Abstract

In this note we consider the chord (secant) method and the Steffensen method for solving polynomial operators of degree 2 on Banach spaces, \(F:X\rightarrow Y\).

The convergence conditions in this case are simplified, as the divided difference of order 3 is the null trilinear operator.

As particular cases, we study the eigenproblem for quadratic matrices and integral equations of Volterra type.

We obtain semilocal convergence results, which show the r-convergence orders of the iterates.

Authors

Emil Cătinaş
(Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy)

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy)

Keywords

chord/secant method; Steffensen method; polynomial operator equation of degree 2 on Banach spaces; divided differences; eigenproblem for quadratic matrices; integral equations of Volterra type; semilocal convergence; r-convergence order.

Cite this paper as:

E. Cătinaş, I. Păvăloiu, On some interpolatory iterative methods for the second degree polynomial operators (I), Rev. Anal. Numér. Théor. Approx., 27 (1998) no. 1, pp. 33-45.

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Editions de l’Academie Roumaine

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1222-9024

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2457-8126

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Google Scholar citations

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Paper (preprint) in HTML form

On Some Interpolatory Iterative Methods for the Second Degree Polynomial Operators (I)

On Some Interpolatory Iterative Methods
for the Second Degree Polynomial Operators (I)

Emil Cătinaş and Ion Păvăloiu
1991 AMS Subject Classification: 65J20, 65H17.

1. Introduction

The most known interpolatory iterative methods have been studied by several authors ([3], [4], [9], [13], [14], [15] [16] and [19]) also in the case of operator equations. These methods have the advantage of a higher efficiency when compared to the methods that use the Fréchet derivatives of the corresponding operators, and, moreover, they may be applied even when the Fréchet derivative vanishes at some points in the neighborhood of the solution [2], [16]. On the other hand, the construction of the finite difference operators may be difficult for a large class of general operators.

In this note we shall consider second degree polynomial operators; for these operators the divided differences at any four points are the null trilinear operators. These equations belong to an important class which has many applications in practice [2].

In Sections 2 and 3 we construct the divided differences of some particular operators, and the Lagrange interpolatory polynomial in the Newton form. In Section 4 we study the convergence of two interpolatory iterative methods, namely the chord method and the Steffensen method. We have considered that this study may present interest because of the conditions for the convergence, which are simpler than in the general case.

2. Divided differences

Let X and Y be two normed linear spaces and F:XY a mapping. Denote by (X,Y) the set of linear continuous operators from X into Y and by (Xi,Y) the set of i-linear continuous operators from Xi into Y.

Definition 2.1.

[14] Given the distinct points x1,x2X, the mapping [x1,x2;F](X,Y) is called the first order divided difference of F at the points x1,x2, if

a) [x1,x2;F](x2x1)=F(x2)F(x1);

b) if F is Fréchet differentiable at xs then [xs,xs;F]=F(xs).

The higher order divided differences are constructed recursively.

Definition 2.2.

[14] Given the distinct points x1,,xi+1X, i2, the mapping [x1,,xi+1;F](Xi,Y) is called the i-th order divided difference of F at the points x1,,xi+1 if

a) [x1,,xi+1;F](xi+1x1)=[x2,,xi+1;F][x1,,xi;F];

b) if there exists the i-th order Fréchet derivative of F at xsX, then

[xs,,xs;F]=1i!F(i)(xs).
Definition 2.3.

[14] The divided difference [x1,,xi+1;F] is called symmetric with respect to x1,,xi+1 if the equalities

(1) [x1,,xi+1;F]=[xk1,,xki+1;F]

hold for any permutation (k1,,ki+1) of (1,2,,i+1).

Remark.

When X= then it is well known that the equalities (1) hold. However these equalities do not generally hold for any normed space X.

Example 2.1.

