L'NALYSE NUMERIQUE ET LA THEORIE DE LAPPROXIMATION Tome 8, 2, 1979, pp. 203-214
ON A NIODIFIED SECANT NIHTHOD
by
Abstract. In this paper we apply the metod of v. PTAK ([4], [5]) to the study of the coinvergance of a modified secant method. We prove that the rate of convargence of this method is of the form
where and are positive mumbers depending on the initial conditions. We also give sharp estimates for the distance , , 2, ... where is the sequence obtained by the modified secant method and * is its limit.
1. The Induction rhooren
The method of Nondiscrete Mathematical Induction, introduced by V. PiAK [4], has allowed a new approach in the study of the convergence of iterative procedures. An important role in this approach is played by the notion of the rate of convergance . Let be an interval of the form , for some positive . Let be a finction defined on . We define by reccurence:
DEFINITION 1.1. Tha function o, defined on , is called a rate of convergence, if it satisfies the folbowing properties:
(1) maps into itself;
(2) for each the series is convergent.
(1)
(2) for each
The sum of the above series, , obviously satisfies the following functional equation:
We shall justify the name of "rate of convergence", given to the function , after stating the Induction Theorem.
Let be a complete metric space. If is a subset of , and an element of , we shall denote by the g.1.b. of the set ; . For any positive number we shall denote by the set . If is an element of , we shall write for simplicity instead of .
Let us denote by the interval of the real line, and for each , let represent a certain subset of . We shall use the following notation for the limit of the family .
Now, we can state the Induction Theorem [4].
theorem 1.1. If
(5)
theorem 1.1. If
(5)
for each , then
for each .
We shall sketch below how the method of nondiscrete mathematical induction can be applied to the study of the convergence of iterative procedures. Let be a mapping of the complete metric space into itself, and let be an element of . Suppose that we can attach to the pair ( , ) a rate of convergence on the interval ], and a family of sets , such that the following relations be fulfiled:
We shall sketch below how the method of nondiscrete mathematical induction can be applied to the study of the convergence of iterative procedures. Let
Then the Induction Theorem assures the fact that . On the other hand (8) implies that each element of is a fixed element of the mapping i.e. . It also follows that via the iterative procedure:
We obtain al sequence which converges to an element , such that the following inequalities are satisfied:
From (10) one obtains the following estimates of the distance between the th iterate and the "starting point" :
The relation (11) will be called an apriori estimate fo the distance between the th iterate given by the procedure (9) and the fixed point . The name ,apriori estimate" is justified by the fact that one can compute this estimate before performing the iterative procedure.
Suppose, that for a certain , one has already computed . If
then it can easily be proved that the following inequality is satisfied:
The above estimate will be called an „aposteriori estimate“, because it can be computed only after performing the iterative procedure (9). The aposteriori estimates are generally better than the apriori ones.
Summing up what we have stated above, we get the following:
Corollary. If the conditions (7) and (8) are satisfied, then by the iterative procedure (9) one obtains a sequence which converges to a fixed point of the mapping , and for each the inequalities (10)-(12) are fulfiled. Moreover, if for a certain . the condition (13) is satisfied, then for this , the inequality (14) is also fulfiled.
Corollary. If the conditions (7) and (8) are satisfied, then by the iterative procedure (9) one obtains a sequence
The above corollary will be the basis of the prof of the Theorem 3.1, concerning the convergence of the modified secant method, which will be given in Section 3.
2. Divided differences of an operator
The notion of divided difference of a (nonlinear) operator is an extension of the usual notion of divided difference of a function, in the same sense in which the Fréchet derivative of an operator is an extension of the classical notion of the derivative of a function. This notion was introduced by J. schroder [8] and was used by A. sergeev [9] and J. schmidt [7] to the extension of the secant method for the iterative solution of the nonlinear operatorial equations in Banach spacis.
Let and be two Banach spaces. We shall denote by the Banach space of all linear and bounded operators, from into . Let be a (nonlinear) operator from into , and let and be two different points of the domain of .
