ictp.acad.ro/jnaat
A CONVERGENCE ANALYSIS OF AN ITERATIVE ALGORITHM OF ORDER 1.839. . . UNDER WEAK ASSUMPTIONS
IOANNIS K. ARGYROS∗
Abstract. We provide new and weaker sufficient local and semilocal conditions for the convergence of a certain iterative method of order 1.839. . .to a solution of an equation in a Banach space. The new idea is to use center-Lipschitz/Lipschitz conditions instead of just Lipschitz conditions on the divided differences of the operator involved. This way we obtain finer error bounds and a better informa- tion on the location of the solution under weaker assumptions than before.
MSC 2000. 65B05, 65G99, 65J15, 65N30, 65N35, 47H17, 49M15.
Keywords. Banach space, majorizing sequence, Halley method, Euler–Cheby- shev method, divided differences of order one and two, Fr´echet-derivative, R- order of convergence, convergence radius.
1. INTRODUCTION
In this study we are concerned with the problem of approximating a solution x∗ of equation
(1) F(x) = 0,
whereF is a Fr´echet differentiable operator on an open convex subset Dof a Banach spaceX with values in a Banach spaceY.
The iterations
xn+1 =xn−L−1n F(xn), (2)
Ln= [xn, xn−1] + [xn−2, xn]−[xn−2, xn−1], n≥0,
have been already used to generate a sequence converging to x∗ withR-order 1.839. . . [4], [12] and [13]. Here, [x, y] ∈ L(X, Y), [x, y, z] ∈ L(X, L(X, Y)) denote divided differences of order one and two respectively of operator F satisfying
(3) [x, y](y−x) =F(y)−F(x)
and
(4) [x, y, z](y−z) = [x, y]−[x, z]
for all x, y, z∈D[4].
∗Department of Mathematics, Cameron University, Lawton, OK 73505, USA, e-mail:
Method (2) is considered to be a discretized version of the famous cubi- cally convergent methods of Euler–Chebyshev (tangent hyperbola) or Halley (parabola) [1]–[3], [6], [10] and [11]. Discretized versions of the above meth- ods using divided differences of order one and two or just one have also been considered in [5], [7] and [9].
Here we provide a new local and semilocal convergence analysis for method (2). Using Lipschitz and center Lipschitz conditions on the divided differences of operatorF instead of just Lipschitz conditions we introduce weaker sufficient convergence conditions than before. Moreover we obtain finer error bounds on the distances involved as well as a better information on the location of the solutionx∗. Furthermore in the case of local analysis a larger convergence radius is obtained.
2. SEMILOCAL ANALYSIS
Let di, i = 0,1, . . . ,5, η0, η1 be non-negative parameters and δ ∈ [0,1).
Define the parameters α0,α1,α2,β0,β1 by α2 = (1−δ2)d5,
(5)
α1 = δδ(d1+δd0)−(1−δ2)(d3+δd2) , (6)
α0 = −δ(1−δ)(η0+η1)d5η1, (7)
β1 = d3+δ(d0+d2), (8)
β0 = (η0+η1)η1(d5+δd4)−δ, (9)
and functionsf,g by
f(t) = α2t2+α1t+α0, (10)
g(t) = β1t+β0. (11)
We can show the following result on majorizing sequences.
Theorem 1. Let η be a non-negative parameter such that
(12) η≤
min{α3, β2}, β2=−ββ0
1, ifβ16= 0,
0, ifα0 = 0,
α3, ifβ1= 0,
provided
(13) β0 ≤0,
where α3, β2 are the non-negative zeros of functions f and g respectively.
Then
(a) Iteration{tn}, n≥ −2,given by t−2 =0,
t−1 =η0, t0 =η0+η1, t1 =η0+η1+η,
tn+2 =tn+1+1−d d3(tn+1−tn)+d5(tn−tn−2)(tn−tn−1)
4η1(η0+η1)−d0(tn+1−t0)−d1(tn−t0)−d2(tn+1−tn)(tn+1−tn), (14)
n≥0,
is non-decreasing, bounded above by
(15) t∗∗= η
1−δ +η0+η1
and converges tot∗ such that
(16) 0≤t∗ ≤t∗∗.
