A Halley-Aitken-type method for approximating the solutions of scalar equations

Abstract

We are concerned with the approximation of the solution of scalar equations by Halley-Aitken method. We obtain local convergence result.

Authors

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Keywords

nonlinear equations in R; iterative methods; Halley-Aitken method.

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I. Păvăloiu, A Halley-Aitken-type method for approximating the solutions of scalar equations, Bul. Ştiinţ. Univ. Baia Mare, 17 (2001) nos. 1-2, pp. 85-92.

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A Halley-Aitken type method for approximating the solutions of scalar equations

A Halley-Aitken type method for approximating the solutions of scalar equations

Ion Păvăloiu

1 Introduction

Let f:[a,b], where a,b, a<b, and suppose that f has the first order derivative, which is positive: f(x)>0,x[a,b]. Consider the function h:[a,b]

(1.1) h(x)=f(x)f(x).

In [2] there is shown that the Halley method for solving

(1.2) f(x)=0

is in fact the Newton method for solving (1.1). This method consists therefore in generating the sequence (xn)n0 by

(1.3) xn+1=xnh(xn)h(xn),x0[a,b],n=0,1,,.

The first and second order derivatives of h are given by

(1.4) h(x)=2[f(x)]2f′′(x)f(x)2[f(x)]3/2,x[a,b]

and

(1.5) h′′(x)=[3[f′′(x)]22f′′′(x)f(x)]f(x)4[f(x)]5/2,x[a,b].

These relations imply

(1.6) h(x¯)=[f(x¯)]1/2

and

(1.7) h′′(x¯)=0

where x¯[a,b] denotes the solution of (1.2). As shown in [1], equality (1.7) characterizes the Halley method, in the sense that ensures its convergence order 3. The authors of [4], analyzing an algorithm of Heron for approximating 1003, give a general algorithm which can be used for approximating the cubic root of any real positive number.

In [7] it is shown that the algorithm from [4] is nothing else than the chord method applied to equation h(x)=0 where h(x)=f(x)f(x), with f(x)=x3N. In this case the equation h(x)=0 has the form x2Nx=0, when N>0, N.

It is clear that between the Heron algorithm and the Halley method there exists a connection, in the sense that the transformed equation to which we apply the Newton or the chord method is the same. In [7] and [10], the authors study the convergence and error bounds for the Steffensen and Aitken-Steffensen methods applied to (1.1). In this note we shall study a variant of the Aitken-Steffensen method, which differs from those presented in [10] and [11].

We shall consider other two equations, equivalent to (1.2), having the form

(1.8) xφ1(x)=0

and

(1.9) xφ2(x)=0,

where φ1,φ2:[a,b][a,b] will be convenably chosen.

We shall study the sequence (xn)n0 given by

(1.10) xn+1=φ1(xn)h(φ1(xn))[φ1(xn),φ2(φ1(xn));h],x0[a,b],n=0,1,.

We shall consider the following assumptions on f,φ1 and φ2:

i. fC4[a,b];

ii. equation (1.2) has a solution x¯(a,b);

iii. f(x)>0, x[a,b];

iv. φ1 obeys 0<[x,y;φ1]<1,x,y[a,b], where [x,y;φ1] denotes the first order divided difference of φ1 on x and y:

[x,y;φ1]=(φ1(y)φ1(x))/(yx);

v. φ2 obeys 1<[x,y;φ2]<0,x,y[a,b].

2 The local convergence and error bounds

We shall use the following identities:

(2.1) φ1(xn)h(φ1(xn))[φ1(xn),φ2(φ1(xn));h] =φ2(φ1(xn))h(φ2(φ1(xn)))[φ1(xn),φ2(φ1(xn));h]
n =0,1,,.

and also the Newton identity

(2.2) h(x)=h(y)+[y,z;h](xy)+[x,y,z;h](xy)(xz)

where [x,y,z;h] is the second order divided difference of h on x,y,z.

We notice that equality (1.6) and hypothesis i. ensure the existence of α,β, aα<x¯<βb such that h(x)>0 x[α,β].

The following theorem holds:

Theorem 2.1

Let [α,β][a,b] be such that h(x)>0 x[α,β]. If the functions f,φ1,φ2 and the initial approximation x0 satisfy:
a) x0[α,β] can be chosen such that φ1(x0)[α,β] and φ2(φ1(x0))[α,β];
b) the hypotheses i-v an satisfied.
Then the following properties are true:

j. for all n we have

|xn+1x¯|max{|xn+1φ1(xn)|,|xn+1φ2(φ1(xn))|};

jj. there exists k>0, k, which does not depend on n, such that

|xn+1x¯|k|xnx¯|3,n;

jjj. if x0 is close enough to x¯ to obey k|x¯x0|<1, then the sequences (xn)n0, (φ1(xn))n0 and (φ2(φ1(xn)))n0 converge to their common limit x¯.

Proof. We shall analyses two cases.

