We study the local convergence of a generalized Steffensen method. We show that this method substantially improves the convergence order of the classical Steffensen method. The convergence order of our method is greater or equal to the number of the controlled nodes used in the Lagrange-type inverse interpolation, which, in its turn, is substantially higher than the convergence orders of the Lagrange type inverse interpolation with uncontrolled nodes (since their convergence order is at most (2)).
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)
nonlinear equations in R; Steffensen method.
I. Păvăloiu, Local convergence of general Steffensen type methods, Rev. Anal. Numér. Théor. Approx., 33 (2004) 1, pp. 79-86. https://doi.org/10.33993/jnaat331-762
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Local convergence of general Steffensen type methods∗
Local convergence
of general Steffensen type methods∗
Ion Păvăloiu†
(Date: January 21, 2004)
Abstract.
We study the local convergence of a generalized Steffensen method.
We show that this method substantially improves the convergence
order of the classical Steffensen method. The convergence order of
our method is greater or equal to the number of the controlled
nodes used in the Lagrange-type inverse interpolation, which, in
its turn, is substantial higher than the convergence orders of the
Lagrange type inverse interpolation with uncontrolled nodes (since
their convergence order is at most ).
∗This work has been supported by the Romanian Academy under grant GAR 16/2004.
†“T. Popoviciu” Institute of Numerical Analysis,
O.P.
1, C.P. 68, Cluj-Napoca, Romania, e-mail: pavaloiu@ictp.acad.ro.
{keyword}
Nonlinear scalar equations, Steffensen type method.
1. Introduction
In this paper we study the local convergence of some general
methods of Aitken-Steffensen type, which are based on inverse
interpolation of Lagrange type.
Let , ,
be a function and , , distinct points in
, which we call interpolation nodes. Denote
, , and suppose that
for . Assume in the beginning that , is one-to-one, i.e., there
exists . Consider the Lagrange polynomial with the interpolation nodes , and the
values of on these nodes ,
. This is the inverse interpolation polynomial, which we
denote by , and it can be
represented in the Lagrange form
| (1) |
|
|
|
and in the Newton form:
| (2) |
|
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|
|
|
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|
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where denotes the
-th order divided difference of the function on the nodes
.
Assuming that admits derivatives up to the order on the interval
, then
| (3) |
|
|
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where is a point belonging to the smallest interval containing
. Denote
|
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Consider now the equation
If it has a solution , then obviously
An approximation of the solution can be obtained from
(3) for , i.e.,
| (6) |
|
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whence, by neglecting the remainder we get
| (7) |
|
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and the error
Denoting , then
| (9) |
|
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Assuming that and denoting , then we can obtain a new approximation given by relation
| (10) |
|
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|
where, as it can be seen, the node has been neglected and instead we
consider . The above procedure may continue indefinitely: assuming
that we have obtained the approximations then the next approximation is given by
| (11) |
|
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|
where , . If all the
iterates are contained in , then the procedure may
continue indefinitely.
In the same way as for (9), we get the following error bound:
| (12) |
|
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Assume that , and denote
By (12) and (13)
| (14) |
|
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Multiplying relations (14) by and denoting
|
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leads to
| (15) |
|
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Suppose now that , with and , . Then
| (16) |
|
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where
| (17) |
|
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In general, from (15) it follows
where
| (19) |
|
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Let now be the unique positive solution of equation
| (20) |
|
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Assume that the values of obey
for a certain constant , i.e., . Then
one can show by induction using (19) that
| (22) |
|
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In [8] it is shown that verifies . It is clear that the convergence order of the sequence given
in (11) is less than 2.
In order to increase the convergence order of the sequence we proceed as
follows. Consider the following equation, equivalent to (4):
We shall choose the interpolation nodes in (11) using
, generalizing in this way the Steffensen method.
2. General methods of Steffensen type
Assume in the beginning that for all , it follows
that .
Let be an initial approximation of
the solution of equation (14). We shall
use the following
notations:
| (24) |
|
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|
which, by (7) lead to a new approximation for
| (25) |
|
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|
where , being given by
(24).
From (9) we get:
| (26) |
|
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|
whence, by (13) we get
| (27) |
|
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Assume that obeys the Lipschitz condition on , i.e.
there exists such that
|
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Under this hypothesis, taking into account (24), we are lead to
| (28) |
|
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Let now be the next approximation for ;
then, analogously to (24), we consider in (7) the
following values
to at the interpolation nodes:
| (29) |
|
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|
In the same way as above, we obtain the next approximation for
, which satisfies
|
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In general, if is an approximation of and we set
|
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then by (7) we obtain the next approximation , which satisfies
| (30) |
|
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|
Denoting , then from
the above relation we deduce
which leads to the conclusion that for , method
(11) converges superlinearly. Moreover, if is
chosen such that then
and therefore
The error at each step is bounded by:
| (31) |
|
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|
In the following we analyze two particular cases.
