We analyze in a unitary way the iterative methods for solving scalar equations, which are of inverse interpolation form. We determine their convergence orders.
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)
nonlinear equations in R; inverse interpolation iterative methods; convergence orders.
I. Păvăloiu, On the convergence order of the multistep methods, Bul. Ştiinţ. Univ. Baia Mare, Ser. Mat.-Inf. 13 (1997), pp. 59-64.
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ON THE CONVERGENCE ORDER OF THE MULTISTEP METHODS
Buletinul Ştiinţific al Universităţii din Baia Mare
Seria B, Matematică-Informatică, vol. XIII (1997), 107–116
ON THE CONVERGENCE ORDER
OF THE MULTISTEP METHODS
Ion Pǎvǎloiu
1. Introduction
In this paper we analyse some aspects concerning the convergence order of
the iterative methods of interpolatory type for solving scalar equations. A
unitary approach to these methods will enable us to analyse them and then to
select among them those with the optimal convergence order.
2. Convergence order
Denote and consider the
equation
where . For the sake of the simplicity we shall
suppose in the following that equation (1) has a unique solution . Let be a function for which is the unique fixed point on .
For the approximation of the solution of (1) there is generally
considered, under certain conditions, a sequence generated by:
| (2) |
|
|
|
More generally, if is a function of variables for
which the restriction to the diagonal of the set coincides with
namely
|
|
|
then there is considered the following iterative method:
| (3) |
|
|
|
The convergence of the sequence generated
by (2) or (3) depends on certain properties of the functions
and , respectively . The amount of time needed to obtain a
convenient approximation of depends both on the
convergence order of the sequence and on
the amount of elementary operations that must be performed by the computer
at each iteration step. In this paper we shall study only the first aspect
of this problem, i.e. we shall deal with the convergence order.
We shall adopt as the convergence order a definition a little more generally
then the one given by Ostrowski [3].
Consider an arbitrary sequence satisfying,
together with and , the following conditions:
-
a)
and for
-
b)
the sequences and converge to the solution of
equation (1);
-
c)
there exists such that , for all , where we have denoted by the first order divided difference of at the
points and ;
-
d)
is differentiable at
Definition 2.1.
The sequence has the
convergence order , , with respect to
the function , if there exists the limit:
| (4) |
|
|
|
and .
For the determination of the convergence order of some classes of iterative
methods we shall need in the following two lemmas:
Lemma 2.1.
If the sequence and the
functions and satisfy the properties a)–d) then the necessary
and sufficient condition for the sequence
to have the convergence order with
respect to the function is that the following limit to exist:
| (5) |
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and
Proof.
Supposing that one of the relations (4) or (5) holds and,
taking into account the properties a)–d), we obtain:
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∎
Lemma 2.2.
If is a sequence of real
numbers that satisfies:
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i.
the sequence is convergent and
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ii.
there exist the nonnegative numbers and a bounded sequence for which such that
| (6) |
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iii.
the sequence
is convergent and
Then is the positive root of the equation:
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Proof.
From (6) we obtain
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Taking into account the equalities
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we obviously have
i.e.,
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∎
In the following we shall consider the equations:
| (7) |
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| (8) |
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| (9) |
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where we shall suppose that satisfy
| (10) |
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being an arbitrary permutation of the numbers .
Lemma 2.3.
If satisfy
conditions (10) then any of the equations (9)
has a unique solution . Moreover, if (11) holds and
we denote by the positive solutions of (7), (8)
and (9) then
i.e. equation (7) has the greatest positive solution.
Proof.
Consider one of the equations of the form (9),
denote by the greatest natural number for which
i.e. and
consider the function
We have and whence it follows that the equation has a solution greater than . Since the function is increasing in
the variable , it follows that this solution is
unique.
In order to prove (12) it will suffice to show that and . Indeed, since , we have:
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whence it follows that since and the
inequalities
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hold.
The inequality is proved in a similar manner.
∎
3. Iterative methods of interpolatory type
It is known that most of the iterative methods are obtained by inverse
interpolation of Lagrange, Taylor or Hermite type.
Let be the image of by . We shall suppose that is derivable on up to the order , and for all . It then follows that
is invertible, so there exists . It is obvious that
if is the solution of (1) then
In order to determine an approximation of it is
sufficient to determine a function which approximates on a
neighborhood of
If
| (14) |
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then we can consider that with the error
| (15) |
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A simple and efficient method for constructing functions that approximate on is the inverse interpolation. The most general method of
this type is the method that lead us to the Hermite inverse interpolatory
polynomial.