Let X=2, Y=  and F:2 . Denote xi=(ui,vi)2, i=1,2, u1u2 and v1v2. Any of the following two expressions define a first order divided difference of F at x1 and x2:

[x2,x1;F]=(F(u1,v1)F(u2,v1)u1u2,F(u2,v1)F(u2,v2)v1v2)
[x1,x2;F]=(F(u2,v2)F(u1,v2)u2u1,F(u1,v2)F(u1,v1)v2v1).

It is obvious that in general [x1,x2;F][x2,x1;F], which means that these divided differences are not symmetric with respect to the points x1,x2.

For symmetric divided differences we may consider in this case the expression

[x1,x2;F] = 12(F(u1,v1)F(u2,v1)u1u2+F(u2,v2)F(u1,v2)u2u1,
F(u2,v1)F(u2,v2)v1v2+F(u1,v2)F(u1,v1)v2v1).
Example 2.2.

Let V be a Banach space over the field 𝕂 (𝕂= or ) and consider A(V) a linear continuous operator on V. The scalar λ𝕂 is an eigenvalue of A if the equation

Avλv=θ

has at least a solution vθ. In this case v is an eigenvector of A corresponding to λ.

For determining an eigenpair (v,λ) consider a linear continuous mapping G:V𝕂 and the Banach space X=V×𝕂 with the norm x=max{v,|λ|}, x=(vλ), vV, λ𝕂. Let F:XX be defined

(2) F(x)=(AvλvG(v)1).

Denoting by θ1=(θ0) the null element of X then the eigenpairs are the solutions of the equation

F(x)=θ1.

We shall construct for F the divided differences, and we shall show that for i3 the i-th order divided differences are the i-linear null operators.

Remark.

When V=𝕂n, there is usually considered the quadratic function G(v)=12vtv1, instead of a linear one. We have shown in [3] and [4] that for the choice G(v)=12nvtv1 the norm of the second derivative has the constant value 2, smaller when compared to the constant value n, which corresponds to the second quadratic function. ∎

The divided differences of the corresponding operators F may be easily constructed.

Let xi=(viλi)X, i=1,3¯ and ki=(hiαi)X,i=1,2.

For determining the first order divided differences of F we have that

F(x2)F(x1)=(A(v2v1)12[(λ1+λ2)(v2v1)+(λ2λ1)(v2+v1)]G(v2v1))

whence it follows that

[x1,x2;F]k1=(Ah112((λ1+λ2)h1+α1(v2+v1))Gh1)

Using the above formula we get for the second order divided differences of F that

[x1,x2,x3;F]k1k2=(12(α2h1+α1h2)0).

Since the above divided difference does not depend on xi, i=1,3¯, it follows that the higher order divided differences are the null multilinear operators.

Consider now the matrix An(𝕂). For V=𝕂n and X=𝕂n+1, the operator (2) is given by the relations

(3) Fi(x)=Fi(x1,,xn+1),i=1,n+1¯,

where

Fi(x)=ai1x1++ai,i1xi1+(aiixn+1)xi+ai,i+1xi+1++ainxn,

i=1,n¯, and for G(v)1 we may take

Fn+1(x)=xi01,

where i0{1,,n} is fixed. We have denoted x=(x1,,xn+1), xn+1 being an unknown eigenvalue of A, and v=(x1,,xn) a corresponding eigenvector.

The matrices associated to the first order divided differences of F at the points x1,x2𝕂n+1 are

[x1,x2;F]=(b11a12a1i0a1na1,n+1a21b22a2i0a2na2,n+1an1an2ani0bnnan,n+100100)

with bii=aii12(x2n+1+x1n+1), i=1,n¯ and ai,n+11=12(x2i+x1i), i=1,n¯.

Consider now x3𝕂n+1 and h1=(h11,,h1n+1), h2=(h21,,h2n+1)𝕂n+1.

The second order divided differences of F at x1,x2,x3 are

[x1,x2,x3;F]h1h2=(12h2n+10012h21012h2n+1012h220012h2n+112h2n0000)(h11h12h1nh1n+1)

for all h1,h2𝕂n+1.

