Solving equations by Hermite type inverse interpolation

Abstract

We study the convergence of an iterative method for solving the equation (fleft( xright) =0, f:Isubseteq mathbb{Rrightarrow R}). The iterative method is obtained by the Hermite inverse interpolation polynomial. We show that the convergence order of this method is given by the unique positive solution of a polynomial equation with coefficients given by the multiplicity orders. We consider the particular instance of two interpolation nodes and we determine the resulted methods.

Authors

Crăciun Iancu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Title

Original title (in French)

La resolution des équations par interpolation inverse de type Hermite

English translation of the title

Solving equations by Hermite inverse interpolation

Keywords

Hermite interpolation; inverse interpolation; nonlinear equations in R; iterative methods; multistep method; convergence order

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Cite this paper as:

C. Iancu, I. Păvăloiu, La resolution des équations par interpolation inverse de type Hermite, Mathematica (Cluj), 26(49) (1984) no. 2, pp. 115-123 (in French).

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References

[1] I.G. Berezin, P.N. Zidkov, Metody vycislenii, I. Moskow, 1962.

[2] Gh. Coman, Some practical approximation methods for nonlinear equations, Anal. Numer. Theor. Approx., 11, 1-2, (1982), 41–48.

[3] M.A. Ostrowski, Solution of Equations and Systems of Equations, Academic Press New York – London, 1960.

[4] I. Pavaloiu, Rezolvarea ecua¸iilor prin interpolare, Ed. Dacia, 1981.

[5] I. Pavaloiu, Introducere in aproximarea solutiilor ecuatiilor, Ed. Dacia, 1976.

[6] D.D. Stancu, Asupra formulei de interpolare a lui Hermite si a unor aplicatii ale acesteia, Studii ¸si Cercet. Mat. (Cluj), 3-4 VIII, (1957), 339-355.

[7] J.F. Traub, Iterative Methods for the Solution of Equations, Prentice Hall Series in Automatic Computation 1964.

[8] B.A. Turowicz, Sur les derivees d’ordre superiour d’une fonction inverse, Colloq. Math., (1959), 83–87.

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Solving equations by Hermite type inverse interpolation

by
C. Iancu and I. Păvăloiu

1.  

In this work we study some numerical methods for solving equations of the form:

(1) f⁢(x)=0,

Orf:I→ℝis a real function of a real variable, andIis an interval of the real axis.

We designate byANDa set ofn+1distinct real numbers of the setI,that's to say,AND={x1,x2,…,xn+1}Or xi≠xjFori≠j,i,j=1,2,…,n+1.

Let us designate by

(2) a1,a2,…,an+1

n+1natural numbers that satisfy the condition:

(3) a1+a2+,…+an+1=m+1

Orm∈ℕ, and by

(4) andij;j=0,1,…,ai−1;i=1,2,…,n+1,

m+1given real numbers.

The following theorem is well known.

Theorem 1 .

Theandhas a single polynomialPof at least degreem,which verifies the following conditions:

(5) P(j)⁢(xi)=andij,j=0,1,…,ai−1;i=1,2,…,n+1;

The polynomialPhas the following form:

(6) P⁢(x)=∑i=1n+1∑j=0ai−1∑k=0ai−j−1andij⁢1k!⁢j!⁢[(x−xi)aioh⁢(x)]x=xi(k)⋅oh⁢(x)(x−xi)ai−j−k,

Or

(7) oh⁢(x)=∏i=1n+1(x−xi)ai

If we assume that the functionfadmits derivatives up to orderm+1inclusive in the intervalIand ifandij=f(j)⁢(xi),j=0,1,…,ai−1,i=1,2,…,n+1,then the remainder of the Hermite interpolation formula satisfies the following equality:

(8) f⁢(x)−P⁢(x)=f(m+1)⁢(x)(m+1)!⋅oh⁢(x),

Orx∈I.

Let's suppose thatf′⁢(x)≠0,for eachx∈Iand designate byF=f⁢(I),the image of the intervalIby functionf.From the above hypothesis it follows that the function f:I→Fis bijective, that the functionf−1:F→I admits derivatives up to orderm+1inclusive in the intervalF.The order derivativek (k∈ℕ,k≤m+1)at one pointand0=f⁢(x0),and0∈Fhas the following form [ 4 ] , [ 8 ] :

(9) [f−1⁢(and0)](k) =∑(2⁢k−2−i1)!⁢(−1)k−1+i1i2!⁢…⁢ik!⁢(f′⁢(x0))2⁢k−1⁢(f′⁢(x0)1!)i1⁢(f′′⁢(x0)2!)i⁢…⁢(f(k)⁢(x0)k!)ik

where the above sum extends to all integer, non-negative solutions of the system of equations:

(10) {i2+2⁢i3+…+(k−1)⁢ik=k−1i1+i2+…+ik=k−1

If we assume that equation ( 1 ) has a root x¯∈I,then off⁢(x¯)=0it follows thatf−1⁢(0)=x¯,and off′⁢(x)≠0for eachx∈Iit follows that x¯is unique.

