Abstract

In this note we study the convergence of a generalized Aitken type method for approximating the solutions of nonlinear equations in R. We obtain conditions which assure monotone convergence of the generated sequences. We also obtain a posteriori estimations for the errors.

Author

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Emil Cătinaş
(Tiberiu Popoviciu Institute of Numerical Analysis)

Keywords

nonlinear equations in R; Aitken method

Cite this paper as:

I. Păvăloiu, E. Cătinaş, On an Aitken type method, Rev. Anal. Numér. Théor. Approx., 36 (2007) no. 2, pp. 173-176. https://doi.org/10.33993/jnaat362-865

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Print ISSN

1222-9024

Online ISSN

2457-8126

MR

1222-9024

Online ISSN

2457-8126

Google Scholar citations

[1] M.A. Ostrowski, Solution of Equations and Systems of Equations, Academic Press, New York and London, 1980.
[2] I. Pavaloiu, Solutions Equations by Interpolation, Dacia, Cluj-Napoca, 1981 (in Romanian).
[3] I. Pavaloiu, Bilateral approximation of solution of equations by order three Steffensen-type methods , Studia Univ. “Babes-Bolyai”, Mathematica, LI (2006) no. 3, pp. 105–114.
[4] I. Pavaloiu and N. Pop, Interpolation and Applications, Risoprint, Cluj-Napoca, 2005 (in Romanian).
[5] I. Pavaloiu, Approximation of the roots of equations by Aitken-Steffensen-type monotonic sequences , Calcolo, 32 (1995) nos. 1–2, pp. 69–82.
[6] I. Pavaloiu and E. Catinas, On a Steffensen type method, Proceedings of the Ninth International Symposion on Symbolic and Numeric Algoritms for Scientific Computing (SYNASC 2007), September 26–29, 2007, Timisoara, Romania, IEEE Computer Society, pp. 369–375.
[7] B.A. Turowicz, Sur les derivees d’ordre superieur d’une fonction inverse , Ann. Polon. Math., 8 (1960), pp. 265–269.

Paper (preprint) in HTML form

ON AN AITKEN TYPE METHOD∗

ON AN AITKEN TYPE METHOD

Ion Păvăloiu and Emil Cătinaş
(Date: August 14, 2006.)
Abstract.

In this note we study the convergence of a generalized Aitken type method for approximating the solutions of nonlinear equations in . We obtain conditions which assure monotone convergence of the generated sequences. We also obtain a posteriori estimations for the errors.

Key words and phrases:
Nonlinear equations, Aitken method.
1991 Mathematics Subject Classification:
65H05.
This work was supported by MEdC under grant 2CEEX06-11-96/19.09.2006.
“T. Popoviciu” Institute of Numerical Analysis, P.O. Box 68-1, Cluj-Napoca, Romania, e-mail: {pavaloiu,ecatinas}@ictp.acad.ro.

1. Introduction

Consider the equation

(1) f(x)=0

where f:[a,b], a,b, a<b.

Consider also the following two equations, both equivalent to (1):

(2) xgi(x)=0,gi:[a,b][a,b],i=1,2.

In order to approximate a root x of (1), we consider the sequence (xn)n0, generated by the following relations:

(3) xn+1 =xnf(xn)[xn,g1(xn);f][xn,g1(xn),g2(xn);f]f(xn)f(g1(xn))[xn,g1(xn);f][xn,g2(xn);f][g1(xn),g2(xn);f]
x[a,b],n=0,1,2,,

where [x,y;f] denotes the first order divided difference of f on x and y.

Relation (3) suggests an Aitken type method. If we assume that fC3[a,b] and f(x)0 for all x[a,b], denoting F=f([a,b]), it is known that there exists f1:F[a,b] and f1C3([a,b]). Moreover, the following relation holds

(4) (f1(y))′′′=3(f′′(x))2f(x)f′′′(x)(f(x))5

where y=f(x)and x[a,b] (see [2], [3], [5], [8]).

In [4] was studied the convergence of a Steffensen type method, analogous to (3). In order to obtain a control of the error at each iteration step, we have studied in [7] the cases when the generalized Steffensen type method leads to monotone approximations. Under some reasonable conditions of monotonicity and convexity (concavity) on f, in [7] were obtained monotone sequences which yield bilateral approximations to the solution x of (1). A condition such that the Steffensen type method studied in [7] to lead to monotone approximations is that the sign of the expression

(5) Ef(x)=3(f′′(x))2f(x)f′′′(x)

to be negative: Ef(x)<0, x[a,b].

In this note we shall show that if Ef(x)>0 x[a,b], one may construct functions g1 and g2, and on may choose the initial approximations x0[a,b] such that, under some reasonable hypotheses on f, the sequence (3) converges monotonically.

In an analogous fashion as in [7], we can easily show that for a given xn[a,b], then exists ξn]cn,dn[, where [cn,dn] is the smallest interval containing the points xn, g1(xn), g2(xn), x, such that

(6) xxn+1=Ef(ξn)f(xn)f(g1(xn))f(g2(xn))6[f(ξn)]5,n=0,1,.

2. The convergence of the Aitken method

We consider the following hypotheses on the functions f1,g1, g2, and on the initial approximation x0[a,b]:

  • i.

    fC3[a,b] and Ef(x)>0, x[a,b] where Ef is given by (5);

  • ii.

    f(x0)<0;

  • iii.

