Abstract
In [7], [8], M. Urabe studies the numerical convergence and error estimation in the case of operatorial equation solution by means of iteration methods. Urabe’s results refer to operatorial equations in complete metric spaces, while as application the numerical convergence of Newton’s method in Banach spaces is studied. Using Urabe’s results, M. Fujii [1] studies the same problems for Steffensen’s method and the chord method applied to equations with real functions. In [6], Urabe’s method is applied to a large class of iteration methods with arbitrary convergence order. We propose further down to extend Urabe’s results to the case of the Gauss-Seidel method for systems of equations in metric spaces.
Authors
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)
Keywords
systems of equations in metric spaces; error estimations; Gauss-Seidel method
Scanned paper: on the journal website.
Cite this paper as:
I. Păvăloiu, Error estimation in numerical solution of equations and systems of equations, Rev. Anal. Numér. Théor. Approx., 21 (1992) no. 2, pp. 153-165.
About this paper
Publisher Name
Article on the journal website
Print ISSN
1222-9024
Online ISSN
2457-8126
References
[1] Fujii, M., Remarks to accelerated iterative processes for numerical solution of equations, J. Sci. Hiroshima Univ. Ser. A-I, 27 (1963), 97–118.
[2] Lanncaster, P., Error for the Newton-Raphson method, Numerische Mathematik, 9, 1, (1966), 55–68.
[3] Ostrowski, A., The round of stability of iterations, Z.A.M.M. 47, (1967), 77–81
[4] Pavaloiu, I., Estimation des erreurs dans la resolution numerique des systemes d’equations dans des espaces metriques. Seminar of Functional Analysis and Numerical Methods. Preprint Nr. 1, (1987), 121–129.
[5] Pavaloiu, I., Delimitations des erreurs dans la resolution numerique des systemes d’equations, Research Seminars. Seminar on Mathematical analysis. Preprint Nr. 7, (1988), 167–178.
[6] Pavaloiu, I., Introducere in teoria aproximarii solutiilor ecuatiilor. Ed. Dacia, Cluj- Napoca, (1976).
[7] Urabe, M., Convergence of numerical iteration in solution of equations. J. Sci. Hiroshima, Univ.Ser. A, 19 (1956), 479–489.
[8] Urabe, M., Error estimation in numerical solution of equations by iteration processes, J. Sci. Hiroshima Univ. Ser. A-I, 26, (1962), 77–91.
[9] Varga, R.S., Matrix Iterative Analysis, Englewood Cliffs H.J. Prentice Hall (1962).
Paper (preprint) in HTML form
Error estimation in numerical solution
of equations and systems of equations
In [7], [8] M. Urabe studies the numerical convergence and error estimation in the case of operatorial equation solution by means of iteration methods. Urabe’s results refer to operatorial equations in complete metric spaces, while as application the numerical convergence of Newton’s method in Banach spaces is studied. Using Urabe’s results, M. Fujii [1] studies the same problems for Steffensen’s method and the chord method applied to equations with real functions. In [6] Urabe’s method is applied to a large class of iteration methods with arbitrary convergence order.
We propose further down to extend Urabe’s results to the case of the Gauss-Seidel method for systems of equations in metric spaces.
1.
For a unitary exposition of the problem, we shall firstly present the ideas on which Urabe’s main results are based.
Let be a metric space and let a complete subset of . Consider the equation:
(1) |
where .
The following fixed point theorem is well known:
Theorem 1.1.
If the following conditions:
-
(i1).
for every , where ;
-
(ii1).
there exists at least one element such that
-
(iii
the set ,
is fulfilled, then the following properties hold:
The numerical solutions of equations (1) by means of the successive approximations method oblige us to consider instead of another mapping which approximates . Equation (1) is replaced by an approximant equation of the form:
(4) |
We shall suppose that for a given the mappings and fulfil the condition:
(5) |
Consider thus the iterative method:
(6) |
As to the sequence , M. Urabe proved the following theorem:
Theorem 1.2.
