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.
Scanned paper: on the journal website.
Latex version of the paper (soon).
About this paper
Publisher Name
Editions de l’Academie Roumaine
Article on the journal website
Print ISSN
1222-9024
Online ISSN
2457-8126
MR
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ZBL
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Google Scholar citations
[1] M. P. Anselone and ‘.L. Rall, The solution of characteristic value-vector problems by Newton method, Numer. Math. ll (1968), pp. 38-45.
[2] I.K. Argyros, Quadratic equations and applications to Chandrasekhar’s and related equations, Bull. Austral. Math. Soc. 38 (1988), pp. 275-292.
[3] E. Cătinaș and I. Păvăloiu, On the Chebyshev method for approximating the eigenvalues of linear operators, Rev. Anal. Numer. Theor. Approx., 25, 1-2 (1996), pp. 43-56.
post
[4] E. Cătinaș and I. Păvăloiu, On a Chebyshev-type method for approximating the solutions of polynomial operator equations of degree 2, Proceedings on International conference on Approximation and Optimization, Cluj-Napoca, July 29 – August 1, 1996, Vol. 1, pp.219-226.
[5] F. Chatelin, Valeurs propres de matrices, Mason, Paris-Milan-Barcelone-Mexico, 1988.
[6] P. G. Ciarlet, Introduction a l’analyse numerique matricielle et a l’optimisation, Mason, Paris-Milan Barcelone Mexico, 1990.
[7] L. Collatz, Functionalanalysis und Numerische Mathematik, Springer-Verlag, Berlin-Gottingen-Heidelberg, 1964.
[8] A. Diaconu, On the convergence of an iterative method of Chebyshev type, Rev. Anal. Numer. Theor. Approx., 24 (I995) 1-2, pp. 91-102.
paper on the journal website
[9] A. Diaconu and I. Păvăloiu, Sur quelques methodes iteratives pour la resolution des equations operationnelles, Rev. Anal. Numer. Theor. Approx., 1 (1972) 1, pp. 45-61.
post
[10] V.S. Kartîșov and F. L. Iuhno, O nekotorîh Modifikațiah Metoda Niutona dlea Resenia Nelineinoi spektralnoi Yadaci, J. Vîcisl. matem. i matem. fiz. 33, 0 (1973), pp. 1403-1409.
[11] I. Lazăr, On a Newton-type method, Rev. Anal. Numer. Theor. Aprox., 23, 2 (1994), pp. 167-174.
paper on the journal website
[12] J. M. Ortega and W. C. Rheinboldt, Iterative Solution of Nonlinear Equations in Several Variables, Academic Press, New York. 1970.
[13] I. Păvăloiu, Sur les procedes iteratifs a un ordre eleve de convergence, Mathematica (Cluj) 12, (35), 2 (1970) pp. 309-324.
post
[14] I. Păvăloiu, Introduction in the Approximation Theory for the solutions of Equations, Ed. Dacia, Cluj-Napoca, I986 (in Romanian).
post
[15] I. Păvăloiu, Observations concerning some approximation methods for the solutions of operator equations, Rev. Anal. Numer. Theor. Approx. 23, 2 (1994), pp.185-196.
post
[16] I. Păvăloiu, Approximation of the root of equations by Aitken-Steffensen-type monotonic sequences, Calcolo, 32, 1-2 January-June, 1995, pp. 69-82.
CrossRef (DOI), post
[17] R. A. Tapia and L. D. Whitley, The projected Newton method has order 1+√2 for the suymmetric eigenvalue problem, SIAM J. Numer. Anal. 25, 6(l988), pp. 1316-1382.
[18] F.J. Traub, Iterative Methods for the Solution of Equations, Prentice-Hall Inc., Englewood Clilfs, N. J., 1964.
[l9] S. Ul’m, On the iterative method with simultaneous approximation of the inverse of the operator, Izv. Acad. Nauk. Estonskoi S.S.R. 16,4 (1967), pp. 403-411.
[20] T. Yamamoto, Error bounds for computed eigenvalues and eigenvectors, Numer. Math.34, (1980),pp. 189-199.
Paper (preprint) in HTML form
On Some Interpolatory Iterative Methods
for the Second Degree Polynomial
Operators (I)
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 and be two normed linear spaces and a mapping. Denote by the set of linear continuous operators from into and by the set of -linear continuous operators from into
Definition 2.1.
