Abstract
It is well known that the Steffensen and Aitken-Steffensen type methods are obtained from the chord method, using controlled nodes. The chord method is an interpolatory method, with two distinct nodes. Using this remark, the Steffensen and Aitken-Steffensen methods have been generalized using interpolatory methods obtained from the inverse interpolation polynomial of Lagrange or Hermite type. In this paper we study the convergence and efficiency of some Steffensen type methods which are obtained from the inverse interpolatory polynomial of Hermite type with two controlled nodes.
Author
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)
Keywords
nonlinear equations in R; Steffensen and Aitken-Steffensen methods; inverse interpolatory polynomial of Hermite type
PDF-LaTeX file (on the journal website).
Cite this paper as:
I. Păvăloiu, On a Steffensen-Hermite type method for approximating the solutions of nonlinear equations, Rev. Anal. Numér. Théor. Approx. 35 (2006) no. 1, pp. 87-94. https://doi.org/10.33993/jnaat351-1015
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Print ISSN
1222-9024
Online ISSN
2457-8126
References
[1] Costabile, F., Gualtieri, I.M. and Luceri, R., A new iterative method for the computation of the solution of nonlinear equations, Numer. Algorithms, 28, pp. 87-100, 2001.
[2] Frontini, M., Hermite interpolation and a new iterative method for the computation of the roots of non-linear equations, Calcolo, 40, pp. 109-119, 2003.
[3] Grau, M. An improvement to the computing of nonlinear equation solutions, Numer. Algorithms, 34, pp. 1-12, 2003.
[4] Ostrowski, A., Solution of Equations in Euclidean and Banach Spaces, Academic Press, New York and London, 1973.
[5] Păvăloiu I., Optimal efficiency index for iterative methods of interpolatory type, Computer Science Journal of Moldova, 1, 5, pp. 20-43, 1997.
[6] Păvăloiu I., Approximation of the roots of equations by Aitken-Steffensen-type monotonic wequences, Calcolo, 32, 1-2, pp. 69-82, 1995.
[7] Păvăloiu I., Optimal problems concerning interpolation methods of solution of equations, Publications de L’Institut Mathematique, 52 (66), pp. 113-126, 1992.
[8] Păvăloiu I., Optimal effiency index of a class of Hermite iterative methods, with two steps, Rev. Anal. Numer. Theor. Approx., 29, 1, pp. 83-89, 2000.
[9] Păvăloiu I., Local convergence of general Steffensen type methods, Rev. Anal. Numer. Theor. Approx., 33, 1, pp. 79-86, 2004.
[10] Traub, J.F., Iterative Methods for Solutions of Equations, Prentice-Hall Inc., Englewood Cliffs, New Jersey, 1964.
[11] Turowicz, B.A., Sur les derivees d’ordre superieur d’une function inverse, Ann. Polon. Math., 8, pp. 265-269, 1960.
Paper (preprint) in HTML form
ON A STEFFENSEN-HERMITE TYPE METHOD
FOR APPROXIMATING THE SOLUTIONS OF nonlinear EQUATIONS∗
Abstract.
It is well known that the Steffensen and Aitken-Steffensen type methods are obtained from the chord method, using controlled nodes. The chord method is an interpolatory method, with two distinct nodes. Using this remark, the Steffensen and Aitken-Steffensen methods have been generalized using interpolatory methods obtained from the inverse interpolation polynomial of Lagrange or Hermite type. In this paper we study the convergence and efficiency of some Steffensen type methods which are obtained from the inverse interpolatory polynomial of Hermite type with two controlled nodes.
Key words and phrases:
Nonlinear equations in , Steffensen and Aitken-Steffensen methods, inverse interpolatory polynomial of Hermite type.1991 Mathematics Subject Classification:
65H051. Introduction
The most well-known methods for approximating the solutions of nonlinear equations are of interpolatory type.