Condition (5) imposed to the mapping does not lead to the conclusion that the sequence is convergent; that is why if we suppose that the element which approximates the solution of (1) is determined with a condition of the form:
(7) |
where is a given real number, then cannot be chosen arbitrarily small. In [7] it is shown that, if then there exists a natural number such that inequality (7) is fulfilled for every .
Urabe shows that, if and is determined by condition (7), then the following inequality holds:
(8) |
Another situation which often occurs in the numerical solution of equations by successive approximations is that in which the sequence becomes periodic, that is, there exist two natural numbers and such that:
(9) |
for every . In this case the error estimation is given by the following theorem:
2.
In what follows, starting from the ideas exposed in the previous Section, we shall attempt to obtain delimitations for error in the case of a Gauss-Seidel-type method for the solution of a system of two equations in complete metric spaces.
Denote by two complete metric spaces, and let the cartesian product of the spaces and . Consider two mappings, and , which appear in the following system of equations:
(11) | ||||
In order to solve system (11), we shall adopt the following Gauss-Seidel-type method:
(12) | ||||
In [4], [5], [6] we studied the convergence of the sequences and generated by (12) with the assumption that the mappings and fulfil Lipschitz-type conditions on the whole space . But if
for the numerical solution of system (11) we consider, as previously, the approached mappings and , and impose them to verify conditions of type (5) on the whole space , then such conditions can restrict considerably their sphere of applicability, especially when the space is unbounded. For this reason it becomes necessary to study the convergence of the sequences and with the hypothesis that the mappings , and fulfil Lipschitz-type conditions on a set , where and are bounded sets.
Consider two sequences of real numbers, and , whose terms fulfil the conditions:
(13) | ||||
where are nonnegative real numbers, while and for every
We associate to inequalities (13) the following system of equations with the unknowns and :
(14) | ||||
In [6] we showed that if verify the relations:
(15) | ||||
then the system (14) has the real solutions for which and one of these solutions has both components positive. Let and be the solution with both components positive; then the elements of the sequences and verify the relations:
(16) | ||||
where
If we write then one sees immediately that is one of the roots of the equation
(17) |
Let be a real number chosen such that the sets:
(18) | ||||
verify the relations and .
With the above specifications we can state the following theorem:
Theorem 2.1.
If the mappings and fulfil the conditions:
-
(i2).
;
,
for every ;
-
(ii2).
the numbers fulfil conditions (15);
-
(iii2).
the elements and of the sequences , generated by (12) verify the conditions
then the following properties hold:
-
(j2).
the sequences and generated by (12) are convergent;
-
(jj2).
if we write and , then , and is the unique solution of the system (11) contained into the set ;
-
(jjj2).
the following inequalities hold:
(19)
Proof.
From follows and . With this, with (12), and with the hypothesis , we have:
Using the above inequalities and the hypothesis , we have:
From these inequalities it follows that and .
Suppose now that for every , and , for . Using these hypotheses, and together with (12), we deduce:
Analogously, and taking also into account the above inequality we deduce:
From the above inequalities it easily results that and .
The previously proved relations and the induction principle show that the following relations hold:
By virtue of the last relations we deduce that for every the following inequalities hold:
from which, taking into account the fact that , it follows that the sequence and are fundamental.
Using this remark and the completeness of the spaces and , it results that and do exist, and the following inequalities hold:
One deduces easily that and form the slution of the system (11) and ,.
The uniqueness of the solution in is verified by reductio ad absurdum, taking into account the fact that
∎
Consider now two mappings, and , where . Suppose that the mappings verify the relations
(20) | ||||
for every , where are given numbers.
Write:
(22) | ||||
and consider the sets:
(23) | ||||
The following theorem holds:
Theorem 2.2.