If in the expression of the Hermite interpolation polynomial ( 6 ) we choose for the interpolation nodes the valuesandi=f⁢(xi),i=1,2,…,n+1and for the values ​​of the function and its derivatives the numbersf−1⁢(andi)=xi,i=1,2,…,n+1,respectively[f−1⁢(andi)](j),j=1,2,…,ai−1;i=1,2,…,n+1,then we obtain the Hermite interpolation polynomial of the functionf−1.This polynomial will have the following form:

(11) P⁢(and)=∑i=1n+1∑j=0ai−1∑k=0ai−j−1[(f−1⁢(andi))](j)⁢1k!⁢j!⋅[(and−andi)aioh⁢(and)]and=andi(k)⋅oh⁢(and)(and−andi)ai−1−k

Or

(12) oh⁢(and)=∏i=1n+1(and−andi)ai.

The polynomial defined by the relation ( 11 ) is called the inverse Hermite interpolation polynomial.

From equality ( 8 ) it follows:

(13) f−1⁢(and)−P⁢(and)=[f−1⁢(or)](m+1)(m+1)!⋅oh⁢(and),or∈F.

Taking into account thatf−1⁢(0)=x¯,( 13 ) gives us

(14) x¯−P⁢(0)=[f−1⁢(or1)](m+1)(m+1)!⋅oh⁢(0)

Oror1is contained in the smallest interval that contains the points:0,f⁢(x1),…,f⁢(xn+1).If we designate byF1the interval above and byMm+1the number Mm+1=supand∈F1|[f−1⁢(and)](m+1)|then we deduce from ( 14 )

(15) |x¯−P⁢(0)|≤Mm+1(m+1)!⁢|f⁢(x1)|a1⋅|f⁢(x2)|⁢…⁢|f⁢(xn+1)|an+1.

If the points of the setANDare close enough tox¯, then the numbersf⁢(x1),f⁢(x2),…,f⁢(xn+1)are close to zero. Even more so the number∏i=1n+1|f⁢(xi)|aiis close to zero and the choice ofP⁢(0)as an approximation for the rootx¯of equation ( 1 ) is justified. Therefore

(16) x¯≃P⁢(0).

2. Iterative methods obtained using the inverse Hermite interpolation polynomial

Si l’approximation P⁢(0)ofx¯given by ( 16 ) is not suitable, then by successive iterations we can obtain in certain cases approximations closer and closer to the root.

Let us designate by

(17) x1,x2,…,xn+1

n+1initial approximations of the rootx¯of equation ( 1 ). Using these approximations we construct the sequence (xp)p=1∞given by the following iterative process:

(18) xn+s+1=Pn+s⁢(0),

OrPn+1⁢(0)=P⁢(0),Phas the expression given by ( 11 ) andPn+shas the following expression:

(19) Pn+s⁢(and)=
=∑i=1n+1∑j=0ai−1∑k=0ai−j−1(f−1⁢(ands+i−1))(j)⁢1k!⁢j!⁢[(and−ands+i−1)ohs⁢(and)]and=ands+i+1(k)⁢ohs⁢(and)(and−ands+i−1)ai−j−k

or

(20) ohs⁢(and)=∏i=0n(and−ands+i)ai+1.

In the following we study the convergence of the sequence(xp)p=1∞generated by the iterative process ( 18 ). We denote by

M=supand∈F|[(f−1⁢(and))](m+1)|And ⁢b=supx∈I|f′⁢(x)|,

then from ( 14 ) and ( 18 ) it results:

(21) |x¯−xn+2|≤M⁢bm+1(m+1)!⋅|x¯−x1|a1⁢…⁢|x¯−xn+1|an+1.

More generally if the elements of the sequence(xp)p=1∞are contained in the intervalI,we have the following inequalities:

(22) |x¯−xn+s+1| ≤M⁢bm+1(m+1)!⁢|x¯−xs|a1⋅|x¯−xs+1|a2⁢…⁢|x−xs+n|an+1
s =1,2,3,….

By multiplying the terms of ( 22 ) byb⁢b⁢M(m+1)!mand we designate byrithe number

ri=b⁢b⁢M(m+1)!m⋅|x¯−xi|,i=1,2,…,

the inequalities ( 22 ) become:

(23) rn+s+1≤rn+san+1⁢rn+s−1an⁢⋯⁢rs+1a2⁢rsa1,s=1,2,….