DEFINITION 2.1. A bounded linear operator is called a divided difference of the operator on the points and , if :
In the scalar case the divided difference of a function is unique, but in the general case this assertion is not true. Let us examine as an illustration the case where . In this case, a nonlinear operator is characterized by two real functions of two real variables and i.e.
Then each of the linear operators and given by the following two matrices satisfy (15):
If is differentiable and its Fréchet derivatives is continuous on the segment , then the linear operator given by
also satisfies (15). That means that any of the three linear operators , , are devided differences of the operator on the points and . Moreover, any convex combination of and is also a divided difference of on the points and . It we have two divided differences of on the points and , represented by the matrices and , then the matrix, , having the first line equal to the first line of , and the second line equal to the second line of , also represents a divided difference of on the points and .
Let us now return to the general case. Concerning the existence of the divided differences see [1]. Concerning other examples in some concrete spaces see . Let us suppose that the closed sphere is included into the domain of the operator , and let us denote by the set . We consider the mapping:
where, for any pair , the linear operator is a divided difference of on the points and i.e. :
In [9] one assumes that the mapping is symmetric i.e. . In [7] this condition is no longer required. Let us remark that in our example and are not symmetric, while and are.
In both of the above cited papers, one supposes, in order to assure sufficient conditions for the convergence of the secant method, that the mapping satisfies a Lipschitz condition at least. We shall write this condition under the form:
It is easy to prove that if the above inequality is fulfiled for all , , with and , then for each there exists the limit , and it equals the Fréchet derivative . We have then:
The above remark allows us to take by definition for each . Thus (18) implies (17).
Reversely, if the operator is Fréchet differentiable for each , and if (18) is satisfied, then there exists a mapping which satisfies(16) and (17). We can take, for example,
This remark will be used to obtain the theorem concerning the convergence of the modified Newton's process [3] as a consequence of the theorem concerning the convergence of the modified secant method wich will be proved in the next section.
3. The modified secant method
The same as in the preceding section, let be a nonlinear operator from the Banach space into the Banach space , and let the sphere be included into its domain of definition. We suppose that there exists a mapping.
which satisfies (16) and (17). Let be a point of , for which the linear operator is boundedly invertible. The modified secant method, we are going to study, consists of the following interative procedure:
For the study of the convergence of the sequence yielded by (19), we need some results concerning the behaviour of such a sequence in the particular case where is a certain real quadratic polinomial.
lemma 3.1. If and are positive numbers satisfying the conditions
lemma 3.1. If
then the function
is a rate of convergence on the interval , and the corresponding function is given by
where,
Proof. First, we observe that the inequality (20) implies that the quantity under the square root sign from (23) is nonnegative. Let us consider the real polinominal
It is easy to prove, that for any starting point , chosen in the interval , and for any positive number , belonging to the interval , [, the iterative procedure
yields a sequence , decreasingly converging to the root of the equation .
Setting for any
we have , and . Taking and - we obtain the formulas (22) and (23).
Denoting , and computing the divided difference of the function on the points and we obtain
Taking into account the fact that is a convex function, we infer that
Thus, for each , we shall obtain, via the iterative procedure (25), a sequence , decreasingly converging to . In this case it is clear that the functions and , defined as above, represent a rate of convergence and the function related to it. The following equalities are obviously satisfied :
Now, we are able to state our result concerning the modified secant method:
theorem 3.1. If the conditions (16) and (17) are satisfied for all , and if the following inequalities:
theorem 3.1. If the conditions (16) and (17) are satisfied for all
are fulfiled, then the sequence , obtained by the iterative procedure (19), converges to a root of the equation , and the following inequalities are satisfied :
where and are given respectively by (22) and (23).
