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.
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)
nonlinear equations in R; Steffensen and Aitken-Steffensen methods; inverse interpolatory polynomial of Hermite type
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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ON A STEFFENSEN-HERMITE TYPE METHOD FOR APPROXIMATING THE SOLUTIONS OF nonlinear EQUATIONS∗
ON A STEFFENSEN-HERMITE TYPE METHOD
FOR APPROXIMATING THE SOLUTIONS OF nonlinear EQUATIONS∗
Ion Păvăloiu†
(Date: March 11, 2006.)
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:
65H05
∗This work has been supported by the Romanian Academy under grant GAR 14/2005.
†“T. Popoviciu” Institute of Numerical Analysis, P.O. Box 68-1, Cluj-Napoca, Romania,
e-mail: pavaloiu@ictp.acad.ro, web: www.ictp.acad.ro/~pavaloiu.
1. 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
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
Several methods of approximation for have been studied in papers
such as [3]–[6], [8], [9], [11].
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) |
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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
In this sense the following theorem holds [5], [12].
Theorem 1.
If satisfies the following conditions:
-
i1.
-
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) |
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where , and the above sum extends over all integer
solutions
of the system
| (4) |
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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) |
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for some
Setting in (5), then we obtain for the following
relation:
| (6) |
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Denote by the next approximation for obtained from
(6)
| (7) |
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If we assume that the derivative of order of the inverse function is
bounded, i.e., there exists , such that
| (8) |
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then by (2), (6) and (7) we deduce:
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In general, if are two approximations for
then
| (9) |
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where while is a new approximation for
and obviously
| (10) |
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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.,
If we assume now that the Fréchet derivative of satisfies
| (12) |
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then (10) becomes
| (13) |
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In the following we shall denote , the expressions
| (14) |
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By (13) and (14) we obtain
If we assume now that obeys
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.
-
v2.
given by (14) verifies
(15) and where
is given by (11);
-
vi2.
the sequence generated by
(9) remains in
then the following relations hold:
-
j2.
-
jj2.
We consider in the following, besides (1), an equivalent equation, of
the form
where
We shall show in the following section that if instead of method (9)
we consider the iterative method
| (17) |
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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) |
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For the approximation of the solution of (1),
consider the sequence generated by
(17).
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.
the approximation verifies
| (19) |
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where is the Lipschitz constant from relation (18) and
-
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 :
|
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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) |
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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:
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The above expressions for lead us to the sequences
and , generated by
| (21) |
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or equivalently
| (22) |
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In the second case, we obtain in our analogous fashion, the
following expressions for and
| (23) |
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or, equivalently,
| (24) |
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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:
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Regarding methods (21) or (22) the following result holds.
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
|
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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
The element is given by
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and by (5) we have:
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From this relation, taking into account the mean value formula for divided
differences, and also hypotheses v4–vii4, we get that
| (25) |
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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
|
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The above relations imply jj and then obviously j4.
∎
Regarding the sequence generated by (23), resp.
(24), the following result holds:
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
|
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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.
∎
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-
[1]
-
[2]
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