Abstract
The inverse interpolatory polynomials of Hermite type with 2 nodes, allhaving the same order of multiplicity \(q\in N\), provide a class of iterative methods for solvingscala-r’ equations. In this note we determine the iterative method with the highest efficiencyindex: the optimal method is obtained for \(q=2\).
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Authors
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)
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I. Păvăloiu, Optimal efficiency index of a class of Hermite iterative methods with two steps, Rev. Anal. Numér. Théor. Approx., 29 (2000) no. 1, pp. 83-89.
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References
[1] BRENT, R., WINOGRAD, S., WOLFE, F., Optimal Iterative Processes for Root-Finding, Numer. Math., 20, pp.327-341, 1973.
[2] COMAN, GH., Some Practical Approximation Methods for nonlinear Equations, Matematica-Revue d’Analyse Numerique et de Theorie de l’Approximation, 11, no.1-2, pp.11-48, 1982.
[3] KUNG, H.T., TRAUB, J.F., Optimal Order and Efficiency for Iterations with Two Evaluations, SIAM J. Numer. Anal., 13, no.1, pp. 84-99, 1976.
[4] OSTROWSKI, A.M., Solution of Equation and Systems of Equations, Academic Press, New York and London, 1966.
[5] Păvăloiu, I., Bilateral Approximation for the Soltuions of Scalar Equations, Revue D’Analyse Numerique et de Theorie del’Approximation, 23, 1, pp.95-100, 1994.
[6] Păvăloiu, I., Optimal Problems Concerning Interpolation Methods of Solutions of Equations, Publ. Inst. Math. 52 (66), pp.113-126, 1992.
[7] Păvăloiu,I., Optimal Efficiency Index for Iterative Methods of Interpolatory Type, Computer Science Journal of Moldova, 5, nr.1 (13), pp.20-43, 1997.
[8] TRAUB, J.F., Iterative methods for slution of equations, Prentice-Hall Inc., Englewood Cliffs, New Jersey, 1964.
[9] TUROWICZ, B.A., Sur les derivees d’ordre superieur d’une fonction inverse, Ann.Polon. Math., 8, pp.265-269, 1960.
Paper (preprint) in HTML form
The Optimal Efficiency Index of a Class of Hermite Iterative Methods with Two Steps
Abstract.
The inverse iterpolatory polynomials of Hermite type with two nodes, all having the same order of multiplicity , provide a class of iterative methods for solving scalar equations. In this note we determine the iterative method with the highest efficiency index: the optimal method is obtained for .
1. Introduction
As we have shown in [8], the problem of determining the Hermite interpolatory iterative methods having the optimal efficiency index cannot be solved in the general case. We have determined however in [8] some upper and lower bounds for the efficiency indexes; these bounds depend on the coefficients of the characteristical equation whose positive root provide the convergence order of the considered equation.
In this note we shall consider a subclass of Hermite interpolatory methods, based on two interpolatory nodes which have the same multiplicity order We shall use the efficiency index defined in [5] for determining the method with the optimal efficiency index.
Let and consider the equation
(1) |
We assume that this equation has a unique solution For solving the above equation we consider a function and we also assume that is the unique fixed point of in
For approximating there is usually taken an element from the sequence generated by the iterative method:
(2) |
More generally, if is a function of variables whose restriction to the diagonal of the set coincides with then the following sequence may be considered for approximating
(3) |
The convergence of the sequence generated by (2) or (3) depends on certain properties of the functions and resp. . The time needed by a computer to obtain a convenient approximation of depends on the convergence order of the sequence and also on the number of elementary operations performed at each iteration step.
While the convergence order may be determined exactly in most of the situations, the number of elementary operations may be hard to evaluate.
For this reason Ostrowski has proposed in [5] a simplification of this problem, by considering the number of function evaluations needed at each iteration step. This leads to the definition of the efficiency index, which may be naturally applied to the comparison of different methods.
Consider a sequence which together with and satisfies:
-
a)
for all
-
b)
converges to
-
c)
the sequence converges also to
-
d)
-
e)
is derivable at
-
f)
for all there exists such that where denotes the divided differences of at the nodes and
Concerning the convergence order of we shall consider the following definition:
Definition 1.
[5] The sequence has the convergence order with respect to the function if there exists the limit
and
Lemma 2.
[8] If the sequence and the functions and satisfy conditions a)–f), then the necessary and sufficient condition for the sequence to have the convergence order with respect to is that there exists the limit
and
Lemma 3.
[8] If is a sequence of real positive numbers satisfying
-
i)
the sequence converges to ;
-
ii)
There exist the nonnegative real numbers and a bounded sequence of real positive numbers and the following equalities hold:
-
iii)
The sequence is convergent and
then is the positive root of the equation
We shall denote in the following by the number of function evaluations that must be performed at the step for the iteration (2) or (3).