In order to construct the Hermite inverse interpolatory polynomial in its
most general form we must know both the values of and the values of
the derivatives of at some precized points from .
Concerning the successive derivatives of we shall rely on the
following lemma:
Lemma 3.1.
[6]. If is derivable up to the
order and for all , then
there exists and the following equality holds:
| (16) |
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where and the above sum extends on all nonnegative
integer solutions of the system
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Let be interpolation nodes and , natural numbers. Denote by their
sum:
We also denote
and so .
For the construction of the Hermite inverse interpolatory polynomial we
consider as interpolation nodes the numbers , , and we need a polynomial
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which satisfies
| (18) |
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It is well known that such a polynomial has the following form
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where
| (20) |
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The following equality holds:
| (21) |
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where
| (22) |
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being a point belonging to the smallest interval determined by the
points .
From (3), for , there is obtained the
Lagrange inverse interpolatory polynomial, i.e.
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and for , again (3) gives the Taylor inverse interpolatory
polynomial:
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Let be approximations for the
solution of equation (1). Then another approximation can be obtained by
| (23) |
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where the function is given by (3) and the polynomial is given by
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It can be easily seen that, taking into account (21),
| (24) |
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if the sequence is generated by (23). For all , the numbers belong to the smallest
interval determined by and are
numbers belonging to the open intervals determined by and .
Supposing that
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verify the hypotheses of Lemma 2.2 and, moreover, , then, taking
into account Lemma 2.1, it follows that the convergence order of
method (23) is given by the positive solution of equation
| (25) |
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If then the corresponding iterative method from
(23) has the convergence order given
by the positive solution of the equation:
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In [5] there is shown that the number
satisfies
-
)
-
)
-
)
For the properties )–) can be found in
[3].
For , the corresponding iterative method has the form
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i.e., the Chebyshev method. It can be easily seen that the convergence order
of this method is .
We propose ourselves to find bounds for the convergence order of (23), i.e for the solutions of (25). First we shall prove the
following lemma.
Lemma 3.2.
The positive root of equation (23)
satisfies
| (26) |
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where
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Proof.
Let and For the first part of inequality (26) it will suffice to show that . Using the inequality between the geometric and the arithmetic mean, i.e.
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we obtain
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for .
For the second inequality in (26) it easily comes that for .
∎
4. Interpolatory methods having optimal convergence order
To each permutation of the set there
corresponds an iterative method of the form
| (27) |
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There are iterative methods. Lemma 2.3
offers the possibility to establish which method of the form (27) has
the optimal convergence order.
Theorem 4.1.
Among the iterative methods of the form the method with the highest convergence order is the one
for which
The proof of the above theorem is obtained as a directly consequence of
Lemma 2.3.
In the following we shall apply the results of Theorem 4.1 to a
particular case. For , by (23) we obtain two iterative methods:
| (28) |
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and
| (29) |
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The convergence order of method (28) is given by the
positive solution of
and for (29) the convergence order is the solution of
It is easily seen that if then , and so the iterative method (28) has a greater
convergence order than the one of (29).
References
-
[1]
R. Brent, S. Winograd, F. Wolfe, Optimal iterative
processes for root-finding., Numer. Math. 20 (1973), 327–341.
-
[2]
H.T. Kung, J.F. Traub, Optimal order and efficiency for
iterations with two evaluations, Numer. Anal., Vol. 13, 1, (1976),
84–99.
-
[3]
A.M. Ostrowski, Solution of Equations and Systems of
Equations, Academic Press, New York and London, (1966).
-
[4]
I. Pǎvǎloiu,
††margin:
available soon,
refresh and click here
Optimal problems concerning
interpolation methods of solution of equations, Publ. Inst. Math., 52
(66) (1992), 113–126.
-
[5]
J.F. Traub , Iterative Methods for Solution of Equations, Prentice-Hall Inc., Englewood Cliffs, New Jersey, (1964).
-
[6]
B.A. Turowicz, Sur les derivées d’ordre superieur
d’une fonction inverse, Ann. Polon. Math. 8 (1960), 265–269.
”T.
Popoviciu” Institute of Numerical Analysis