On the convergence order of some Aitken-Steffensen type methods

Abstract

In this note we make a comparative study of the convergence orders for the Steffensen, Aitken and Aitken-Steffensen methods. We provide some conditions ensuring their local convergence. We study the case when the auxiliary operators used have convergence orders \(r_1,r_2 \in \mathbb {N}\) respectively. We show that the Steffensen, Aitken and Aitken-Steffensen methods have the convergence orders \(r_1+1\), \(r_1+r_2\) and \(r_1r_2+r_1\) respectively.

Author

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Keywords

nonlinear equations in R; Steffensen, Aitken and Aitken-Steffensen methods.

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Cite this paper as:

I. Păvăloiu, On the convergence order of some Aitken-Steffensen type methods, Rev. Anal. Numér. Théor. Approx., 32(2003) no. 2, pp. 193-202. https://doi.org/10.33993/jnaat322-748

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1222-9024

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References

[1] ARGYROS, I. K., On the solution of nonlinear equotions with a nonilifferentiable term, Revue d’analyse numerique et de theorie de l’approximation,22,no.2, pp.  125-135,  1993.
[2] ARGYROS, I. K., An error analysis for the Steffensen method under generalized, Zabrejlco-Nguen-type assumptions, Revue d’analyse numerique et de theorie de L’approximatìon, 25, nos. 7-2, pp.11-22, 1996.
[3] ARGYROS, I. K., Polynomial Operator Equations in Abstract Spaces and Applications, CRC PressLLC, Boca Raton, Florida, 1998.
[4] ARGYROS, L K. and SZIDAROVZKY, F., The theory and Applications of lteration Methods, C.R.C. Press, Boca Raton, Florida, 1993.
[5] BALAzs, M. and GOLDNER, G., On the approrimate solution of equations in Hilbert space by a Steffensen-type method, Revue d’analyse numerique et de theorie de l’aproximation, L7, no. 1, pp. 19-23,1gB8
[6] CATINAS, E., On Some Steffensen-type iterative methods for a class of nonlinear equations, Revue d’analyse numerique et de theorie de l’approximation, 24, nos. 1-2, pp.37-43, 1995.
[7] GRAVES, L, M., Riemann integration and Taylor’s theorem in general analysis, Trans. Amer. Math. Soc., 29, pp. 163-1 77, 1927.
[8] KANTOROVICH, L. V. and AKILOV, G. P., Functional Analysis, Pergamon Press, Oxford, 1982.
[9] PAVALOIU, I.,  Sur Ia méthode de Steffensen pour la résolution des équations-opérationnelles non lineaires, Rev. Roum. Math. Pure et Appl., XIII, no. 6, pp. 857-861, 1968.
[10] PAVALOIU, I., Sur une généralisation de la methode de Steffensen, Revue d’analyse numerique et de theorie de l’approximation, 21, no. 1, pp. 59-65, 1992.
[11] PAVALOIU, I., Bilateral approx mations for the solutions of scalar equations, Revue d’analyse numerique et de theorie de l’approximation, 23, no. 1, pp. 95-100, 1994.

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On the convergence order of some Aitken–Steffensen type methods∗

On the convergence order
of some Aitken–Steffensen type methods

Ion Păvăloiu
(Date: April 13, 2003.)
Abstract.

In this note we make a comparative study of the convergence orders for the Steffensen, Aitken and Aitken–Steffensen methods. We provide some conditions ensuring their local convergence. We study the case when the auxiliary operators used have convergence orders r1,r2 respectively. We show that the Steffensen, Aitken and Aitken–Steffensen methods have the convergence orders r1+1, r1+r2 and r1r2+r1 respectively.

This work has been supported by the Romanian Academy under grant GAR 19/2003.
“T. Popoviciu” Institute of Numerical Analysis, P.O. Box 68-1, 3400 Cluj-Napoca, Romania, e-mail: pavaloiu@ictp.acad.ro.
{amssubject}

47J25.

{keyword}

Steffensen, Aitken and Aitken–Steffensen iterations.

1. Introduction

It is well known that the Aitken–Steffensen type methods are meant to accelerate the convergence of some sequences converging to the solutions of operational equations [2], [3], [7][10], [13], [14] and [17].

Let X be a Banach space and F:DXX a nonlinear mapping. Consider the equation

(1) F(x)=θ,

where θ is the null element of X.

Additionally, consider the equations

(2) x =φ1(x),
(3) x =φ2(x),

which are assumed to be equivalent to (1), i.e., they have the same solutions.

