…+an+an+1=m+1. Supposing that at each xi,i=1,n+1¯, we know that values of f and of its derivatives up to the order ai−1, i.e. we know f⁢(xi),f′⁢(xi),…,f(ai−1)⁢(xi), by (3) we can get the values of f−1 and of its derivatives up to the order ai−1.

We can now construct the Hermite inverse interpolation polynomial corresponding to f−1, nodes (7), i.e. the following polynomial exists and is unique:

(8) H⁢(y1,a1;y2,a2;…;yn+1,an+1;f−1|y)=
=∑i=1n+1∑j=0ai−1∑k=0ai−j−1[f−1⁢(yi)](j)⁢1k!⁢j!⁢[(y−yi)aiω⁢(y)]y=yi(k)⁢ω⁢(y)(y−yi)ai−j−k

where

(9) ω⁢(y)=(y−y1)a1⁢(y−y2)a2⁢…⁢(y−yn+1)an+1.

If xn+2 denotes the value of H at y=0 we have

(10) |x¯−xn+2|≤Mm+1(m+1)!⁢|f⁢(x1)|a1⁢|f⁢(x2)|a2⁢…⁢|f⁢(xn+1)|an+1,

where

Mm+1=supy∈F|f−1⁢(y)(m+1)|.

If xk,xk+1,…,xk+n∈I are n+1 approximations of x¯, then a new approximation xk+n+1 can be obtained by (8):

(11) xk+n+1=H⁢(yk,a1;yk+1,a2;…;yk+n,an;f−1|0),k=1,2,…,

with the error evaluation

(12) |x¯−xk+n+1|≤Mm+1(m+1)!⁢|f⁢(xk)|a1⁢|f⁢(xk+1)|a2⁢…⁢|f⁢(xk+n)|an+1.

Method (11) is called Hermite-like iterative method.

Consider a function φ:I→I whose fixed point from I is x¯ i.e. φ⁢(x¯)=x¯, and suppose there exists a real number α>0 such that

(13) |f⁢(φ⁢(x))|≤α⁢|f⁢(x)|,for all ⁢x∈I.

Let φ1⁢(x)=φ⁢(x),φ2⁢(x)=φ⁢(φ1⁢(x)),φ3⁢(x)=φ⁢(φ2⁢(x)),…,φn⁢(x)=φ⁢(φn−1⁢(x)), be the iterations up to the order n of the function φ.

To increase the convergence order of method (11) we can do as if follows.

Let xk∈I be a certain approximation of the solution x¯ of equation (2) and uk=xk,uk+1=φ1⁢(xk),…,un+k=φn⁢(xk). Consider the values y¯i=f⁢(ui)⁢i=k,n+k¯ as interpolation nodes in (8). Then xk+1, the next approximation of x¯, is given by:

(14) xk+1=H⁢(y¯k,a1;y¯k+1,a2,…,y¯k+n,an+1;f−1|0).

Repeating this process, called Steffensen type iterative method, we obtain a sequence (xn)n≥0 of approximations of x¯.

Using (13) and (12) it can be easily seen that the convergence order of (14) is m+1.

3. The Efficiency Index of Steffensen-Type Methods

As it can be seen above, at each iteration step in (14) we have the following function evaluations:

1) n values of φ to obtain the interpolation nodes uk+i,i=1,n¯;

2) n+1 values of f at the nodes uk+i,i=0,n¯;

3) at each interpolation node uk+i,i=0,n¯ we compute the values of successive derivatives of f up to the order ai+1−1, altogether m−n function evaluations:

4) by (3) we evaluate the successive derivatives of f−1 at y¯k+1=f⁢(uk+i),i=0,n¯ up to the order ai+1−1, altogether m−n function evaluations;

5) finally, consider (14) as a single function evaluation.

Summing up, we obtain altogether 2⁢(m+1) function evaluations.

Using (1) we obtain the following expression for the efficiency index of the class of Steffensen-type methods:

(15) I⁢(m+1,2⁢(m+1))=(m+1)12⁢(m+1)

Elementary considerations on the behaviour of the function h:(0,∞)→ℝ,h⁢(t)=t12⁢t lead us to the conclusion that the function I⁢(m+1,2⁢(m+1)) attains its maximum at m=2.

Note that the efficiency index (15) does not depend on the number of interpolation nodes.

From m=2 and a1+a2+…+an+1=m+1,ai≥1⁢i=1,n+1¯ it follows that n≤2.

We shall successively analyse all the cases that lead us to the optimal methods form (14).

A. a1+a2+a3=3, i.e. a1=a2=a3=1. Then (8) becomes the Lagrange’s inverse interpolation polynomial, and (14) is written:

(16) xk+1= xk−f⁢(xk)[xk,φ⁢(xk);f]
−[xk,φ⁢(xk),φ⁢(φ⁢(xk));f]⁢f⁢(xk)⁢f⁢(φ⁢(xk))[xk,φ⁢(xk);f]⁢[xk,φ⁢(φ⁢(xk));f]⁢[φ⁢(xk),φ⁢(φ⁢(xk));f]

x0∈I,k=0,1,…, where [u,v;f] respectively [u,v,w;f] denote the first, respectively the second order divided differences of f.

B. a1+a2=3, i.e. a1=2, a2=1 or a1=1 and a2=2. When a1=2, a2=1 we obtain the following method:

(17) xk+1 =xk=−f⁢(xk)f′⁢(xk)+(f′⁢(xk)−[xk,φ⁢(xk);f])⁢f2⁢(xk)[xk,φ⁢(xk);f]2⋅f′⁢(xk)⁢(φ⁢(xk)−xk)

x0,∈I,k=0,1,…, and when a1=1,a2=2 it follows:

(18) xk+1 =φ⁢(xk)−f⁢(φ⁢(xk))f′⁢(φ⁢(xk))+([xk,φ⁢(xk);f]−f′⁢(φ⁢(xk)))⁢f2⁢(φ⁢(xk))[xk,φ⁢(xk);f]2⁢f′⁢(φ⁢(xk))⁢(φ⁢(xk)−xk),

x0∈I,k=0,1,…

C. a1=3. In this case we get from (14) the third order Chebyshev iterative method, studied in [5].

In conclusion, the following theorem holds:

Theorem 3.1.

Under the assumptions a)–c) from 1., in the class of Steffensen-type iterative methods any of the methods (16), (17) or (18) is optimal, i.e. has the greatest efficiency index.

Remark.

For the particular case when a1=a2=…=an+1=q the condition of optimality for the efficiency index gives us two possibilities, namely q=3,n=0, hence the case C. or q=1,n=2, hence the case A. ∎

References

Received 20 X 1994

Academia Română

Institutul de Calcul

”Tiberiu Popoviciu”

P.O. Box 68

3400 Cluj-Napoca 1

România

1995

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