If the hypotheses of Theorem 2.1 and the additional conditions:
-
(i3).
the mappings fulfil relations (20);
-
(ii3).
are verified, then for every real numbers and which verify the relations there exists a natural number such that for every
the inequalities and hold, and the additional properties hold, two:
-
(j3).
for every ;
- (jj3).
Proof.
Taking into account the hypothesis of Theorem 2.1, we shall have:
since from (22) it follows . From the last inequality it follows .
Analogously we have:
from which, taking into account , it follows:
but one can easily verify that , and hence:
therefore .
Suppose now that and for an . Then we have:
Starting from the above relations, we deduce immediately:
(25) | ||||
from which one easily obtains:
that is, and .
From the above results it follows:
from which one deduces immediately by induction the inequalities:
(26) | ||||
From relations (26) it follows that, if and , then there exists a natural number such that for the relations and hold, namely the approximating iterative procedure (21) can be stopped when the distance between two successive iterations becomes smaller than a given number.
Suppose that and were chosen such that for the inequalities and are verified. Then, for , we have:
from which it follows:
namely:
and using this inequality we have:
∎
3.
We present further down an application of Theorem 2.1 For this purpose, consider the linear system:
(27) |
where and
Decompose the matrix into four blocks of matrices:
where . The matrix will then have the form:
Write and with .
With these notations system (27) will acquire the form:
(28) | ||||
In order to solve the system (28), we apply the Gauss-Seidel method, that is:
(29) | ||||
If we put in Theorem 2.1 , where the above norms are of the same kind and are every time considered on the metrics corresponding spaces, then as a consequence of this theorem, we can state the following theorem:
Theorem 3.1.
Also from Theorem 2.1 one deduces that where
is a positive number for which and , while is the solution with positive components of the system of equations:
(31) | ||||
Let now and be four matrices for which:
and let , for which we also have and . Thus, if we consider instead of the procedure (29) the approximate procedure:
(32) | ||||
and put into (29) where is the null vector from and is the null vector from , it results and and we may consider
If we write:
and take into account the above hypotheses, we shall have:
(33) |
and if
then, denoting
it follows from (33) that:
for and being the sets:
where:
Taking all this into account, if then there exists such that, for , and where and are the sequences generated by means of the approximating procedure (32).
Using the conclusions of Theorem 2.2, the following error estimations hold:
where, as we already specified,
References
- [1] Fujii, M., Remarks to accelerated iterative processes for numerical solution of equations, J. Sci. Hiroshima Univ. Ser. A-I, 27 (1963), 97–118.
- [2] Lanncaster, P., Error for the Newton-Raphson method, Numerische Mathematik, 9, 1, (1966), 55–68.
- [3] Ostrowski, A., The round of stability of iterations, Z.A.M.M. 47, (1967), 77–81
- [4] ††margin: clickable Păvăloiu, I., Estimation des erreurs dans la résolution numérique des systèmes d’équations dans des espaces métriques. Seminar of Functional Analysis and Numerical Methods. Preprint Nr. 1, (1987), 121–129.
- [5] ††margin: clickable Păvăloiu, I., Délimitations des erreurs dans la résolution numérique des systèmes d’équations, Research Seminars. Seminar on Mathematical analysis. Preprint Nr. 7, (1988), 167–178.
- [6] Păvăloiu, I., ††margin: clickable Introducere în teoria aproximării soluţiilor ecuaţiilor. Ed. Dacia, Cluj-Napoca, (1976).
- [7] Urabe, M., Convergence of numerical iteration in solution of equations. J. Sci. Hiroshima, Univ.Ser. A, 19 (1956), 479–489.
- [8] Urabe, M., Error estimation in numerical solution of equations by iteration processes, J. Sci. Hiroshima Univ. Ser. A-I, 26, (1962), 77–91.
- [9] Varga, R.S., Matrix Iterative Analysis, Englewood Cliffs H.J. Prentice Hall (1962).
Received 1.XII.1991
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