On a generalization of the Steffensen method

Abstract

We extend the Steffensen method for solving the equation \(f\left( x\right)=0\) to the setting of the Banach spaces, \(f:X\rightarrow X,\ X\) a Banach space. Considering another equation \(x-g\left( x\right) =0\), equivalent to the above one and assuming certain conditions on the first and second order divided differences of \(f\) we obtain a semilocal convergence result for the method \[x_{n+1}=x_{n}-\left[ x_{n},g\left( x_{n}\right) ;f\right]^{-1}f\left( x_{n}\right) ,~x_{0}\in X.\]

Authors

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Keywords

Steffensen method in Banach spaces; semilocal convergence

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Cite this paper as:

I. Păvăloiu, Sur une généralisation de la méthode de Steffensen, Rev. Anal. Numér. Théor. Approx., 21 (1992) no. 1, pp. 59-67 (in French).

About this paper

Journal

Revue d’Analyse Numérique et de Théorie de l’Approximation

Print ISSN

1222-9024

Online ISSN

2457-8126

References

[1] Balasz M. si Goldner G., Diferente divizate in spatii Banach si unele aplicatii ale lor. St. cerc. mat. 21, 7, (1969), pp. 985–995.

[2] Diaconu A., Interpolation dans les espaces arbitraits. Methodes iteratives pour la resolution des equations operationnelles obtenus par l’interpolations inverse. III. Research Seminar of Functional Analysis and Numerical Methodes, Preprint Nr.1 1985, pp. 21–70.

[3] Lica Dionis, Analiza functionala si rezolvarea aproximativa a ecuatiilor neliniare. Editura Stiintifica, Kisinau, 1975.

[4] Pavaloiu I. Sur la methode de Steffensen pour la resolution des equations operationnelles non lineaires, Revue Roumaine de Mathematiques pures et appliquees. XIII, 1, (1968), pp. 149 158.

[5] Pavaloiu I., Introducere in teoria aproximarii solutiilor ecuatiilor. Ed. Dacia, Cluj-Napoca, 1976.

[6] Ul’m, S., Ob obobscennih razdelennih raznostiah I, Izv. Acad. Nauk. Estonskoi S.S.R. 16, 1, (1967), pp. 13–26.

[7] Ul’m, S. Ob obobscennih razdelennih raznostiah II, Izv. Acad. Nauk. Estonskoi S. S.R. 16, 2, (1967), pp. 146–155

Paper (preprint) in HTML form

On a generalization of Steffensen's method

Ion Pavaloiu
(Cluj-Napoca)

EitherXa Banach space and

(1) f⁢(x)=i

an equation, wheref:X→Xis an application andi is the zero element of the spaceX.

Let us designate by[in,in;f]the first-order divided difference of the applicationfon the pointsin,in∈Xand by[in,in,In;f]the second-order divided difference of this application on the pointsin,in,In∈X. These differences were introduced in the works [ 1 ] , [ 2 ] , [ 5 ] , [ 6 ] , [ 7 ] . Let us assume their symmetry as functions of the points on which they are defined. Beside equation ( 1 ) we consider an application g:X→Xwith the help of which we construct the sequence (xn)n=0∞provided by the following iterative process:

(2) xn+1=xn−[xn,g⁢(xn);f]−1⁢f⁢(xn),n∈ℕ

x0being an arbitrary element ofX.

It is well known that the divided difference[xn,g⁢(xn);f]is a linear application ofXin itself, the sequel(xn)n=0∞will be well defined in the case where this application admits an inverse for eachn∈ℕ.

We will admit the fact that the application[x0,g⁢(x0);f]admits an inverse[x0,g⁢(x0);f]−1and we will give additional conditions so that all the elements of the sequence([xn,g⁢(xn);f])n=0∞ are invertible. At the same time we will give conditions for the convergence of the sequence(xn)n=0∞, provided by relation ( 2 ).