As usually, (X) stands for the set of linear operators from X into itself. For x,y,zX denote by [x,y;F](X) the first order divided difference of F at the nodes x and y and by [x,y,z;F] the second order divided difference of F at x,y,z ([8][10]).

For solving (1) we consider the sequences (xn)n0 generated by the following methods:

1. The Steffensen method:

(4) xn+1=xn[xn,φ1(xn);F]1F(xn),

n=0,1,,x0D;

2. The Aitken method:

(5) xn+1=φ1(xn)[φ1(xn),φ2(xn);F]1F(φ1(xn)),

n=0,1,,x0D;

3. The Aitken–Steffensen method

(6) xn+1=φ1(xn)[φ1(xn),φ2(φ1(xn));F]1F(φ1(xn)),

n=0,1,,x0D;

Assume there exists xD, the common solution for (1), (2) and (3), and that the mappings φ1, φ2 are Fréchet differentiable at x up to the orders r1 and r2 respectively, with

(7) φ1(i)(x)=θi,i=1,,r11,φ1(r1)(x)θr1,

where θi, i=1,,r1 are the null i-linear mapping. Analogously, assume

(8) φ2(i)(x)=θi,i=1,,r21,φ2(r2)(x)θr2.

It is well known that relations (7) and (8) ensure that the iteration processes of the form

(9) xn+1=φ1(xn),n=0,1,,x0X,

and

(10) xn+1=φ2(xn),n=0,1,,x0X,

have the convergence orders r1, resp. r2.

In this note we show that the Steffensen method has the convergence order r1+1, the Aitken method r1+r2, while the Aitken–Steffensen method r1(r2+1). We also provide conditions ensuring the local convergence of these sequences.

2. Local convergence

Let S={xX:xxr} be the ball with center at x and with radius r, and suppose SD.

The mappings φ1, φ2 are assumed to obey the following hypotheses:

  • i)

    the mapping φ1 admits Fréchet derivatives up to the order r11 on S, and

    supxSφ1(r1)(x)=L1<+,
  • ii)

    the mapping φ2 admits Fréchet derivatives up to the order r21 on S, and

    supxSφ2(r2)(x)=L2<+.

The mapping F is assumed to obey

  • i1)

    the linear mapping [x,y;F] is invertible for all x,yS, and

    supx,yS[x,y;F]1=m<+;
  • ii1)

    the bilinear mapping [x,y,z;F] is bounded for all  x,y,zS:

    supx,y,zS[x,y,z;F]=M<+.

Regarding the convergence of the Steffensen method, we obtain the following result.

Theorem 2.1.

Assume that φ1 obeys i) and (7), F obeys i1) and ii1), and the initial approximation x0S is chosen such that

  • a)

    mM|xx0|<1;

  • b)

    L1r1!xx0r111.

Then the sequence (xn)n1 generated by (4) remains in S and converges to x, satisfying

  • j1)

    xxn(MmL1r1!)1r1ρ0pn,n=0,1,, where

    ρ0=(MmL1r1!)1r1xx0<1

    and p=r1+1;

  • jj1)

    limnxn=x.

Proof.

Since x0S, then by the Taylor formula and by (7) and i) we get

(11) φ1(x0)x=φ1(x0)φ(x)L1r1!x0xr1,

whence, by b) it follows that

φ1(x0)xxx0r,

i.e., φ1(x0)S. By the Newton identity,

θ=F(x)= F(x0)+[x0,φ(x0);F](xx0)
+[x,x0,φ(x0);F](xφ(x0))(xx0),

and taking into account i1), ii1) and (4) for n=0, we obtain

xx1=[x0,φ(x0);F]1[x,x0,φ(x0);F](xφ(x0))(xx0)

whence, using (11), a) and b), it follows that

(12) xx1MmL1r1!xx0r1+1xx0r,

i.e., x1S.

Assume now that x1,,xnS and denote

(13) ρi=(MmL1r1!)1r1xxi,i=0,1,,n.

Relations a) and b) imply ρ0<1, while (12) attracts

(14) ρ1ρ0p.

Assume now that

(15) ρi+1ρip,i=0,,n1.

From (14) and (15) we get

ρiρ0pi,i=1,,n.

We prove now that xn+1S and ρn+1ρnp. Applying the Taylor formula and taking into account the hypotheses,

(16) φ1(xn)φ1(x)L1r1!xnxr1.