We assume in the following:

(24) ri≤dohi,i=1,2,…,n+1

Orohis the positive root of the equation

(25) tn+1=an+1⁢tn+an⁢tn−1+⋯+a2⁢t+a1,

And0<d<1.

If we assume

(26) rn+s+1≤dinn+s+1,s=1,2,…,

then taking into account ( 23 ) and ( 25 ) we have

(27) inn+s+1=an+1⁢inn+s+an⁢inn+s−1+⋯+a2⁢ins+1+a1⁢ins

It follows from ( 24 ) that

(28) ini=ohi,i=1,2,…,n+1.

It is easy to show that equation ( 25 ) has a single real and positive rootoh>1.Then from ( 27 ), ( 26 ), ( 28 ) and taking into account thatohis the root of the equation ( 25 ) we deduce the following equalities:

(29) inn+s+1=ohn+s+1,s=1,2,3,…,

that's to say

(30) rn+s+1≤dohn+s+1,s=1,2,3,…

From equality ( 3 ) it follows thatoh>1And lims→∞rn+s+1=0.Therefore

lims→∞|x¯−xn+s+1|=0,

what needed to be demonstrated.

The expression ofrn+s+1provides the following assessment:

(31) |x¯−xn+s+1|≤1b⁢b⁢M(m+1)!m⋅dohn+s+1

3. The special casen=1.

Let us designate bya1,a2two numbers ofNsuch asa1+a2=m+1 , and byx1,x2two points of the intervalI.Suppose that in each pointxi,i=1,2we know the values ​​of the functionf and its successive derivatives up to the ordera1−1,a2−1respectively.

Using formula ( 9 ) we can calculate the values ​​of the functionf−1in the pointsand1=f⁢(x1),and2=f⁢(x2)and the values ​​of these successive derivatives up to the ordera1−1,a2−1respectively.

The inverse Hermite interpolation polynomial over knots and1,and2will have the following form:

(32) P⁢(and) =∑i=12∑j=0ai−1∑k=0ai−j−1(f−1⁢(andi))(j)⋅1k!⁢j!⋅[(and−andi)aioh⁢(and)]and=andi(k)⋅oh⁢(and)(and−andi)ai−j−k,

Or

(33) oh⁢(and)=(and−and1)a1⋅(and−and2)a2.

Taking in ( 32 )and=0we obtain a first approximation of the rootx¯of equation ( 1 ). If we denote byx3this approximation then we have:

(34) x¯ ≈x3=∑i=12∑j=0ai−1∑k=0ai−j−1(f−1⁢(andi))(j)⋅1k!⁢j!⋅[(and−andi)aioh⁢(and)]and−andi(k)⋅(−1)ai−j−k⋅oh⁢(0)andiai−j−k
⋅

From ( 34 ) and ( 14 ) we deduce

(35) |x¯−x3|≤M⁢|f⁢(x1)|a1⋅|f⁢(x2)|a2,M=supor∈f⁢(I)|(f−1⁢(or))(m+1)|(m+1)!

Using equality

(36) |x¯−x3|=|f⁢(x3)||[x¯,x3;f]|,

where by[x¯,x3;f]we denote the divided difference of the functionfon the knotsx¯,x3;we deduce from ( 35 ) the following inequality:

(37) |f⁢(x3)|≤K⁢|f⁢(x1)|a1⋅|f⁢(x2)|a2

OrK≥|M⋅[x,and;f]|,x,and∈I.

If we consider the numbersx1Andx2as initial approximations for the rootx¯from equation ( 1 ), we obtain from ( 19 ) forand=0a sequel(xn)n=1∞, with

(38) xs+1=
=∑i=12∑j=0ai−1∑k=0ai−j−1(f−1⁢(ands+i−1))(j)⁢1k!⁢j!⁢[(and−ands+i−1)aiohs⁢(and)]and=ands+i−1(k)⁢(−1)ai−j−k⁢ohs⁢(0)ands+i−1ai−j−k
(39) ohs⁢(and)=(and−ands−1)a1⋅(and−ands)a2,s=2,3,…

Assuming that all elements of the sequence (xn)n=1∞are contained in the intervalI, we have the following inequalities:

(40) |f⁢(xn+2)|≤K⁢|f⁢(xn)|a1⋅|f⁢(xn+1)|a2,n=1,2,…

If we multiply the inequalities ( 40 ) byK1mand if we take into account thata1+a2=m+1we get:

(41) K1m⁢|f⁢(xn+2)| ≤[K1m⁢|f⁢(xn)|]a1⋅[K1m⁢|f⁢(xn+1)|]a2,n=1,2,…

In the following we designate byrithe names

(42) ri=K1m⁢|f⁢(xi)|,i=1,2,…

Then the inequalities ( 41 ) become:

(43) rn+2≤rna1⋅rn+1a2,n=1,2,…

We will assume that

(44) {r1≤doh1r2≤doh2

Or0<d<1Andoh1is the positive root of the equation

(45) t2−a2⁢t−a1=0.