It can be easily seen that the above finite differences are symmetric with respect to the considered points.

Example 2.3.

Let T:XX be given by

T(x)=y+B1(x)+B2(x),

with yX fixed, B1(X) and B2 the restriction to the diagonal of X×X of a bilinear symmetric operator B¯2(X2,X), i.e. B2(x)=B¯2(x,x).

Let xiX, i=1,3¯ be three distinct points. The first order divided differences of T at x1 and x2 are

[x1,x2;T]h1=B1(h1)+B¯2(x1+x2,h1),h1X

while the second order ones are given by

[x1,x2,x3;T]h1h2=B¯2(h1,h2),h1,h2X.

It is clear that, in this case too, the higher order divided differences are the null multilinear operators.

Example 2.4.

Let X=Y=C[0,1] be the Banach space of continuous functions on [0,1], equipped with the max norm. We consider the mapping F:C[0,1]C[0,1] given by

F(x)(s)=01K(s,t,x(t))𝑑t

where K:[0,1]×[0,1]× is a continuous function.

The first order divided differences of F at the points x1,x2C[0,1], when x1(t)x2(t), t[0,1] is given by

[x1,x2;F]h=01K(s,t,x2(t))K(s,t,x1(t))x2(t)x1(t)h(t)𝑑t,hC[0,1].

Indeed, it can be seen that

[x1,x2;F](x2x1) = 01K(s,t,x2(t))K(s,t,x1(t))x2(t)x1(t)(x2(t)x1(t))𝑑t
= F(x2)F(x1),

and so relation a) from Definition 2.1 is satisfied.

If K admits a partial derivative with respect to the third argument on then relation b) from Definition 2.1 is also verified for all (s,t,x)[0,1]×[0,1]×.

It can be easily seen that these divided differences are symmetric with respect to x1 and x2.

For the higher order divided differences we consider xiC[0,1], i=1,n+1¯ with xi(t)xj(t) for ij and t[0,1].

Denote

[xi,xi+1;K] =K(s,t,xi+1(t))K(s,t,xi(t))xi+1(t)xi(t),i=1,n¯,
[xi,xi+1,xi+2;K] =[xi+1,xi+2;K][xi,xi+1;K]xi+2(t)xi(t),i=1,n1¯,
[xi,xi+1,,xi+s;K] =[xi+1,,xi+s;K][xi,,xi+s1;K]xi+s(t)xi(t),i=1,ns+1¯.

With these notations, we easily obtain that

[xi,xi+1,xi+2;F]h1h2=01[xi,xi+1,xi+2;K]h1(t)h2(t)𝑑t,i=1,n1¯

and, in general,

[xi,,xi+s;F]h1hs=01[xi,,xi+s;K]h1(t)hs(t)𝑑t,i=1,ns+1¯.

3. Interpolation

Let F:XY be a mapping and xiX, i=1,n+1¯, some distinct points. Consider the polynomial operator Ln:XY given by

(4) Ln(x)=F(x1)+[x1,x2;F](xx1)++[x1,x2,,xn+1;F](xxn)(xx1).

The following result holds.

Theorem 3.1.

[14] If the mapping F admits symmetric divided differences from the first order to the n+1-th order with respect to the points xi,xX, i=1,n+1¯ then the following relations hold:

(5) Ln(xi)=F(xi),i=1,n+1¯
(6) F(x)Ln(x)=[x,x1,,xn+1;F](xxn+1)(xx1).

Let DX be an open subset and suppose that the restriction G=F|D is a homeomorphism between D and F(D). The following result can be easily obtained:

Lemma 3.2.

[14] If, for some x1,x2D, the mapping [x1,x2;G](X,Y) is invertible, then

[y1,y2;G1]=[x1,x2;G]1,

where G1 is the inverse of G and yi=G(xi), i=1,2.