Proof. The proof is based on the Corollary stated in Section I and on the Lemma 3.1 proved in the present section. The iterative procedure (19) is of the form (7) with , for . Taking into account the inversability of , it follows that every fixed point of is a root of the equation . We attach to the
pair ( ) the rate of convergence given by (22) and the family of sets :
Proof. The proof is based on the Corollary stated in Section I and on the Lemma 3.1 proved in the present section. The iterative procedure (19) is of the form (7) with
pair (
It is clear that , so that condition (7) of the above mentioned Corollary is satisfied. We shall prove that condition (8) is also satisfied. Let be an element of , and let
Using (3) we can write
From (16) and (40) we infer that
According to the conditions (17), (31) and (32), the above equality yields:
Using (22), (23), (39) and (40), we obtain
This relation together with (41) imply that so that condition (6) is also fulfiled. It follows that by the iterative procedure (19), one obtains a sequence which converges to a root of the equation . Moreover for each the inequalities (10)-(12) are satisfied. But the inequalities (11) and (12), correspond respectively to the inequalities (37) and (36), while from (10), (12), and from the fact that is an increasing function on we infer that
The above relation shows that for so that the condition (13) of the Corollary is fulfiled. Consequently the aposteriori estimate (38), which correspond to the inequality (14), will be satisfied for .
Concerning the hypotheses of the above theorem, we have to note that, in practical applications, the number from the left side of the inequality (32) can be taken as small as wanted, because having an initial approximation , one can take for a small perturbation of it (for example ). The key condition of our theorem is re-
presented by the inequality (34). This inequality can be satisfied only if is small enoguh, that is, if the initial approximation is good enough. However, we can prove that the condition (34) is in some sense the weakest possible. Indeed, let and be some positive numbers, and let us consider the real function given by the formula
presented by the inequality (34). This inequality can be satisfied only if
The divided difference of the function , will obviously satisfy (16) and (17). The inequalities (31)-(33) are also verified, if we take
However, if the condition (34) is not verified, then , and thus the equation has no solution.
In the following we shall show that the estimates (36)-(38), obtained in Theorem 3.1, are, in some sense, the best possible.
proposition 3.1. The estimates (36)-(33) are sharp in the following sense : for any positive numbers and , satisfying the inequality (34), there exists a function and a pair of points ( ) which satisfy the hypothesis of Theorem 3.1, and for which the inequalities (36)--(38) are verified with equality.
proposition 3.1. The estimates (36)-(33) are sharp in the following sense : for any positive numbers
Proof. The proof of the above proposition is a consequence of the proof of Lemma 3.1.
From (36) it follows that . We shall prove that is the unique root of the equation in a neighbourhood of the point . Let denote the open sphere with centre and radius .
proposition 3.2. If the inequality (34) from Theorem 3.1 is strict, then the root , whose existence is guaranteed by this theorem, is the unique solution of the equation in the set
proposition 3.2. If the inequality (34) from Theorem 3.1 is strict, then the root
Proof. First, we note that if the inequality (34) is strict, the , so that . Let be an element of , such that . Using (16) we obtain the relation:
Now taking into account (17) we obtain:
On the other hand, from (22), (31) and (32), we infer that
Finally the inequalities (42) and (43) imply that , so that the proof of the proposition is completed.
4. The" modified Newton's method
As we have anticipated in Section 2, the results concerning the modified Newton's method can be obtained, as a limit case, from the results concerning the modified secant method. In the following, we shall transcribe the results obtained in the preceding section for the case where and .
lemma 4.1. If and are three positive numbers satisfying the inequality :
lemma 4.1. If
then:
is a rate of convergence on the interval and the corresponding function is given by :
Now, as in the prece ding two sections, let be a nonlinear operator which maps the sphere of the Banach space into the Banach space . We suppose that is Freechet differentiable on and that the condition (18) holds. Then, according to the remark made in Section 2, there exists a mapping
such that (16) and (17) hold. Moreover for each we have .
Let us suppose now that the Fréchet derivative is boundedly invertible. We may then consider the following iterative procedure:
which is called the modified Newton's method. This procedure may be regarded as a limit case of the modified secant method so that from. Theorem 3.1 we can derive the following theorem:
thegorem 4.1. If condition (18) holds for each , ant and if the following inequalities:
thegorem 4.1. If condition (18) holds for each
are fulfiled, then the sequence obtained by the iterative procedure (47), converges to a root of the equation , and the following inequalities are satisfied :
here and are given respectively by (45) and (46).