The induction hypotheses also imply

(17) xnx=ρn(MmL1r1!)1r1ρ0pn(MmL1(r1!))1r1=xx0.

Replacing (17) in (16) and taking into account b) leads to

φ1(xn)xL1r1!xx0r1r,

which shows that φ1(xn)S.

The fact that xn, φ1(xn), xS implies

θ=F(x)= F(xn)+[xn,φ1(xn);F](xxn)
+[x,xn,φ1(xn);F](xφ1(xn))(xxn)

whence

(18) xxn+1MmL1r1!xxnp.

Denoting ρn+1=(MmL1r1!)1r1xxn+1, then by (18) we get

(19) ρn+1ρnpρ0pn+1.

It remains to show that xn+1S, which follows by (19) and (18):

xxn+1ρ0pn+1(MmL1r1!)1r1<ρ0(MmL1r1)1r1xx0r.

Relation (19) implies conclusion (jj1). ∎

We obtain the following result regarding the Aitken method.

Theorem 2.2.

Assume that the mappings φ1, φ2 obey i) and (7), resp. ii) and (8), the mapping F obeys i1), i2) and the initial approximation x0S is chosen such that

  • a)

    L1r1!xx0r111;

  • b)

    L2r2!xx0r211;

  • c)

    Mmxx0<1.

Then the sequence generated by (5) remains in S, converges to x and, moreover, the following relations are true:

  • j2)

    xnx(MmL1L2r1!r2!)11qρ0qn,n=1,2,, where

    ρ0=(MmL1L2r1!r2!)1q1xx0<1

    and q=r1+r2;

  • jj2)

    limnxn=x.

Proof.

From i), ii), (7) and (8) it results

(20) xφ1(x0)L1r2!xx0r1,

whence, by a) it follows that φ1(x0)S. Analogously, for φ2 we get

(21) xφ2(x0)L2r2!xx0r2,

i.e., φ2(x0)S.

The Newton identity for F,

θ=F(x)= F(φ1(x0))+[φ1(x0),φ2(x0);F](xφ1(x0))
+[x,φ1(x0),φ2(x0);F](xφ2(x0))(xφ1(x0))

by (5) for n=0, (20), (21), implies

(22) x1x Mmxφ2(x0)xφ1(x0)
MmL1L2r1!r2!xx0r1+r2.

Denoting r1+r2=q and

(23) ρk=(MmL1L2r1!r2!)1q1xxk,k=0,1,

then, by (22) we get

(24) ρ1ρ0q.

From a), b) and c) we obtain that x1S and

(25) ρ0<1.

The fact that x1S is implied by relations (24) and (25):

(26) x1xρ0q(MmL1L2r1!r2!)1q1<ρ0(MmL1L2r1!r2!)1q1=x0xr.

It remains to show that φ1(x1), φ2(x1)S. Using a) and (26), we have

xφ1(x1) L1r1!xx1r1
L1r1!xx0r1
L1r1!xx0r11xx0
r

and, analogously, (26) and b) imply

xφ2(x1)L2r2!xx1r2L2r2!xx0r2r.

Assume x0,x1,,xkS and φi(xs)S,i=1,2, s=0,,k.

Denote

(27) ρi=(MmL1L2r1!r2!)1q1xxi,i=1,,k

and assume that

(28) ρi+1ρiq,i=1,,k1.

Relations (28), together with (24) show that the following inequalities are verified:

(29) ρiρ0qi,i=1,,k.

We show now that xk+1S. Similarly to (22), one immediately deduces that

(30) xk+1xMmL1L2r1!r2!xxkq.

Denoting

(31) ρk+1=(MmL1L2r1!r2!)1q1xxk,

then by (30) and (29) we deduce

(32) ρk+1ρ0qk+1,

i.e., (29) holds also for i=k+1.

From (30), (31) and (32) we get

(33) xk+1xρ0qk+1(MmL1L2r1!r2!)1q1ρ0(MmL1L2r1!r2!)1q1xx0r,

i.e., xk+1S. It remains to prove that φ1(xk+1), φ2(xk+1)S.

The Taylor formula leads to the relations

xφ1(xk+1)L1r1!xxk+1r1

and

xφ2(xk+1)L2r2!xxk+1r2.

By (33), we get xxk+1xx0 and so, from a) and b),

xφ1(xk+1)L1r1!xx0r1r

and, analogously

xφ2(xk+1)L2r2!xx0r1r

i.e., φ1(xk+1), φ2(xk+1)S.

