Abstract
We consider the iterative methods for solving nonlinear equations in \(\mathbb{R}\) and the class of iterative methods obtained by inverse interpolation of Taylor type; we determine the iterative method having the greatest efficiency index. We show that this method is the Chebyshev method given by the second degree interpolatory polynomial for the inverse function.
Authors
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)
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I. Păvăloiu, On the efficiency of the computations for approximating the solutions of equations, Bul. Ştiinţ. Univ. Baia Mare, Ser. B Mat.-Inf., 14 (1998) no. 1, pp. 59-64.
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Bul. Ştiinţ. Univ. Baia Mare. Ser. B
Matematică-Informatică, vol. XIV (1998), no. 1, 59–64
Dedicated to prof. Iulian Coroian on his 60th anniversary.
On the efficiency of the computations for approximating the solutions of equations
1. Introduction
It is well known that the Lagrange-Hermite type inverse interpolation offers a lot of iterative methods for solving equations. The preference for one method or for another in obtaining a suitable approximation of a solution must take into account, among other facts, not only the convergence order of the chosen method, but also the amount of calculations needed at each iteration step. While the convergence order may be determined exactly, the amount of calculations from each iteration may be difficult to determine exactly.
The problem we are interested in this note consists in considering a certain class of iterative methods and in determining the methods of that class which have an optimal efficiency index.
Concerning the efficiency index, we shall adopt the definition given by A.M. Ostrowski in [6]. As we shall see in the following, the essential elements in defining the efficiency index of an iterative method are the convergence order and the number of function evaluations needed at each iteration step. As it is well known, the Lagrange-Hermite type interpolatory methods use the values of the considered function, as well as the values of its derivatives up to a certain order. The efficiency index introduced by Ostrowski, as we shall see, seems to be well suited to our purposes.
We shall restrict here to considering the class of methods given by the Chebyshev-type methods, which was also studied in [8], [9].
We shall show that the results obtained in [8] and [9] remain valid under more general hypotheses than those considered in those papers. More exactly, we shall
admit here that the amount of calculations needed at each iteration step is proportional with the number of functions whose values are needed.
The factor proportionality is considered constant for a given function.
Let be an interval of the real axis and consider the equation
(1) |
where . We assume that equation (1) has a unique solution For solving this equation we consider the function and we suppose that is a fixed point for We also assume that the sequence given by the iterations
(2) |
converges. Obviously, if is continuous at , then
Concerning the function we shall also assume the following.
-
a)
the function is differentiable at
-
b)
for any we have that for some where is the divided difference of on the points and
Definition 1.
The sequence has the convergence order , if there exists the limit
and
The following lemma can be easily proved.
Lemma 2.
If the function satisfies a) and b), then the necessary and sufficient condition for the sequence given by (2) to have the convergence order , is that there exists the limit
and
We shall denote in the following by the number of functions whose values must be computed at each step in the iterations (2).
Taking into account lemma 2 and according to the efficiency index proposed by Ostrowski, we shall admit the following definition.
Definition 3.
Remark 1.
If the sequence given by (2) has the convergence order and there exists such that for we have constant, then
(3) |
∎
2. Chebyshev-type iterations methods
Let be a natural number, and assume that the function obeys
-
the function is times differentiable on
-
the derivative satisfies for any
In the above hypotheses it follows that the function admits an inverse where and the solution of verifies
(4) |
Moreover, the function is times differentiable on each point from the interior of and the -th derivative, where is given by
(5) |
where and the above sum extends on all nonnegative integer solutions of the system
Let be given. The class of Chebyshev-type iterative methods is given by
(6) |
where
Remark 2.
For different values of relation (6) generates a class of iterative methods of Chebyshev type. We shall denote by (CM) this class.
Remark 3.
Il can be easily shown that for any fixed , the convergence order of the corresponding method is ∎
Remark 4.
For a fixed , at each iterative step in (6) it is necessary, by (5), to evaluate
at i.e. function evaluations are needed.
However (6) implies that are also needed:
- the values of the successive derivatives of up to the -th order;
- the values of the successive derivatives of up to the -th order
- one extra function evaluation, given by (6).
For these reasons, we shall admit that for the class (CM) there are needed function evaluations at each step, where the constant is given for any considered function ∎
3. The optimal efficiency index.
Taking into account remarks 3 and 4, by (3) we get the following expression for the efficiency index of the class (CM):
Considering the function , it can be easily verified that it attains its maximum value at the unique point It is clear then that has the maximum value at The following result holds.
Theorem 4.
Considering the class (CM), the method with the highest efficiency index is the Chebyshev method (7).
References
- [1] Brent, R., Winograd, S. and Wolfe, Ph., Optimal iterative processes for root-finding, Numer. Math. 20 (5), (1973), 327–341.
- [2] Casulli, V. and Trigiante, D., Sui procedimenti iterative compositi, Calcolo, XIII. IV (1976), pp. 403–420.
-
[3]
Coman, Gh.,
††margin:
available soon,
refresh and click here Some practical approximation methods for nonlinear equations, Anal. Numér. Théor. Approx., 11 (1982) nos. 1–2, pp. 41–48. - [4] Kacewitez, B., An integral-interpolation iterative method for the solution of scalar equations, Numer. Math. 26(4), (1976), pp.355–365.
- [5] Kung, H. T. and Traub, J, F., Optimal order and efficiency for iterations with two evaluations. SIAM. J. Numer. Anal. 13, 1, (1976) pp. 84–99.
- [6] Ostrowski, M.A., Solution of Equation and Systems of Equations. Academic Press. New York and London (1960).
-
[7]
Păvăloiu, I.,
††margin:
available soon,
refresh and click here The Solution of the Equations by Interpolation (Romanian) Ed. Dacia Cluj-Napoca (1981). - [8] ††margin: clickable Păvăloiu, I., Optimal problems concerning interpolation methods of solution of equations, Publications de L’Institut Mathématique Beograd 52 (66) (1991), pp. 113–126.
- [9] ††margin: clickable Păvăloiu, I., On computational complexity in solving equations by Steffensen-type methods, Rev. Anal. Numér. Théor. Approx. 24 (1995) nos. 1–2, pp. 215–219.
- [10] ††margin: clickable Păvăloiu, I., On computational complexity in solving equations by interpolation methods, Rev. Anal. Numér. Théor. Approx. 24 (1995) nos. 1–2, pp. 201–213.
- [11] Traub, J.F. Iterative Methods for the Solving of Equations, Prentice-Hall, New York (1964).
- [12] Traub, J.F., Theory of optimal algorithms, Preprint . Department of Computer Science, Carnegie-Mellon University (1973) pp. 1–22.
- [13] Traub, J.F. and Wozniakowski, H., Optimal radius of convergence of interpolatory iterations for operator equations, Aequationes Mathematicae, 21 (1980), pp.159–172.
- [14] Turowicz, A.B., Sur les dérivées d’ordre supérieur d’une fonction inverse, Ann. Polon. Math. 8 (1960), pp. 265–269.
Received 18.07.1998
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