I. x0<x¯. Then φ1(x0)x¯=φ1(x0)φ1(x¯)=[x0,x¯;φ1](x0x¯)<0, i.e., φ1(x0)<x¯. Denote Ψ(x)=xφ1(x), and so Ψ(x0)Ψ(x¯)=[x0,x¯;Ψ](x0x¯)=[1[x0,x¯,φ1]](x0x¯)<0, i.e. x0<φ1(x0). Now we show that φ2(φ1(x0))>x¯. From φ1(x0)<x¯ it follows φ2(φ1(x0))x¯=φ2(φ1(x0))φ2(x¯)=[x¯,φ1(x0);φ2](φ1(x0)x¯)>0, i.e. φ2(φ1(x0))>x¯. Next, we show that x1[φ1(x0),φ2(φ1(x0))], where x1 is obtained from (1.10) for n=0. Since h(x)>0,x[α,β], and φ1(x0)[α,β], we get that h(φ1(x0))<0 (we know that φ1(x0)<x¯) and so x1satisfies x1>φ1(x0). We have used the fact that h(x)>0x[α,β] implies [φ1(x0),φ2(φ1(x0));h]>0. Now we show that x1<φ2(φ1(x0)). This inequality follows from φ2(φ1(x0))>x¯, h(φ2(φ1(x0)))>0 and from (2.1) for n=0. we have shown that

(2.3) x0<φ1(x0)<x¯<φ2(φ1(x0))

and

(2.4) x1(φ1(x0),φ2(φ1(x0))).

II. x0>x¯. Similarly to the above reason, we get that

(2.5) x0>φ1(x0)>x¯>φ2(φ1(x0))

and

(2.6) x1(φ2(φ1(x0)),φ1(x0)).

Denoting by I0 the open interval determined by φ1(x0) and φ2(φ1(x0)), then obviously relations (2.3) - (2.6) may be sinthetized as

x1,x¯I0.

It can be easily seen that if we denote by I1 the open interval determined by φ1(x1) and φ2(φ1(x1)) then get

I1I0

and

x2,x¯I1

where x2 is obtained from (1.10) for n=1.

Let In be the open interval determined by φ1(xn) and φ2(φ1(xn)) for some n. Then repeating the above reason, we may show that

(2.7) x¯,xn+1In

and

In+1In,

where In+1 is determined by φ1(xn+1) and φ2(φ1(xn+1)). From the above reason and from (2.7) it follows j., which yields an error bound bound for each iteration step.

For jj. using identity (2.2) we get

h(x¯) =h(φ1(xn))+[φ1(xn),φ2(φ1(xn));h](x¯φ1(xn))+
[φ1(xn),φ2(φ1(xn)),x¯;h](x¯φ1(xn))(x¯φ2(φ1(xn)))

whence, taking into account (1.10) and h(x¯)=0, we get

(2.8) x¯xn+1=[φ1(xn),φ2(φ1(xn)),x¯;h][φ1(xn),φ2(φ1(xn));h](x¯φ1(xn))(x¯φ2(φ1(xn))).

The mean value formulae for the divided differences lead us to

(2.9) [φ1(xn),φ2(xn);h]=h(θn),θnIn

and

[φ1(xn),φ2(φ1(xn)),x¯;h]=h′′(ηn)2,ηnIn.

From i. and using the Lagrange formula it follows

(2.10) h′′(ηn)=h′′(ηn)h′′(x¯)=h′′′(ξn)(ηnx¯),ηnIn.

Denoting

m1=infx[α,β]|h(x)|

and

M1=supx[α,β]|h′′′(x)|,

from (2.8) and taking into account (2.9) and (2.10) we get

|x¯xn+1|M12m1|x¯φ1(xn)||x¯φ2(φ1(xn))||x¯ηn|.

The property jj. follows easily by denoting k=M12m1 and taking into account iv, v, and the fact that ηnIn.

Property jjj is an immediate consequence of j and jj.  

3 Determining the functions φ1 and φ2

we shall present a modality of choosing φ1 and φ2 in order to obey the assumptions of Theorem 2.1

Suppose that f is strictly convex on [a,b], i.e. f′′(x)>0,x[a,b]. This assumption, together with f(x)>0 x[a,b], lead, by (1.4) to h(x)>0x[a,x¯]. Relation (1.4) again and f(x)>0 and f(x¯)=0 imply the existence of β, x¯<βb such that h(x)>0,x[x¯,β].These hypotheses ensure the existence of an interval [α,β] for which h(x)>0,x[α,β]. Since f′′(x)>0 it follows that f(x) is increasing on [a,b].

Taking

φ1(x)=x1μf(x)

and

φ2(x)=x1λf(x),

with μfs(b) and 0<λfd(a), and assuming that 0<f(x)<2λ,x[a,b], then the functions φ1 and φ2 defined above obey hypotheses iv and v of Theorem 2.1. For ax0x¯ in Theorem 2.1, hypothesis φ1(x0)[α,β] is automatically verified, but the assumption φ2(φ1(x0))[α,β] must be kept.

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2001

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