Definition 4.
Remark.
If there exists such that for the values are constant, then the efficiency index is given by relation
(4) |
2. Two step Hermite interpolatory iterative methods
Let be a natural number and consider the Hermite inverse interpolatory polynomial on two nodes with the same multiplicity order
We shall make the following assumptions concerning the function
-
)
is derivable on up to and including the -th order;
-
)
for all ;
-
)
equation (1) has a solution
Under these assumptions, it is clear that admits an inverse where and also that is given by relation
Moreover, is derivable up to the order at all points from and the -th derivative, for is given by [10]
(5) |
where we have denoted and the above sum extends on the nonnegative whole solutions of the system
Denote by the Hermite inverse interpolatory polynomial satisfying
(6) |
where and
Consider also the polynomial
The residual in the interpolation formula becomes then
where belongs to the smallest open interval determined by the points and
Let be two approximations of the solution Then the next approximation may be determined by
(7) |
We shall assume that all the elements of the sequence generated by (7) belong to the interval
Taking into account the above assumptions we easily get for that
where belongs to the open interval determined by the points and and is contained in the open interval determined by
Assuming that for all denoting
and applying Lemma 3, we obtain the following equation for determining the convergence order of method (7):
It follows that the convergence order is
3. The Optimal efficiency index
We remark that in order to generate the elements of the sequence given by (7), at each iteration step the following function evaluations are needed:
all at since their values at are known from the previous step. Hence there are needed function evaluations.
Remark.
Taking into account that the Hermite inverse interpolatory polynomial is computed with the aid of the succession derivatives of which, by (5) have a rather complicated form, then it becomes necessary to take into account more function evaluations. On the other hand, the evaluation of the Hermite polynomial determined by (6) may lead us to the consideration of a one more function evaluation. We can therefore conclude that at each iteration step there is necessary an amount of function evaluations. These considerations may affect the value of the efficiency index, but we shall see in the following that the optimal efficiency index is not affected by considering a number of function evaluations proportional with
Indeed, considering the number of function evaluations as being equal to being a positive constant, then by (4), the efficiency index of method (7) is
(8) |
The value of for which attains the upper bound is given by the solution of and we see bellow that this solution does not depend on
By (8) we get
Since it follows that equation is equivalent with the following one
whence we get
(9) |
For solving this equation denote and we notice that for By this substitution, equation (9) becomes
and since for it follows that equation has a unique positive solution We also notice that and i.e. which lead us to the conclusion that the positive root of equation satisfies
and whence
(10) |
We also remark that for and for so it follows that for and for The function has at a maximum value. It remains to compute the maximum value of in the set of natural numbers from the neighborhood of the real number By (10), the value of for which attains the maximum belongs to the set One can easily check that and which imply that attains the maximum value for ∎
We have proved the following theorem:
Theorem 5.
Among all the iterative methods (7), the method with the highest efficiency index is the one corresponding to being given by
(11) |
Finally we give for an expression based on the divided differences on double nodes (see [7])
(12) | ||||
where
For computing the divided differences from (12) one can use the recurrence formula for divided differences with the aid of the following table:
where
and
References
- [1]
- [2] R. Brent, S. Winograd, F. Wolfe, Optimal iterative processes for root-finding, Numer.Math. 20 (1973), pp. 327–341.
-
[3]
Gh. Coman,
††margin:
available soon,
refresh and click here Some practical approximation methods for nonlinear equations, Anal. Numér. Théor. Approx., vol. 11, nos.1–2, (1982), pp. 41–48. - [4] H.T. Kung, J.F. Traub, Optimal order and efficiency for iterations with two evaluations, SIAM J. Numer. Anal., 13, no. 1, (1976), pp.84–99.
- [5] A.M. Ostrowski, Solution of Equation and Systems of Equations, Academic Press, New York and London, (1966).
- [6] ††margin: clickable I. Păvăloiu, Bilateral approximations for the solutions of scalar equations, Rev. Anal. Numér. Théor. Approx., 23, 1, (1994), pp. 95–100.
- [7] ††margin: clickable I. Păvăloiu, Optimal problems concerning interpolation methods of solutions of equations, Publ. Inst. Math., 52(66) (1992), pp. 113–126.
- [8] ††margin: clickable I. Păvăloiu, Optimal efficiency index for iterative methods of interpolatory type, Computer Science J. Moldova, 5, no.1 (13), (1997), pp. 20–43.
- [9] Traub J.F., Iterative Methods for Solution of Equations, Prentice-Hall Inc., Englewood Cliffs, New Jersey, 1964.
- [10] Turowicz B.A., Sur les derivées d’ordre superieur d’une fonction inverse, Ann. Polon. Math. 8 (1960), pp. 265–269.
Received September 10, 1999.
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