Abstract
In this paper we study a third order Steffensen type method obtained by controlling the interpolation nodes in the Hermite inverse interpolation polynomial of degree 2. We study the convergence of the iterative method and we provide new convergence conditions which lead to bilateral approximations for the solution; it is known that the bilateral approximations have the advantage of offering a posteriori bounds of the errors. The numerical examples confirm the advantage of considering these error bounds.
Authors
Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy)
Emil Cătinaş
(Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy)
Keywords
Cite this paper as:
I. Păvăloiu, E. Cătinaş, On a Steffensen-Hermite method of order three, Appl. Math. Comput., 215 (2009) 7, pp. 2663-2672.
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About this paper
Publisher Name
Elsevier
Print ISSN
0096-3003
Online ISSN
MR
0096-3003
Online ISSN
Google Scholar citations
[1] S. Amat, J. Blenda, S. Busquier, A Steffensen’s type method with modified functions, Rev. Math. Univ. Parma 7 (2007) 125–133.
[2] S. Amat, S. Busquier, A two step Steffensen’s method under modified convergence conditions, J. Math. Anal. Appl. 324 (2006) 1084–1092.
[3] D.K.R. Babajee, M.Z. Dauhoo, An analysis of the properties of the variant of Newton’s method with third order convergence, Appl. Math. Comput. 183 (2006) 659–684.
[4] E. Catinas, The inexact, inexact perturbed and quasi Newton methods are equivalent models, Math. Comput. 74 (2005) 291–301.
[5] E. Catinas, Methods of Newton and Newton–Krylov type, Ed. Risoprint Cluj-Napoca, Romania, 2007.
[6] M. Grau, An improvement to the computing of nonlinear equation solution, Numer. Algor. 34 (2003) 1–12.
[7] Jisheng Kou, Yitian Li, Some variants of Chebyshev–Halley method with fifth-order convergence, Appl. Math. Comput. 189 (2007) 49–54.
[8] Jisheng Kou, Yitian Li, Modified Chebyshev–Halley methods with sixth-order convergence, Appl. Math. Comput. 188 (2007) 681–685.
[9] Jisheng Kou, Yitian Li, Xiuhua Wang, Some modifications of Newton’s method with fifth-order convergence, J. Comput. Appl. Math. 209 (2007) 146– 152.
[10] Nour Mahammand Aslom, Khalida Inayat, Fifth-order iterative method for solving nonlinear equations, Appl. Math. Comput. 188 (2007) 406–410.
[11] R.J. Sharma, A composite third order Newton–Steffensen method for solving nonlinear equations, Appl. Math. Comput. 169 (2005) 242–246.
[12] M. Frontini, Hermite interpolation and new iterative method for the computation of the roots of nonlinear equations, Calcolo. 40 (2003) 100–119.
[13] I. Pavaloiu, On a Steffensen–Hermite type method for approximating the solutions of nonlinear equations, Rev. Anal. Numér. Théor. Approx. 35 (2006) 87–94.
[14] I. Pavaloiu, Approximation of the root of equations by Aitken–Steffensen-type monotonic sequences, Calcolo. 32 (1995) 69–82.
[15] I. Pavaloiu, in: Dacia (Ed.), Solution of Equations by Interpolation, Cluj-Napoca, 1981 (in Romanian).
[16] I. Pavaloiu, E. Catinas, On a Steffensen type method, IEEE Computer Society, Proceedings of SYNASC 2007, 9th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing, Timisoara, Romania, September 26–29, 2007, pp. 369–375.
[17] I. Pavaloiu, N. Pop, Interpolation and Applications, Ed. Risoprint Cluj-Napoca, 2005 (in Romanian).
[18] A. Ostrowski, Solution of Equations in Euclidian and Banach spaces, Academic Press, New York and London, 1973.
[19] A.B. Turowicz, Sur la dérivée d’ordre superieur d’une fonction inverse, Ann. Polon. Math. 8 (1960) 265–269.
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On a Steffensen-Hermite method of order three
Abstract
In this paper we study a third order Steffensen type method obtained by controlling the interpolation nodes in the Hermite inverse interpolation polynomial of degree 2. We study the convergence of the iterative method and we provide new convergence conditions which lead to bilateral approximations for the solution; it is known that the bilateral approximations have the advantage of offering a posteriori bounds of the errors. The numerical examples confirm the advantage of considering these error bounds.
MSC 2000: 65H05.
Keywords: nonlinear equations, Steffensen type methods, inverse interpolatory polynomials, divided differences.