4. Iterative methods for second degree polynomial operator equations.

In the following we shall consider second degree polynomial operator equations

(7) F(x)=0,

with F:XX which satisfies then

(8) [x,y,z,t;F]=θ3,x,y,z,tX

θ3 being the trilinear null operator.

It follows that F also satisfies

(9) F(x)=F(x1)+[x1,x2;F](xx1)+[x1,x2,x;F](xx2)(xx1)

where [x1,x2,x;F] does not depend on x1,x2 and x (see also Examples 2.2 and 2.3).

We are interested in the convergence of the chord method and Steffensen method for this equation.

The chord method is given by the iteration

(10) xk+1=xk1[xk1,xk;F]1F(xk1),k=1,2,x0,x1X

or, equivalently,

(11) xk+1=xk[xk1,xk;F]1F(xk),k=1,2,,x0,x1X.

For the Steffensen method, there is considered an auxiliary function g:XX and the equation

(12) xg(x)=0,

equivalent to (7). The sequence (xk)k0 is then constructed by the iteration

(13) xk+1=xk[xk,g(xk);F]1F(xk),k=0,1,,x0X

or

(14) xk+1=g(xk)[xk,g(xk);F]1F(g(xk)),k=0,1,,x0X.

It can be easily verified that the two above relations define the same sequence.

Because of the special form of equation (7), we shall see that the conditions for the convergence of the sequences generated by (10)–(11) and (13)–(14) are much simplified compared to the general case of an arbitrary equation (7).

The convergence of the chord method. Let α=[x,y,z;F] and x0X. Denote B(x0,r)={xX|xx0r},r>0. Consider x1B(x0,r) and d0=x1x0. The following result holds:

Theorem 4.1.

If the mapping F and the elements x0,x1X, and α,r,b0, d0+ satisfy

i. there exists [x0,x1;F]1

ii. b0α(2r+d0)=q<1, with b0=[x0,x1;F]1

iii. αb2F(x0)=ε0<1, αb2F(x1)ε0l, where b=b01q and l=1+52

iv. ε0lαb(1ε0)+d0r,
then the sequence (xk)k0 generated by (10) is well defined and its elements belong to B(x0,r). Moreover, (xk)k0 is convergent, and denoting x=limkxk, then F(x)=0. The following estimation also holds:

xxkε0lkαb(1ε0l).
Proof.

We shall first prove that if x,yB(x0,r) then there exists [x,y;F]1 and

(15) [x,y;F]1b.

Let T=[x0,x1;F]1([x0,x1;F][x,y;F]).

It can be easily seen that

Tb0α(2r+d0),

whence by ii) it follows the existence of (IT)1 and the inequality (15).

Now we show that x2B(x0,r). From i) it follows that x2 is well defined, and from (11), for k=1 we get

x2x1bF(x1)=ε0lαb.

Using this inequality and the hypothesis iv) one obtains

x2x0x2x1+x1x0ε0lαb(1ε0)+d0r,

i.e. x2B(x0,r).

Now, using (9) with x=x2 and taking into account (10)–(11) it follows that

F(x2)αb2F(x1)F(x0),

whence, by iii),

F(x2)1αb2ε01+l=1αb2ε0l2.

Let k, and suppose that xk1,xkB(x0,r), and

F(xk1)1αb2ε0lk1
F(xk)1αb2ε0lk.

It easily follows that xk+1 is well defined, that

xk+1xkbF(xk)1αbε0lk

and that

xk+1x0 i=0kxi+1xi
=x1x0+i=1kxi+1xi
d0+1αbi=1kε0li
d0+ε0lαb(1ε0)r

i.e. xk+1B(x0,r).

Using (9) we get

F(xk+1)αb2F(xk)F(xk1)1αb2ε0(l+1)lk1=1αb2ε0lk+1.