From ( 43 ) we deduce:

(46) rn≤dinn

where the sequel(inn)n=1∞checks for equalities

(47) inn+2 =a2⁢inn+1+a1⁢inn,n=1,2,…
in1 =oh1,in2=oh12.

From ( 45 ) we deduce:

(48) oh1=a2+a22+4⁢a12

in which case ( 47 ) gives

(49) inn=oh1n,n=1,2,….

Deduced forrnthe following assessments:

(50) rn≤doh1n,n=1,2,…

The previous inequality and ( 42 ) imply:

(51) |f⁢(xn)|≤K−1m⋅doh1n.

By designating byathe number

(52) a=infx,and∈[x1,x2]|[x,and;f]|

and assuminga>0,we deduce from ( 51 )

(53) |x¯−xn|≤1a⁢|f⁢(xn)|≤1a⁢K−1m⋅doh1n,n=1,2,…

which represents an evaluation of the error aftern−2no iteration.

Passing to limit whenn→∞we deduce from ( 53 )

(54) x¯=limn→∞xn

and from ( 51 ) it results, from the fact thatfis a continuous function,f⁢(x)=0.

In the following we will present an analysis of the convergence speed of the sequence(xn)n=1∞given by ( 38 ). To do this we note that if we consider in the Hermite interpolation polynomial the knotx1having the order of multiplicitya2,and the knotx2having the order of multiplicitya1,the equation which gives us the speed of convergence of the sequence(xn)n=1∞( 45 ) will take the form:

(55) t2−a1⁢t−a2=0.

It can be easily demonstrated that, ifa1≤a2⁢and⁢tandoh2 is the positive root of equation ( 55 ), then:

(56) oh2≤oh1.

From the above considerations we conclude that the maximum order of convergence is obtained when in the two-node Hermite type inverse interpolation the multiplicity order ofx1is at least equal to the order of multiplicity ofx2.It goes without saying that in the above conclusion we assumed that the elements of the sequence(xn)n=1∞are obtained using the relation ( 38 ).

In the following we present two special cases of the Hermite inverse interpolation polynomial and the related iterative methods.

1. a1=a2=1.

In this case the inverse Hermite interpolation polynomial has the following form:

(57) P1⁢(and)=1and1−and2⁢[(and−and2)⁢f−1⁢(and1)−(and−and1)⁢f−1⁢(and2)].

Taking into account thatf−1⁢(and1)=x1Andf−1⁢(and2)=x2and doing in ( 57 )and=0we obtain the first approximation ofx¯given by the relation:

(58) x3=x1−x2−x1f⁢(x2)−f⁢(x1)⋅f⁢(x1).

Proceeding step by step we obtain the following:(xn)n=1∞given by the relation:

(59) xn+2=xn−xn+1−xnf⁢(xn+1)−f⁢(xn)⋅f⁢(xn),n=1,2,…,

which represents the rope method. In this case the following(xn)n=1∞has the order of convergenceoh1=(1+5)/2.

2. a1=1,a2=2.[2].

The inverse Hermite interpolation polynomial in this case takes the following form:

(60) P2⁢(and)= (f−1⁢(and2))′⋅(and−and1)⁢(and−and2)and2−and1+
+f−1⁢(and2)⁢and−and1and2−and1⁢(1+and−and2and1−and2)+f−1⁢(and1)⋅(and−and2)2(and1−and2)2.

Taking into account equalitiesf−1⁢(and1)=x1,f−1⁢(and2)=x2And(f−1⁢(and2))′ =1/f′⁢(x2),and by doing in ( 60 )and=0,we deduce:

(61) x3=x1−x2−x1f⁢(x2)−f⁢(x1)⁢f⁢(x1)+f⁢(x2)−f⁢(x1)−(x2−x1)⁢f′⁢(x2)(f⁢(x2)−f⁢(x1))2⁢f′⁢(x2)⁢f⁢(x1)⁢f⁢(x2).

Proceeding step by step we obtain the following:(xn)n=1∞

(62) xn+2= xn−xn+1−xnf⁢(xn+1)−f⁢(xn)⁢f⁢(xn)
+f⁢(xn+1)−f⁢(xn)−(xn+1−xn)⁢f′⁢(xn+1)(f⁢(xn+1)−f⁢(xn))2⋅f′⁢(xn+1)⁢f⁢(xn)⁢f′⁢(xn+1),

Orn=1,2,…

The order of convergence of this method isoh1=1+2.


Bibliography


Received on 06.06.1982


Institute of Computing

3400 Cluj-Napoca, Romania

1984

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