We note that the following(xn)n=0∞, provided by method ( 2 ), coincides with the sequence(andn)n=0∞given by the following equalities:

(3) andn+1=g⁢(andn)−[andn,g⁢(andn);f]−1⁢f⁢(g⁢(andn)),

Or  and0=x0,n=1,2,…

Consider real and positive numbersB0,K,a,r,lAndd0=‖f⁢(x0)‖.

Let us designate byq≥2any real number. Consider the set

(4) S={x∈X:‖x−x0‖≤l},x0∈X

and designate byathe smallest root of the equation:

(5) (1+r)⁢t2−[2⁢(1+r)+a⁢d0q−2]⁢t+1+r=0.

Regarding the convergence of the sequence(xn)n=0∞provided by ( 2 ) we have the following theorem:

Theorem 1 .

If the applicationsfAndgand real numbersB0,K,a, r, lAndqmeet the following conditions:

  • i.

    ‖f⁢(g⁢(x))‖≤a⁢‖f⁢(x)‖q−1for eachx∈S;

  • ii.

    the divided difference[in,in;g]is symmetric as a function ofinAndinAnd‖[in,in;g]‖≤r, for eachin,in∈S;

  • iii.

    ‖[in,in,In;f]‖≤K,for eachin,in,In∈S;

  • iv.

    there is the application[x0,g⁢(x0);f]−1And‖[x0,g⁢(x0);f]−1‖≤B0;

  • in.

    B02⁢K⁢(1+r)⁢‖f⁢(x0)‖≤a;

  • we.

    l≥max⁡{m,r⁢m+‖g⁢(x0)−x0‖}Or

    m =B0⁢b1q−1⋅c⁢d01−(c⁢d0)q−1,c=1(1−a)2,b=K⁢B02⁢a,
    d0 =b1q−1⁢d0;
  • vii.

    c⁢d0<1;

then equation ( 1 ) has at least one solutionx¯∈S,x¯=limxnand we have the following delimitation:

∥x¯=xn∥≤B0b−1q−1⋅(c⁢d0)qn1−(c⋅d0)qn⁢(q−1)
Demonstration..

Let us designate by:

Di=[xi,g⁢(xi);f]And ⁢Ci=Di−1,i=0,1,…

If we consider the above notations, we deduce from ( 2 ) and ( 3 ) the following relations:

(6) x1=x0−C0⋅f⁢(x0)
(7) x1=g⁢(x0)−C0⋅f⁢(g⁢(x0))

from which we deduce:

(8) ‖x1−x0‖≤B0⁢d0
(9) ‖x1−g⁢(x0)‖≤B0⁢a⁢d0q−1

Using the identity:

f⁢(x1)=f⁢(x0)+[x0,g⁢(x0);f]⁢(x1−x0)+[x1,x0,g⁢(x0);f]⁢(x1−x0)⁢(x1−g⁢(x0))

of iii, ( 6 ), ( 7 ), ( 8 ), ( 5 ) and the hypothesisx1∈Swe deduce.

(10) ‖f⁢(x1)‖≤K⁢B02⁢a⁢d0q.

To prove thatx1∈Swe notice that the smallest root of equation ( 5 ) verifies the relation0<a<1,SOc=1(1−a)2>1.

Then from ( 8 ) it follows that:

‖x1−x0‖≤B0⁢d0≤B0⁢b−1q−1⋅c⁢b1q−1⁢d0≤B0⋅b−1q−1⋅c⁢d0≤m≤l

that's to sayx1∈S.

We then prove the existence of the applicationC1=D1−1.

Using the properties of divided differences and the hypotheses of the theorem we have:

(11) ‖D0−D1‖=
=‖[x0,g⁢(x0);f]−[x1,g⁢(x1);f]‖
≤‖[x0,g⁢(x0);f]−[x1,g⁢(x0);f]‖+‖[x1,g⁢(x0);f]−[x1⁢g⁢(x1);f]‖
≤K⁢B0⁢d0+K⁢r⁢B0⁢d0=K⁢(1+r)⁢B0⁢d0.