The Newton type methods and, more generally, the Chebyshev type methods are obtained from the inverse interpolatory polynomial of Taylor type, with one node. The chord method and its generalizations are obtained from the inverse interpolation polynomial of Lagrange, or more generally, from the inverse interpolation polynomial of Hermite [5], [8], [11]. The Steffensen and Aitken-Steffensen methods are also of interpolatory type, but their nodes are controlled at each step [7]–[10]. For the methods of interpolatory type it is necessary to compute the values of the derivative of the inverse function at different points in
Let be a given function, where and denote by the set of the values of on Assume that is one-to-one and therefore there exists
Consider the equation
(1) |
If equation (1) has a solution then obviously
It is therefore natural to seek methods of approximation of the values of at in order to determine different approximations to
In the following we shall consider a method of Hermite type with two interpolation nodes. Such a method has been studied in [3], [4], [9], etc.
Let and Denote by
(2) |
the Hermite polynomial associated to the inverse function with the multiple nodes: of order and of order where In order that polynomial (2) exists, it suffices that function to be differentiable up to the order in
Theorem 1.
If satisfies the following conditions:
-
i1.
is one-to-one;
-
ii1.
is differentiable up to the order at each point
-
iii1.
for all
then the inverse function is differentiable up to the order at each point , and the following relations hold:
(3) |
where , and the above sum extends over all integer solutions of the system
(4) |
Taking into account the above relations, under the hypothesis that admits derivatives up to the order on and using the remainder of the Hermite interpolation, it follows:
(5) |
for some
Setting in (5), then we obtain for the following relation:
(6) |
Denote by the next approximation for obtained from (6)
(7) |
If we assume that the derivative of order of the inverse function is bounded, i.e., there exists , such that
(8) |
then by (2), (6) and (7) we deduce:
In general, if are two approximations for then
(9) |
where while is a new approximation for and obviously
(10) |
Taking into account all the above relations one can generate the sequence of approximations under the assumption that at each iteration step, the new approximation obtained by (9) from and , lies in
It can be easily seen that the convergence order of method (9) is given by the positive root of equation [2]–[5], [9], [11]:
i.e.,
(11) |
In the following we shall denote , the expressions
(14) |
If we assume now that obeys
(15) |
and, moreover, with given by (11), we easily deduce that for all we have
and
which implies
Theorem 2.
If the following conditions hold:
-
i2.
function obeys the assumptions of Theorem 1 for
-
ii2.
equation (1) has a root
-
iii2.
verifies (8);
-
iv2.
verifies (12);
- v2.
-
vi2.
the sequence generated by (9) remains in
then the following relations hold:
-
j2.
-
jj2.
Remark 1.1.
We shall show in the following section that if instead of method (9) we consider the iterative method
(17) |
then the -convergence order of this resulted method, which we call of Steffensen-Hermite type, is at least i.e., substantially higher than given by (11).
We shall also determine the values of and for which the methods is the class (17) are optimal with respect to the efficiency index [5].
In section we shall study the convergence of the optimal methods determined in Section
2. The convergence and the efficiency of the Steffensen-Hermite type methods
We shall assume that the function from (16) is Lipschitz, i.e., there exists such that
(18) |
Concerning the convergence of this method the following result holds.
Theorem 3.
If the functions and obey the following conditions:
-
i3.
function obeys conditions i2–iv2 from Theorem 2;
- ii3.
-
iii3.
the elements of the sequence generated by (17) remain in
then the following relations hold:
-
j3.
-
jj3.
Proof.
The proof can be done along the same lines as in Theorem 2. ∎
From the inequality given in j3 one can see that the -convergence order of method (16) is
The following function evaluations are required by method (17) at each iteration step in order to determine under the hypothesis that function from (16) is expressed with the aid of function and its derivatives up to the order :
i.e., function evaluations.
The values of the successive derivatives of at the points and respectively, are determined by (3).
We shall admit that the number of function evaluations which must be performed from iteration step to is proportional to , with a factor In this case, the efficiency index (see, e.g., [5], [11]) of method (17) is given by relation
An elementary study on the function given by
show that this function attains its maximum at and also that is increasing on and decreasing on i.e. is a unique stationary point.
From here it follows that
while for
It is clear that and therefore has the maximum value for
We shall point out and study the optimal methods in the following section.