From Propositions 3.1 and 3.2 we obtain the following two propositions, concerning the sharpness of the estimates (58)-(60) and the uniqueness of the root :
proposition 4.1. The estimates (52)-(54) are sharp in the followwing sense : For any three positive numbers and satisfying the inequality (50) there exists a function , which satisfies the hypotheses of Theorem 4.1, and for which the inequalities (52)-(54) are verified with equality.
proposition 4.2. If the inequality (50) of Theorem 4.1 is strict, then the root , whose existence is quaranteed by Theorem 4.1, is the unique solution of the equation in the set , where is the open sphere with center and radius .
From Propositions 3.1 and 3.2 we obtain the following two propositions, concerning the sharpness of the estimates (58)-(60) and the uniqueness of the root
proposition 4.1. The estimates (52)-(54) are sharp in the followwing sense : For any three positive numbers
proposition 4.2. If the inequality (50) of Theorem 4.1 is strict, then the root
In the end, let us note that the results stated in this section represent a slight improvement of the results obtained by us in [3]. Nanemely the condition (18) of the present paper in weaker than the condition , imposed there. Moreover the aposteriori estimate (54), from Theorem 4.1, is new.
REFERENCES
[3] Potra, F. -A., The rate of convergence of a modified Newton's process. Preprint series in mathematics no. 36/1978 INCREST.
[4] Pták, V., Nondiscrete mathematical induction and iterative existence proofs. Linear algebra and its applications 13 (1976), 223-238.
[5] Pták, V., The rate of convergence of Newton's process, Nun1. Mathem. 25 (1976), 279285.
[6] Pták, V., What should be a rate of convergence? R.A.I.R.O. Analyse Numérique 11, 3 (1977) p. 279 - 286.
[7] Sclınidt, J., Eine übertragung der Regula Falsi auf Gleichungen in Banachraum. I, II, Z. Angew. Math. Mec., 43 (1963), p. 1-8, 97-110.
[8] Schröder, J., Nichtlineare Majoranten beim Verfahren der schrittweissen Näherung, Arch. Math. (Basel) 7, 471-484.
[9] Сергеев, А. С. О методе хорд. Сибир матем. Ж, 2 (1961), 282-289.
[10] Ульм, С. Об обобщенных разделенных разноспях) I, II, ИАН ЭССР, физика, математика, 16 (1967), 13-26, 146-156.
[4] Pták, V., Nondiscrete mathematical induction and iterative existence proofs. Linear algebra and its applications 13 (1976), 223-238.
[5] Pták, V., The rate of convergence of Newton's process, Nun1. Mathem. 25 (1976), 279285.
[6] Pták, V., What should be a rate of convergence? R.A.I.R.O. Analyse Numérique 11, 3 (1977) p. 279 - 286.
[7] Sclınidt, J., Eine übertragung der Regula Falsi auf Gleichungen in Banachraum. I, II, Z. Angew. Math. Mec., 43 (1963), p. 1-8, 97-110.
[8] Schröder, J., Nichtlineare Majoranten beim Verfahren der schrittweissen Näherung, Arch. Math. (Basel) 7, 471-484.
[9] Сергеев, А. С. О методе хорд. Сибир матем. Ж, 2 (1961), 282-289.
[10] Ульм, С. Об обобщенных разделенных разноспях) I, II, ИАН ЭССР, физика, математика, 16 (1967), 13-26, 146-156.
Received 12. III. 1979.
INCREST → Bucureşti
INCREST → Bucureşti
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[2] Goldner, G., Balazs, M., Asupra metodei coardei si a unei modificări a ci pentru rezolvarea ecuatiilor operationale neliniare in spatii Banach, Stud. şi.Cerc. Mat., tom 20, 7 (1968).
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