To establish the last inequality we use the fact that g⁢(x0),g⁢(x1)∈S. Let us now demonstrate these memberships. Indeed we have:

‖g⁢(x0)−x0‖<‖g⁢(x0)−x0‖+r⁢m≤l

And

‖g⁢(x1−x0)‖≤‖g⁢(x1)−g⁢(x0)‖+‖g⁢(x0)−x0‖≤r⁢m+‖g⁢(x0)−x0‖≤l.

From ( 11 ) we deduce:

‖C0⋅(D0−D1)‖≤B02⁢K⁢(1+d)⁢d0≤a.

Because0<a<1and from hypothesis (vi) it follows that we can reverse the operator

H0=I−C0⁢(D0−D1),

OrIrepresents the identical application.

On a:

‖H0−1‖≤11−a.

Let us note subsequently that:

H0=C0⁢D1

that's to say

H0−1=D1−1⋅C0−1

from which we deduce

D1−1=C1=H0−1⋅C0

And

‖C1‖≤B01−a.

If we designate byB1the expression‖C1‖,the above inequality becomes:

(12) B1≤B01−a

Now let us prove that:

B12⁢K⁢(1+r)⁢d1<a.

Indeed from ( 10 ) and ( 12 ) we deduce

B12⁢K⁢(1+r)⁢d1 ≤B04⁢K2⁢(1+r)⁢a⁢d0q(1−a)2=[B02⋅K⋅(1+r)⁢d0]2(1−a)2⁢(1+r)⋅a⋅d0q−2
≤a2⁢a⁢d0q−2(1−a)2⁢(1+r)=a.

The last equality is justified by the fact thata represents the smallest root of equation ( 5 ).

Let us then assume that the following hypotheses are verified:

  • a)

    there are operatorsC0,C1,…,Cs;

  • b)

    Bi≤Bi−11−aOrBi=‖Ci‖⁢i=1,2,…,s;

  • c)

    Bs2⁢K⁢(1+r)⁢ds≤a,ds=‖f⁢(xs)‖;

  • d)

    xi∈S,g⁢(xi)∈S,For i=1,2,…,s+1

Under these assumptions, using an identity analogous to that from which we deduced the relation ( 10 ), we have the following inequality:

(13) ‖f⁢(xs+1)‖≤K⁢Bs2⁢a⁢‖f⁢(xs)‖q

that's to say:

ds+1≤K⁢Bs2⁢a⁢dsq

More thanb)the following inequality results:

ds+1≤K⁢B02⁢a⁢dsq(1−a)2⁢s

Or

(14) ds+1≤b⁢cs⁢dsq.

From the hypotheses of induction the following inequalities result:

di+1≤b⁢ci⁢diq,i=0,1,…,s.

By multiplying by1bq−1the terms of the last inequalities and designating bydithe expression:

di=b−1q−1⁢di,i=0,1,…,s

we get:

di+1≤ci⋅diq,i=0,1,…,s.

Now let us admit the existence of numbers:

ai⁢And ⁢bi,i=0,1,…,s

such as:

di≤cai⁢dbi,i=1,2,…,s

Orb0=1And a0=0.So we have:

di+1≤ci⁢cq⁢ai⁢d0bi⁢q

that's to say

di+1≤cq⁢ai+i⁢d0bi⁢q=cai+1⋅d0bi+1

Orai+1=q⁢ai+i⁢a0=0 i=0,1,…,s; Andbi+1=q⋅bi,b0=1 i=0,1,…,s.

From the above relations we easily deduce that:

ai=i−1−i⁢q+qi(q−1)2,b=qi,i=0,1,…,s.

So if we consider the fact thatc>1, we deduce the following inequalities:

(15) di+1≤(c⁢d0)⁢qqi+1;i=0,1,…,s.

Let us now demonstrate that the applicationCs+1exists.