It can be easily shown that (xk)k0 is a Cauchy sequence, hence it converges and it satisfies the stated estimation.

The convergence of the Steffensen method. We shall consider that the mapping g from (12) is given by

(16) g(x)=xλF(x),

with λ𝕂 a fixed scalar.

In this assumption, the following relations are obvious:

(17) F(g(x))F(x) =λ[x,g(x);F]F(x)
(18) [x,y;g] =Iλ[x,y;F],

I being the identity mapping on X.

From (17) it follows that

(19) F(g(x))Iλ[x,g(x);F]F(x).

Denote again by α the constant expression [x,y,z;F] and let x0X.

Assume that

(20) Iλ[x,y;F]γ, for all x,yB(x0,r),

and some γ>0. The following theorem hold.

Theorem 4.2.

If x0X, the mapping F and the positive numbers α,β,γ,r are such that

  • i.

    g(x0)B(x0,r) and there exists [x0,g(x0);F]1;

  • ii.

    p=βα(γ+1)r<1, with β=[x0,g(x0);F]1;

  • iii.

    δ0=αγδ2F(x0)<1, with δ=β1p;

  • iv.

    max{δ0αγδ(1δ0),δ0αδ(11δ0+|λ|γδ)}r

then the following relations hold:

j. the sequence (xk)k0 given by (13) is well defined and converges.

jj. denoting x=limkxk then F(x)=0.

jjj. xxkδ02kαδγ(1δ0), k=0,1,

Proof.

For x,g(x)B(x0,r), using that

[x0,g(x0);F]1([x0,g(x0);F][x,g(x);F])βα(γ+1)r=p<1

it follows that there exists [x,g(x);F]1 and

(21) [x,g(x);F]1β1p=δ.

We shall use the identity

F(y) = F(x)+[x,g(x);F](yx)
+[y,x,g(x);F](yx)(yg(x)),x,yX.

From (13) for k=0 we get

x1x0βF(x0)δF(x0)αγδ2αγδF(x0)δ0αγδ(1δ0)r,

i.e. x1B(x0,r).

Further,

g(x1)g(x0) g(x1)g(x0)+g(x0)x0
γx1x0+|λ|F(x0)
δ0αδ(1δ0)+|λ|γαδ2δ0
δ0αδ(11δ0+|λ|γδ)r

which shows that g(x1)B(x0,r). Taking into account (12) it results that

F(x1)=F(x0)+[x0,g(x0);F](x1x0)+[x1,x0,g(x0);F](x1x0)(x1g(x0))

and by (13), (14) and (17) we get

F(x1)αδ2γF(x0)2,

whence for δ1=αδ2γF(x1) we obtain

δ1δ02.

Suppose now that xk, g(xk)B(x0,r) and that

F(xi)δ02iαδ2γ,i=1,k¯.

Then obviously xk+1 is well defined and

xk+1xkδF(xk),

and

xk+1g(xk)δγF(xk).

For proving that xk+1, g(xk+1)B(x0,r), first we have for xk+1 that

xk+1x0 i=0kxi+1xii=0kδF(xi)i=0kδδ02iαδ2γ
δ0αδγ(1δ0)r,

and for g(xk+1) we obtain

g(xk+1)x0 g(xk+1)g(x0)+g(x0)x0
[x0,xk+1;g][xk+1x0]+|λ|F(x0)
δ0αδ(1δ0)+|λ|δ0αδ2γ=δ0αδ(11δ0+|λ|δγ)r.

It can be easily seen that (xk)k0 is a Cauchy sequence, and hence it converges.

The stated evaluation of the error can be obtained from

xk+mxkδ02kαδγ(1δ0)

for m. The theorem is proved. ∎

References

Received 15.08.1996

Romanian Academy

P.O. Box 68, 3400 Cluj-Napoca 1

Romania

e-mail: ecatinas@ictp.acad.ro

pavaloiu@ictp.acad.ro

1998

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