According to the induction principle, relations (29) are true for all i, so

xnx1(MmL1L2r1!r2!)1q1ρ0qn

whence, since ρ0<1, limnxnx=0, i.e., limnxn=x.

Finally, the following result holds for the Aitken–Steffensen method.

Theorem 2.3.

Under the hypotheses of Theorem 2.2, the sequence (xn)n0, generated by (6) remains in the ball S, and converge to x such that:

  • j3)

    xxnL11sρ0sn,
    where ρ0=L1s1xx0, L=mM(L1r1!)r2+1L2r2!, n=0,1,, and s=r1r2+r1;

  • jj3)

    limnxn=x.

{proof*}

Assume that x0S verifies a)–c). We show first that φ1(x0), φ2(φ1(x0))S. For φ1 we have

(34) xφ1(x0)L1r1!xx0r1xx0r

i.e., φ1(x0)S. Next, taking into account (34), we get

xφ2(φ1(x0)) L2r2!xφ1(x0)
L2r2!L1r2(r1!)r2xx0r1r2
= L2r2![L1r1!xx0r11]r2xx0r2
L2r2!xx0r2
xx0
r.

We prove now that x1S. Analogously to (21), we get

(35) x1x Mmxφ1(x0)xφ2(φ1(x0))
Mm(L1r1!)r2+1L2r2!xx0r1r2+r1.

As it can be easily noticed, the previous relation may also be written as

(36) x1x Mmxx0[L1r1!xx0r11]r2
L1r1!xx0r11L2r2!xx0r21xx0,

whence, by a)–c), it follows that x1xr, i.e., x1S. Further, denote s=r1r2+r1, L=Mm(L1r1!)r2+1L2r2!, and so inequality (35) becomes

x1xLxx0s,

and, for L1s1xx0=ρ0, it reads as

(37) ρ1ρ0s,

with ρ1=L1s1xx1.

Next, we show that φ1(x1), φ2(φ1(x1))S. From (36) we have that

(38) xx1xx0.

For φ1(x1) we obtain

xφ1(x1)L1r1!xx1r1L1r1!xx0r1r,

while for φ2(φ1(x1)) we deduce

xφ2(φ1(x1)) L2r2!(L1r1!)r2xx1r1r2
= L2r2!xx1r21[L1r1!xx1r11]r2xx1

whence, taking into account (38) and a), b), it follows

xφ2(φ1(x1))r

i.e., φ2(φ1(x1))S.

Assume now that x0,,xkS, φ1(x0),,φ1(xk)S, φ2(φ1(x0)),, φ2(φ1(xk))S. Denote ρi=L1s1xxi, i=0,,k and also suppose that

(39) ρi+1ρis,i=0,,k1

which, by (37), becomes

(40) ρiρ0si,i=1,,k.

We show now that xk+1S. Using the hypotheses of the theorem and the Newton identity, it can be easily shown that

xxk+1 Mmxφ1(xk)xφ2(φ1(xk))
Mm(L1r1!)r2+1L2r2!xx0r1r2+r1

i.e., by denoting ρk+1L1s1xxk+1,

ρk+1ρks.

By (40), this leads to

ρk+1ρ0sk+1,

and since ρ0<1, we get

ρk+1ρ0.

Further,

xk+1xx0xr,

which shows that xk+1S. Now, we show that φ1(xk+1),φ2(φ1(xk+1))S. First, taking into account a),

xφ1(xk+1)L1r1!xxkr1L1r1!xx0r1r,

and, finally,

xφ2(φ1(xk+1)) L2r2!(L1r1!)r2xxk+1r1r2
L2r2!(L1r1!)r2xx0r1r2
r.\alignqed

Inequalities j1), j2), j3) from this conclusions of Theorems 2.12.2, resp. 2.3 characterize the convergence orders of the methods (4), (5), resp. (6).

The numbers r1, resp. r2 represent as we have already specified, the convergence orders of the iteration methods given by (9), resp. (10).

We also notice the following facts.

Remark 2.1.

If r1=r2=1, then the three studied methods have the same convergence order: p=q=s=2.

Remark 2.2.

Regarding method (6), we may also consider the following iterations instead:

(41) xn+1=φ2(xn)[φ2(xn),φ1(φ2(xn));F]1F(φ2(xn))

having the same convergence order r1r2+r2. Consequently, if r2>r1, then (41) is preferred instead of (6).

References

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