[14] Given the distinct points the mapping is called the first order divided difference of at the points if
a)
b) if is Fréchet differentiable at then
The higher order divided differences are constructed recursively.
Definition 2.2.
[14] Given the distinct points , the mapping is called the -th order divided difference of at the points if
a)
b) if there exists the -th order Fréchet derivative of at then
Definition 2.3.
[14] The divided difference is called symmetric with respect to if the equalities
(1) |
hold for any permutation of
Remark.
When then it is well known that the equalities (1) hold. However these equalities do not generally hold for any normed space
Example 2.1.
Let and . Denote and Any of the following two expressions define a first order divided difference of at and :
It is obvious that in general which means that these divided differences are not symmetric with respect to the points
For symmetric divided differences we may consider in this case the expression
Example 2.2.
Let be a Banach space over the field ( or ) and consider a linear continuous operator on The scalar is an eigenvalue of if the equation
has at least a solution . In this case is an eigenvector of corresponding to .
For determining an eigenpair consider a linear continuous mapping and the Banach space with the norm Let be defined
(2) |
Denoting by the null element of then the eigenpairs are the solutions of the equation
We shall construct for the divided differences, and we shall show that for the -th order divided differences are the -linear null operators.
Remark.
The divided differences of the corresponding operators may be easily constructed.
Let and
For determining the first order divided differences of we have that
whence it follows that
Using the above formula we get for the second order divided differences of that
Since the above divided difference does not depend on it follows that the higher order divided differences are the null multilinear operators.
Consider now the matrix For and the operator (2) is given by the relations
(3) |
where
, and for we may take
where is fixed. We have denoted being an unknown eigenvalue of and a corresponding eigenvector.
The matrices associated to the first order divided differences of at the points are
with and
Consider now and
The second order divided differences of at are
for all
It can be easily seen that the above finite differences are symmetric with respect to the considered points.
Example 2.3.
Let be given by
with fixed, and the restriction to the diagonal of of a bilinear symmetric operator i.e.
Let be three distinct points. The first order divided differences of at and are
while the second order ones are given by
It is clear that, in this case too, the higher order divided differences are the null multilinear operators.
Example 2.4.
Let be the Banach space of continuous functions on equipped with the norm. We consider the mapping given by
where is a continuous function.
The first order divided differences of at the points when is given by
Indeed, it can be seen that
and so relation from Definition 2.1 is satisfied.
If admits a partial derivative with respect to the third argument on then relation from Definition 2.1 is also verified for all
It can be easily seen that these divided differences are symmetric with respect to and
For the higher order divided differences we consider , with for and
Denote
With these notations, we easily obtain that
and, in general,
3. Interpolation
Let be a mapping and some distinct points. Consider the polynomial operator given by
(4) |
The following result holds.
Theorem 3.1.
[14] If the mapping admits symmetric divided differences from the first order to the -th order with respect to the points then the following relations hold:
(5) |
(6) |
Let be an open subset and suppose that the restriction is a homeomorphism between and The following result can be easily obtained:
Lemma 3.2.
4. Iterative methods for second degree polynomial operator equations.
In the following we shall consider second degree polynomial operator equations
(7) |
with which satisfies then
(8) |
being the trilinear null operator.
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) |
or, equivalently,
(11) |
For the Steffensen method, there is considered an auxiliary function and the equation
(12) |
equivalent to (7). The sequence is then constructed by the iteration
(13) |
or
(14) |
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 and Denote Consider and The following result holds:
Theorem 4.1.
If the mapping and the elements and , satisfy
i. there exists
ii. with
iii. where and
iv.
then the sequence generated by
is well defined and its elements belong to Moreover, is convergent,
and denoting then The following estimation also holds:
Proof.
We shall first prove that if then there exists and
(15) |
Let
Now we show that From it follows that is well defined, and from (11), for we get
Using this inequality and the hypothesis one obtains
i.e.
Let and suppose that and
It easily follows that is well defined, that
and that
i.e.
Using (9) we get
It can be easily shown that 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 from (12) is given by
(16) |
with a fixed scalar.
In this assumption, the following relations are obvious:
(17) | ||||
(18) |
being the identity mapping on
From (17) it follows that
(19) |
Denote again by the constant expression and let
Assume that
(20) |
and some The following theorem hold.
Theorem 4.2.
If the mapping and the positive numbers are such that
-
i.
and there exists
-
ii.
with
-
iii.
with
-
iv.
then the following relations hold:
j. the sequence given by is well defined and converges.
jj. denoting then
jjj.