-
(1)
Case . In this case (11) leads to the well
known Steffensen method.
Indeed, by (2) we get
| (32) |
|
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|
hence, taking into account the equality
for we obtain the approximation
| (33) |
|
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|
i.e., the first step in the chord method.
Obviously, (9) may continue by
| (34) |
|
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|
Denoting in (33) and ,
we get
|
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|
and in general
| (35) |
|
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|
which is precisely the Steffensen method.
In this case, the elements of the sequence have the form
|
|
|
and obey
If , then obviously
and hence , with the error
|
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|
whence (35) converges quadratically.
-
2.
It can be easily seen that the second order divided difference
can be expressed as
| (36) |
|
|
|
By (2) we get
|
|
|
|
|
|
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Setting and taking into account (36) and the corresponding
formula for the first order divided difference, we are lead to
| (37) |
|
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|
i.e., to a method correcting the chord method.
In general, a method of type (37) has the form
| (38) |
|
|
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|
. If in (37) we control the interpolation
nodes as
|
|
|
we obtain
|
|
|
|
In general, if is an approximation to , then
is given by
| (39) |
|
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|
|
Denoting then the
error satisfies at each iteration step:
| (40) |
|
|
|
where
Assuming , then , with the convergence order at least .
Suppose in the following that the function given by (23) has
derivatives up to the -th order, , on and its derivatives satisfy
| (41) |
|
|
|
In this case, if the derivative of -th order in continuous on and
then for all one has
| (42) |
|
|
|
Using the above relation (27) we get
| (43) |
|
|
|
where
We make the following notations:
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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We obtain the sequence of approximation for
which, if denoting
| (44) |
|
|
|
we get
Obviously, in this case too, if , then by
(44) and (45) it follows
and the
convergence order is .
References
-
[1]
-
[2]
Balázs, M., A bilateral approximating method
for finding the real roots of real equations, Rev. Anal.
Numér. Théor. Approx., 21, no. 2, pp. 111–117,
1992.
-
[3]
Brent, R., Winograd, S. and Walfe, Ph., Optimal
iterative processes for root-finding, Numer. Math., 20,
no. 5, pp. 327–341, 1973.
-
[4]
Coman, C., Some practical approximation methods
for nonlinear equations, Mathematica – Rev. Anal. Numér.
Théor. Approx., 11, nos. 1–2, pp. 41–48, 1982.
-
[5]
Cassulli, V. and Trigiante, D., The convergence
order for iterative multipoint procedures, Calcolo, 13,
no. 1, pp. 25–44, 1977.
-
[6]
Iancu, C., Păvăloiu, I. and Şerb, I.,
Méthodes iteratives optimales de type Steffensen
obtinues par interpolation inverse, Faculty of Mathematics,
“Babeş-Bolyai” University, Seminar on Functional analysis and
Numerical Methods, Preprint no. 1, pp. 81–88, 1983.
-
[7]
Kacewicz, B., An integral-interpolation
iterative method for the solution of scalar equations, Numer.
Math., 26, no. 4, pp. 355–365, 1976.
-
[8]
Ostrowski, A., Solution of Equations in Euclidian
and Banach Spaces, Academic Press, New York and London, 1973.
-
[9]
Păvăloiu, I., La résolution des
equations par interpolation, Mathematica, 23(46), no. 1,
pp. 61–72, 1981.
-
[10]
Păvăloiu, I. and Şerb, I., Sur
des méthodes de type intérpolatoire à vitesse de
convergence optimale, Rev. Anal. Numér. Théor. Approx.,
12, no. 1, pp. 83–88, 1983.
-
[11]
Păvăloiu, I., Optimal efficiency index
for iterative methods of interpolatory type, Computer Science
Journal of Moldova, 5, no. 1 (13), pp. 20–43, 1997.
-
[12]
Traub, J. F., Iterative Methods for the Solution of
Equations, Pretince-Hall, Inc. Englewood Clifs, N.J., 1964.
-
[13]
Turowicz, A. B., Sur les derivées d’ordre
superieur d’une fonction inverse, Ann. Polon. Math., 8,
pp. 265–269, 1960.
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[14]