1 Introduction
The iterative methods play a crucial role in approximating the solutions of nonlinear equations. The methods with superlinear convergence offer good approximations with a reduced number of steps. In a series of papers ([1]–[11]) the authors obtain different methods or modifications of some known methods, in order to achieve iterative methods with higher convergence orders.
The Steffensen, Aitken or Aitken-Steffensen methods lead to sequences having at least order 2 of convergence. A natural approach to generalize such methods can be obtained with the aid of inverse polynomial interpolation (Lagrange, Hermite, Taylor, etc), with controlled interpolation nodes [12]–[17]. One of the advantages of such methods is the fact that the interpolation nodes may be controlled such that the methods offer sequences with bilateral approximations (both from above and from below) of the solutions. This aspect offers the control of the error at each step [14], [16].
In this paper we shall extend a Steffensen type method using the Hermite inverse interpolatory polynomial of degree 2 with 2 nodes. In [13] we have shown that among all the Steffensen-Hermite methods with two nodes of arbitrary orders, the optimal efficiency index is attained in the case when one node is simple and the other one is double (see [18] for definitions of efficiency index); we have also shown there that the convergence order of this method is 3. Here we provide new convergence conditions, which offer bilateral approximations of the solution; these are very useful for controlling the error at each iteration step. In Section 2, we shall study the convergence of this method, and in Section 3 we shall indicate a method of constructing the auxiliary functions used for controlling the interpolations nodes. Some numerical examples will be shown in Section 4.
Let , , and consider the following equivalent equations
(1) | ||||
(2) |
As usually, the first order divided difference of at will be denoted by ; if is double, then . For the second order divided differences we have
and if is double, then
Let and assume the following conditions hold:
- A.
-
and
By A it follows that is invertible so there exists
Let and i.e. and denote Consider now the inverse interpolatory Hermite polynomial having as double node and as simple node, i.e. the second degree polynomial determined such that
(3) | ||||
Using the divided differences on multiple nodes, the resulted Hermite polynomial may be expressed in one of the following equivalent ways [17]:
(4) |
(5) |
or
(6) |
The remainder is given by
(7) |
It can be easily seen that the representations given by (4), (5) and (6) verify condition (3).
- B.
-
Assume that equation (1) has a solution
By A it follows that the solution is unique in
One has whence, by (4)–(7), one obtains the following representations for :
(8) |
(9) |
or
(10) |
where
(11) |
If in (8), (9) or (10) we neglect the remainder , one may obtain an approximation for denoted by :
(12) |
or
(13) |
or
(14) |
It can be easily seen that
(15) |
(16) |
(17) |
For the divided difference we take into account hypothesis A, i.e. and apply the mean value formula. There exists such that
(18) |
where is the smallest interval containing and
Since is invertible it follows that there exists such that where is the smallest interval containing and
Relations (15) and (16) lead to the following representation for the third order divided difference
(20) |
Let be an approximation of the solution If we set in (12)–(14) and we take into account relations (15)–(17) then we obtain a new approximation for [16], [13]:
(21) |
(22) |
(23) |
It can be easily seen that (21)–(23) yield in fact a same approximation
Analogously, if in (12)–(14) we set we obtain the approximation in one of the following (equivalent) forms
(24) |
(25) |
(26) |
The approximation given by (21)–(23) obeys
(27) |
Analogously, for given by (24)–(26) one obtains:
(28) |
In this paper we shall study both the convergence of the sequence given by any of relations (21)–(23) and of the sequence given by any of relations (24)–(26).
Under some reasonable conditions on regarding monotonicity and convexity on we shall show that de above methods yield monotone sequences. Moreover, these iterations provide bilateral sequences, approximating the solution both from above and from below, which lead so a more precise control of the error [13]–[15].
2 Study of convergence
In the following we shall study the 4 situations when does not change the monotony and convexity on
Theorem 1
If functions and obey A, B, 1)–3) and, moreover,
Proof. Let be an approximation for such that and By it follows that while by 2) i.e., From and (21) it can be easily seen that and By (18)–(20), (27) it follows that exists such that
(29) |
The above equality, together with 3) and imply which in turn attracts The property is proved.
For proving let Passing to limit in (21) and taking into account the continuity of and leads to Since the solution is unique on it follows Relation is obvious, as well as property
Theorem 2
If and functions verify A, B, 1)–3) and, moreover,
- i
-
- ii
-
- iii
-
-
then
- j
- jj
- jjj
-
properties and of Theorem 1 hold true.
Proof. Let such that and By it follows i.e. and If we take into account and (22), we get Hypotheses 3) and together with (29) ensure relation i.e. Since it follows Property is proved.
Let such that and Obviously, from it follows and from 2) it follows i.e. By and (21) we get By (29), taking into account 3) and it follows i.e. Property is proved.