Proof.
For using that
it follows that there exists and
(21) |
We shall use the identity
Further,
which shows that Taking into account (12) it results that
and by (13), (14) and (17) we get
whence for we obtain
Suppose now that and that
Then obviously is well defined and
and
For proving that first we have for that
and for we obtain
It can be easily seen that is a Cauchy sequence, and hence it converges.
The stated evaluation of the error can be obtained from
for . The theorem is proved. ∎
References
-
[1]
M.P. Anselone, L.B. Rall, The solution of
characteristic value-vector problems by Newton method, Numer. Math. 11 (1968), pp. 38–45.
-
[2]
I.K. Argyros, Quadratic equations and applications
to Chandrasekhar’s and related equations, Bull. Austral. Math. Soc. 38 (1988), pp. 275–292.
-
[3]
E. Cătinaş,
I. Păvăloiu, On the Chebyshev method for approximating the eigenvalues of linear operators,
Rev. Anal. Numér. Théor. Approx. 25 (1996) nos. 1–2, pp. 43–56.
- [4] E. Cătinaş, I. Păvăloiu, On a Chebyshev-type method for approximating the solutions of polynomial operator equations of degree 2, Proceedings of International Conference on Approximation and Optimization, Cluj-Napoca, July 29 - August 1, 1996, vol. 1, pp. 219–226.
- [5] F. Chatelin, Valeurs propres de matrices, Mason, Paris, 1988.
- [6] P.G. Ciarlet, Introduction à l’analyse numérique matricielle et à l’optimisation, Mason, Paris, 1990.
- [7] L. Collatz, Functionalanalysis und Numerische Mathematik, Springer-Verlag, Berlin, 1964.
-
[8]
A. Diaconu, On the convergence of an iterative
method of Chebyshev type,
Rev. Anal. Numér. Théor. Approx.
24 (1995) nos. 1–2, pp. 91–102.
-
[9]
A. Diaconu,
I. Păvăloiu,
Sur quelque
méthodes itératives pour la résolution des équations
opérationelles,
Rev. Anal. Numér. Théor. Approx. 1 (1972) no. 1, pp. 45–61.
- [10] V.S. Kartîşov, F.L. Iuhno, O nekotorîh Modifikaţiah Metoda Niutona dlea Resenia Nelineinoi Spektralnoi Zadaci, J. Vîcisl. matem. i matem. fiz. (33) (1973) 9, pp. 1403–1409.
-
[11]
I. Lazǎr, On a Newton type method,
Rev. Anal. Numér. Théor. Approx. 23 (1994)
no. 2, pp. 167–174.
- [12] J.M. Ortega, W.C. Rheinboldt, Iterative Solution of Nonlinear Equations in Several Variables, Academic Press, New York, 1970.
- [13] I. Păvăloiu, Sur les procédés itératifs à un ordre élevé de convergence, Mathematica (Cluj) 12 (35) (1970) no. 2, pp. 309–324.
- [14] I. Păvăloiu, Introduction in the Approximation Theory for the Solutions of Equations, Ed. Dacia, Cluj-Napoca, 1986 (in Romanian).
-
[15]
I. Păvăloiu, Observations concerning
some approximation methods for the solutions of operator equations,
Rev. Anal. Numér. Théor. Approx. 23 (1994) no. 2, pp.
185–196.
-
[16]
I. Păvăloiu, Approximation of the root
of equations by Aitken-Steffensen-type monotonic sequences, Calcolo,
32 (1995) nos 1–2, pp. 69–82.
-
[17]
R.A. Tapia, L.D. Whitley, The projected Newton
method has order for the symmetric eigenvalue problem, SIAM J. Numer. Anal. 25 (1988) no. 6, pp. 1376–1382.
- [18] J.F. Traub, Iterative Methods for the Solution of Equations, Prentice-Hall Inc., Englewood Cliffs, N. J., 1964.
- [19] S. Ul’m, On the iterative method with simultaneous approximation of the inverse of the operator, Izv. Acad. Nauk. Estonskoi S.S.R. 16 (1967) no. 4, pp. 403–411.
-
[20]
T. Yamamoto, Error bounds for computed eigenvalues
and eigenvectors, Numer. Math. 34 (1980), pp. 189–199.
Received 15.08.1996
Romanian Academy
P.O. Box 68, 3400 Cluj-Napoca 1
Romania
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pavaloiu@ictp.acad.ro