3. The convergence of the optimal methods
We shall determine in the beginning the methods which correspond to the two cases which may be considered for i.e., or
In the first case we want to determine a polynomial of the form:
with the conditions:
(20) | ||||
where and
Conditions (20) lead to a system of equations with the unknowns For our purpose, of approximating the solution of (1), we are interested only in the value Denoting by then for we obtain the following two equivalent expressions:
The above expressions for lead us to the sequences and , generated by
(21) |
or equivalently
(22) |
In the second case, we obtain in our analogous fashion, the following expressions for and
(23) |
or, equivalently,
(24) |
In order to study the convergence of methods (21) or (23) we need to determine the third order derivative of .
By (3) for we get:
Theorem 4.
If the initial approximation and functions and obey
-
i4.
equation (1) has a root
-
ii4.
function is derivable up to the order on
-
iii4.
-
iv4.
there exists such that
-
v4.
-
vi4.
function verifies (18), where
-
vii4.
where
then the elements of the sequence generated by (21) remain in and, moreover, the following relations hold:
-
j4)
-
jj4)
i.e., the sequence has the -convergence order
Proof.
We assume first that hypothesis iii4 implies that function admits an inverse and also that the root of equation (1) is unique in the interval Conditions ii4 and iii4 ensure that function is derivable up to the order on
By (18) and hypothesis vi4 we have that for any
From this relation, taking into account the mean value formula for divided differences, and also hypotheses v4–vii4, we get that
(25) |
Relation and condition (25) imply that i.e.,
In general, assuming that an element of the sequence belongs to the interval obviously and, similarly as above, we can prove that
The above relations imply jj and then obviously j4. ∎
Theorem 5.
If the initial approximation and the function obey
-
i5.
equation (1) has a root
-
ii5
function admits derivatives of orders up to on
-
iii5
for all
-
iv5
there exists such that
-
v5.
-
vi5
function verifies (18) with
-
vii5
where
then the sequence generated by (23) is convergent, and the following relations hold:
-
j5.
-
jj5.
Proof.
The proof of this theorem can be done in an analogous fashion, as for Theorem 4. ∎
References
- [1]
- [2] Costabile, F., Gualtieri, I.M. and Luceri, R., A new iterative method for the computation of the solution of nonlinear equations, Numer. Algorithms, 28, pp. 87–100, 2001.
- [3] Frontini, M., Hermite interpolation and a new iterative method for the computation of the roots of non-linear equations, Calcolo, 40, pp. 109–119, 2003.
- [4] Grau, M. An improvement to the computing of nonlinear equation solutions, Numer. Algorithms, 34, pp. 1–12, 2003.
- [5] Ostrowski, A., Solution of Equations in Euclidean and Banach Spaces, Academic Press, New York and London, 1973.
- [6] Păvăloiu, I., Optimal efficiency index for iterative methods of interpolatory type, Computer Science Journal of Moldova, 1, 5, pp. 20–43, 1997.
- [7] Păvăloiu, I., Approximation of the roots of equations by Aitken-Steffensen-type monotonic wequences, Calcolo, 32, 1–2, pp. 69–82, 1995.
- [8] Păvăloiu, I., Optimal problems concerning interpolation methods of solution of equations, Publications de L’Institut Mathematique, 52 (66), pp. 113–126, 1992.
- [9] Păvăloiu, I., Optimal effiency index of a class of Hermite iterative methods, with two steps, Rev. Anal. Numér. Théor. Approx., 29, 1, pp. 83–89, 2000.
- [10] Păvăloiu, I., Local convergence of general Steffensen type methods, Rev. Anal. Numér. Théor. Approx., 33, 1, pp. 79–86, 2004.
- [11] Traub, J.F., Iterative Methods for Solutions of Equations, Prentice-Hall Inc., Englewood Cliffs, New Jersey, 1964.
- [12] Turowicz, B.A., Sur les derivées d’ordre superieur d’une function inverse, Ann. Polon. Math., 8, pp. 265–269, 1960.
- [13]