In fact we have:

‖Ds−Ds+1‖=‖[xs,g⁢(xs);f]−[xs+1,g⁢(xs+1);f]‖≤K⁢(1+r)⁢(Bs⁢ds)

And

‖Cs⁢(Ds−Ds+1)‖≤K⁢(1+r)⁢Bs2⁢ds≤a.

Therefore the application

Hs=I−Cs⋅(Ds−Ds+1)=Cs⁢Ds+1

admits an inverse for which

‖Hs−1‖≤11−a.

From the above relations we deduce that:

Di+1−1=Ci+1=Hi−1⋅Ci

that's to say

‖Ci+1‖≤Bi1−a

which leads us to the following inequality:

(16) Bs+1≤Bs1−a

that is to say to inequalityb)Fori=s+1.

Let us now demonstrate that we have the inequalityc) Fors+1 that's to say:

Bs+12⁢K⁢(1+r)⁢ds+1≤a.

Indeed from ( 15 ) it followsds≤d0and then from ( 13 ) and ( 16 ) we deduce:

Bs+12⁢K⁢(1+r)⁢ds+1 ≤Bs2K)1+r(1−a)2⁢K⁢Bs2⁢a⁢dsq
=Bs2⁢K⁢(1+r)⁢ds(1−a)2⁢(1+r)⁢a⁢dsq−2≤a2⁢a⁢dsq−2(1−a)2⁢(1+d)≤a.

Let us subsequently demonstrate the membership ofxi+1and that ofg⁢(xs+1)to the sphereS.

It is easily demonstrated thatas+1+s+12≤qs+1,For q≥2, for eachs∈ℕ; then we deduce from ( 2 )

‖xs+2−xs+1‖ ≤‖Cs+1‖⋅‖f⁢(xs+1)‖≤B0(1−a)s+1
≤B0⋅cs+12⋅cas+1⋅d0bs+1⋅b−1q−1
≤cas+1+s+12⋅dbs+1⋅B0⁢b−1q−1
≤B0⁢b−1q−1⁢(c⁢d0)qs+1.

From the above relations the following inequalities result:

‖xs+2−x0‖ ≤∑k=0s+1‖xk+1−xk‖≤B0⁢b−1q−1⁢∑k=0s+1(c⁢d0)qk
<B0⋅b−1q−1⋅c⋅d01−(c⋅d0)q−1≤m<l

And

‖g⁢(xs+2)−x0‖≤
≤‖g⁢(xs+2)−g⁢(xs+1)‖+⋯+‖g⁢(x1)−g⁢(x0)‖+‖g⁢(x0)−x0‖
≤r⁢m+‖g⁢(x0)−x0‖≤l,

that's to sayxs+2∈SAndg⁢(xs+2)∈S.

We then study the convergence of the sequence(xn)n=0∞.

Inequalities.

‖xk+1−xk‖≤B0b1q−1⁢(c⁢d0)qk,

that are true for eachk∈ℕ, it results

(17) ‖xn+p−xn‖ ≤∑k=nn+p−1‖xk+1−xk‖≤B0⁢b−1q−1⋅∑k=nn+p−1⋅(c⁢d0)qk
≤B0⁢b−1q−1⁢(c⁢d0)qn1−(c⁢d0)(q−1)⁢qn

for eachn,p∈ℕ.

Considering the fact thatc⋅d0<1and the fact that spaceX is complete, it follows that the following(xn)n=0∞is convergent.

Let us designate byx¯the limit;limn→∞xn. From the inequality ( 17 ) inanddoingp→∞we deduce:

‖x¯−xn‖≤B0⁢b−1q−1⁢(c⁢d0)qn1−(c⁢d0)(q−1)⁢qn

Ofdn≤(c⁢d0)qnit follows that:

limn→∞f⁢(xn)=f⁢(x¯)=i

which means thatx¯is the solution to equation ( 1 ). ∎

Bibliography


Received on 20.XII. 1990


Institute of Computing

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1992

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