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

  • iv.

    f′′(x)0, x[a,b];

  • v.

    g1 and g2 are continuous functions, decreasing on [a,b];

  • vi.

    equation (1) has a solution x]a,b[;

  • vii.

    g1(x0)b,g2(x0)b;

  • viii.

    equations (1) and (2) are equivalent.

The following result holds:

Theorem 1.

If functions f1,g1,g2 and the initial approximation x0[a,b] verify hypotheses i.–viii., then the sequences (xn)n0, (g1(xn)), (g2(xn)) generated by (3) have the following properties:

  • j.

    the sequence (xn)n0 is increasing;

  • jj.

    the sequences (g1(xn)), (g2(xn))n0 are decreasing;

  • jjj.

    limxn=limg1(xn)=limg2(xn)=x;

  • jv.

    the following relations hold:

    xxnmin{g1(xn)xn,g2(xn)xn},n=0,1,.
Proof.

Let xn[a,b] be an approximation of the solution x such that f(xn)<0, g1(xn)b, g2(xn)b. From ii. and iii. it follows xn<x. By v. we have g1(xn)>x, g2(xn)>x. Taking into account the fact that f(xn)<0, f(g1(xn))>0 and using hypothesis iii. and iv., from (3) it follows that xn+1>xn. Since f(g2(xn))>0, by iii., i. and (6) we get xn+1<x.

By v. and xn<xn+1 it follows g1(xn)>g1(xn+1)) and g2(xn)>g2(xn+1). By v. it also follows that g1(xn+1)>x and g2(xn+1)>x. These relations imply j. and jj.

In order to prove jjj., let =lim xn. For n, from (3) we obtain f()=0 and hence =x. Obviously, from the continuity of g1 and g2 it follows that limg1(xn)=g1(x)=x and limg2(xn)=g2(x)=x.

Relations jv. are obvious, and allow us to evaluate the a posteriori error at each iteration step. ∎

3. Construction of functions g1 and g2

The basic conditions on g1 and g2 on v. and vii.

We shall consider a function g:[a,b] given by

(7) g(x)=xλf(x)

where λ.

If g(x)0, then g is decreasing. This attracts

1λf(x)<0

i.e.,

(8) λ>1f(x)

But since f(x)>0 and f′′0, we obtain

f(a)f(x)f(b)

or

(9) 1f(a)1f(x)1f(b).

By (9), it is obvious that if λ>1f(a) then (8) is verified for every x[a,b], from which g is decreasing.

In order to obtain g(x0)b, we need thatx0λ(x0)b, which leads to λx0bf(x0) which in turn holds if x0 is sufficiently close to x.

Let λi, i=1,2, λ1λ2 be two numbers such that

1f(a)λix0bf(x0);

then functions gi, i=1,2 given by

gi(x)=xλif(x)

verify hypotheses v. and vii.

4. Numerical example

Consider the equation

f(x)=x2cosx=0,

with x[π6,π2].

Obviously, f(x)>0, for all x[π6,π2], and f′′(x)>0, x[π6,π2]. If in (7) we take λ1=0.5, λ2=0.6 and x0=π6, then g1 and g2 verify v. and vii.

We have:

g1(x) =cosx+x2,g2(x)=6cosx+2x5.

Obviously, g1(π6)<π2 and g2(π6)<π2. Function Ef is given by

Ef(x)=4+8cos2x+2sinx>0,x[π6,π2].

In the table below we have obtained the following results.

Table 1. Numerical results
n xn g1(xn) g2(xn) f(xn)
1 0.5235987755982988 1.127824791583588 1.248669994780646 1.208452031970579e+0
2 1.027717814817341 1.030632925047758 1.031215947093841 5.830220460833369e3
3 1.029866528928396 1.029866529462959 1.029866529569871 1.069125232788792e9
4 1.029866529322259 1.029866529322259 1.029866529322259 0

The numerical results confirm that inequalities

0xx4<1015

hold.

References

  • [1]
  • [2] Ostrowski, M.A., Solution of Equations and Systems of Equations, Academic Press, New York and London, 1980.
  • [3] Păvăloiu, I., Solutions Equations by Interpolation, Dacia, Cluj-Napoca, 1981 (in Romanian).
  • [4] Păvăloiu, I., Bilateral approximation of solution of equations by order three Steffensen-Type methods, Studia Univ. “Babeş-Bolyai”, Mathematica, LI (2006) no. 3, pp. 105–114.
  • [5] Păvăloiu, I. and Pop. N., Interpolation and Applications, Risoprint, Cluj-Napoca, 2005 (in Romanian).
  • [6] Păvăloiu, I., Approximation of the roots of equations by Aitken-Steffensen-type monotonic sequences, Calcolo, 32 (1995) nos. 1–2, pp. 69–82.
  • [7] Păvăloiu, I. and Cătinaş, E., On a Steffensen type method, Proceedings of the Ninth International Symposion on Symbolic and Numeric Algoritms for Scientific Computing (SYNASC 2007), September 26–29, 2007, Timişoara, Romania, IEEE Computer Society.
  • [8] Turowicz, B.A., Sur les derivées d’ordre superieur d’une fonction inverse, Ann. Polon. Math., 8 (1960), pp. 265–269.
  • [9]
2007

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