Property is obvious.
We notice that if function verifies 3), then function verifies hypothesis 3).
Taking into account the above relations, the following assertions are consequences of Theorems 1 respectively 2:
Corollary 3
If and functions verify hypotheses A, B, 1)–3) and, moreover,
- c
-
- cc
-
- ccc
-
then the following properties hold:
- k1.
- kk
- kkk
-
The properties and of Theorem 1 hold true.
Proof. For the proof of this theorem we notice that if verifies hypotheses of this Corollary, then function verifies the assumptions of Theorem 1, so properties – are obvious.
Corollary 4
If and functions satisfy assumptions A, B, 1)–3) and, moreover,
- c
-
- cc
-
- ccc
-
-
then the following we true:
- k
- kk
- kkk
-
The properties and of Theorem 1 hold true.
Proof. The proof is analogous to the proof of Corollary 3.
In the following we shall study the convergence of the sequence generated by (24)–(26). Instead of hypothesis 3) we shall assume further hypothesis
- 3′)
-
Theorem 5
If and functions verify assumptions A, B, 1), 2), 3′) and moreover
Proof. Let such that and Obviously, by it follows and by 2) we get i.e. Properties and (26) imply Properties (18)–(20), (28) attract the existence of such that
(31) |
This equality, together with 3′), and inequality lead to and From and 2) we get Property is proved. Property is obvious if we take into account the proof of Theorem 1.
Theorem 6
If and function obey A, B, 1), 2), 3′) and, moreover,
Proof. The proof is analogous to the proof of Theorem 5.
If instead of equation (1) we consider equation (30) then the following consequences of Theorem 5 and respectively 6 are true:
Corollary 7
If and functions verify A, B, 1), 2), 3′) and
Corollary 8
If and functions verify A, B, 1), 2), 3′) and
The convergence order of the sequences studied above is given in the following results.
Theorem 9
Under the hypotheses of Theorem 1 if, moreover,
Proof. Taking into account equalities relation (29) may be written in the form
Now, by hypotheses of Theorem 1 there exist such that
By , and it follows the existence of a constant such that
which shows the -convergence order 3 of the sequence.
Theorem 10
Proof. The proof is obtained in a similar manner as in Theorem 9.
3 Choosing the auxiliary function
We notice that in all the results of the previous section, the continuity and monotony of are essential (hypothesis 2) requires that is continuous and decreasing).
In the following we shall point out a simple modality of obtaining such a function in accordance with the monotony and convexity of
- 1.
-
If function verifies: and then it can be easily seen that can be chosen in the following way:
More generally, if then we may take
It can be easily seen that i.e., is decreasing.
- 2.
-
When we may take
more generally, if then we may take
and hypothesis 2) is fulfilled.
- 3.
-
If one may take
or, more generally, for one may take
- 4.
-
Finally, if then one may take
or, more generally, if one may take
4 Numerical examples
- a)
-
Let . We notice that equation has a solution This solution is unique since The second and third derivatives of are while is given by such that for we have Hypotheses of Theorem 1 are considered. Let be given by
i.e.,
We take and we have
If we consider then .
- b)
-
Consider the equation
for Since it follows that the above equation has a solution The derivatives of are
It can be easily seen that if then and
Function has the form
Elementary considerations on the function
lead to inequality , i.e. for
- c.
-
We consider equation
Since it follows that the above equation has a solution in
The derivatives of are given by
Function is given by
We consider
with
For we have
Hypotheses of Theorem 5 are satisfied.
The numerical examples show here that the use of offer better error bounds than .
Acknowledgments. We are grateful to an anonymous referee for careful reading of the manuscript and for valuable suggestions.
References
- [1] S. Amat, J. Blenda and S. Busquier, A Steffensen’s type method with modified functions. Rev. Math. Univ. Parma. 7:125-133 (2007).
- [2] S. Amat and S. Busquier, A two step Steffensen’s method under modified convergence conditions. J. Math. Anal. Appl. 324:1084-1092 (2006).
- [3] D.K.R. Babajee and M.Z. Dauhoo, An analysis of the properties of the variant of Newton’s method with third order convergence. Appl. Math. Comput. 183:659-684 (2006).
- [4] E. Cătinaş, The inexact, inexact perturbed and quasi Newton methods are equivalent models. Math. Comp., 74:291-301 (2005).
- [5] E. Cătinaş, Methods of Newton and Newton-Krylov type. Ed. Risoprint, Cluj-Napoca, Romania, 2007.
- [6] M. Grau, An improvement to the computing of nonlinear equation solution. Numer. Algorithms. 34:1-12 (2003).
- [7] Jisheng Kou and Yitian, Li, Some variants of Chebyshev-Halley method with fifth-order convergence. Appl. Math. Comput. 189:49-54 (2007).
- [8] Jisheng Kou and Yitian Li, Modified Chebyshev-Halley methods with sixth-order convergence. Appl. Math. Comput. 188:681-685 (2007).
- [9] Jisheng Kou, Yitian Li and Xiuhua Wang, Some modifications of Newton’s method with fifth-order convergence. J. Comp. Appl. Math. 209:146-152 (2007).
- [10] Nour Mahammand Aslom and Khalida Inayat, Fifth-order iterative method for solving nonlinear equations. Appl. Math. Comput. 188:406-410 (2007).
- [11] R.J. Sharma, A composite third order Newton-Steffensen method for solving nonlinear equations. Appl. Math. Comput. 169:242-246 (2005).
- [12] M. Frontini, Hermite interpolation and new iterative method for the computation of the roots of nonlinear equations. Calcolo. 40:100-119 (2003).
- [13] I. Păvaloiu, On a Steffensen-Hermite type method for approximating the solutions of nonlinear equations, Rev. Anal. Numér. Théor. Approx. 35:87-94 (2006).
- [14] I. Păvăloiu, Approximation of the root of equations by Aitken-Steffensen-type monotonic sequences. Calcolo. 32:69-82 (1995).
- [15] I. Păvăloiu, Solution of Equations by Interpolation. Ed. Dacia, Cluj-Napoca, 1981 (in Romanian).
- [16] I. Păvăloiu and E. Cătinas, On a Steffensen type method, IEEE Computer Society, Proceedings of SYNASC 2007, 9th International Symposium on Symbolic and Numeric Algoritms for Scientific Computing, Timişoara, Romania, September 26–29, 2007, pp. 369–375.
- [17] I. Păvăloiu and N. Pop, Interpolation and Applications. Ed. Risoprint, Cluj-Napoca, 2005 (in Romanian).
- [18] A. Ostrowski, Solution of Equations in Euclidian and Banach spaces. Academic Press, New York and London, 1973.
- [19] A.B. Turowicz, Sur la dérivée d’ordre superieur d’une fonction inverse. Ann. Polon. Math. 8:265-269 (1960).
0 | 0 | -5 | 2.7e-5 | 4.5e-01 |
---|---|---|---|---|
1 | 4.440664289515356e-1 | -3.0e-04 | 4.4e-1 | 2.7e-05 |
2 | 4.440925265279589e-1 | -8.8e-16 | 4.4e-1 | 1.1e-16 |
0 | 1 | 6.7e+00 | 3.8e-1 | 6.1e-1 |
---|---|---|---|---|
1 | 4.443161590489098e-1 | 2.5e-03 | 4.4e-1 | 2.3e-4 |
2 | 4.440925265279666e-1 | 8.7e-14 | 4.4e-1 | 8.0e-15 |
0 | -1 | -3.6e-1 | -9.3e-1 | 6.1e-2 |
---|---|---|---|---|
1 | -9.388063596878438e-1 | -5.2e-8 | -9.3e-1 | 8.6e-9 |
2 | -9.388063510535405e-1 | 0 | -9.3e-1 | 0 |
0 | 0 | 6 | -1 | -1 |
1 | -9.373133790648003e-1 | 8.9e-03 | -9.3e-1 | 1.4e-03 |
2 | -9.388063510532724e-1 | 1.6e-12 | -9.3e-1 | 2.6e-13 |
3 | -9.388063510535405e-1 | 0 | -9.3e-1 | 0 |
0 | 0 | -1 | 5.0e-1 | 5.0e-01 |
1 | 3.812436839992096e-1 | -9.3e-3 | 3.8e-1 | 4.6e-03 |
2 | 3.841231457070055e-1 | -1.4e-8 | 3.8e-1 | 7.3e-09 |
3 | 3.841231502186257e-1 | 0 | 3.8e-1 | 5.5e-17 |
0 | 1 | 2.7e+00 | -3.5e-1 | 1.3e+00 |
---|---|---|---|---|
1 | 8.171724311528673e-1 | 1.7e+00 | -5.7e-2 | 8.7e-01 |
2 | 4.455499951929994e-1 | 2.0e-01 | 3.4e-01 | 1.0e-01 |
3 | 3.841760770231760e-1 | 1.7e-04 | 3.8e-1 | 8.5e-05 |
4 | 3.841231502186540e-1 | 9.1e-14 | 3.8e-1 | 4.5e-14 |
5 | 3.841231502186256e-1 | -4.4e-16 | 3.8e-1 | 2.2e-16 |