Moreover, the following error bounds hold for alln≥0 (17) 0≤tn+2−tn+1≤δ(tn+1−tn)≤δn+1η.
(b) Iteration{sn}, n≥ −2,given by s−2−s−1=η1,
s−1−s0=η0, s0−s1=η,
sn+1−sn+2=1−d d3(sn−sn+1)+d5(sn−2−sn)(sn−1−sn)
4η1(η0+η1)−d0(s0−sn+1)−d1(s0−sn)−d2(sn−sn+1)(sn−sn+1), (18)
n≥0,
for s−1, s0, s1≥0 is non-increasing, bounded below by
(19) s∗∗=s0− η
1−δ and converges to some s∗ such that
(20) 0≤s∗∗≤s∗.
Moreover, the following error bounds hold for alln≥0:
(21) 0≤sn+1−sn+2≤δ(sn−sn+1)≤δn+1η.
Proof. (a) We must show:
(d3+δd2)(tk+1−tk) +d5(tk−tk−2)(tk−tk−1) +δd0(tk+1−t0)+
+δd1(tk−t0) +δd4η1(η0+η1) ≤ δ (22)
1−d4η1(η0+η1)−d0tk+1−d1tk−d2(tk+1−tk) > 0 (23)
for all k≥0.
Inequalities (22) and (23) hold fork= 0 by the initial conditions. But then (14) gives
(24) 0≤t2−t1 ≤δ(t1−t0).
Let us assume (22), (23) and (17) hold for all k ≤ n+ 1. By the induction hypotheses we get
(d3+δd2)(tk+2−tk+1) +d5(tk+1−tk−1)(tk+1−tk) +δd0(tk+2−t0) +δd1(tk+1−t0) +δd4η1(η0+η1)≤ (25)
≤(d3+δd2)δk+1η+d5(δk+δk−1)η2δk+δd01−δη +δd11−δη +δd4η1(η0+η1).
It is clear that (25) will be bounded above byδ if
(d3+δd2)δk+1η+d5(δk+δk−1)η2δk+δd01−δη +δd11−δη +δd4η1(η0+η1)≤
≤(d3+δd2)η+d5(η0+η1)η1+δd0η+δd4η1(η0+η1) or
(d3+δd2)(1−δ)δk+1η+d5δk−1(1−δ2)η2δk+δd0η+δd1η ≤
≤(1−δ)(d3+δd2)η+ (1−δ)d5(η0+η1)η1+ (1−δ)δd0η or, for k≥0,
(d3+δd2)δ(1−δ)η+1−δδ2d5η2+δd1η+δd0η ≤
≤(d3+δd2)(1−δ)η+d5(1−δ)(η0+η1)η1+ (1−δ)δd0η or, for δ6= 0,
(26) α2η2+α1η+α0≤0,
which is true by the choice ofη. By the same proof as above we show (23) for k=n+ 1.
We must also show:
(27) tk ≤t∗∗, k≥1.
For k = 1,2 we have t1 ≤ t∗ and t2 ≤ t1 +δη = η0+η1+ (1 +δ)η ≤ t∗∗. Assume (27) holds for all k≤n+ 1. It follows from (17) that
tk+2 ≤ tk+1+δ(tk+1−tk)
≤ tk+δ(tk−tk−1) +δ(tk+1−tk)
· · ·
≤ t1+δ(t1−t0) +· · ·+δ(tk+1−tk)
≤ η0+η1+η+δη+· · ·+δk+1η
= η0+η1+ 1−δ1−δk+2η
< t∗∗.
That is, {tn}, n≥0,is bounded abovet∗∗. By (22) and (23) we get
(28) tk+2−tk+1 ≥0.
Hence sequence {tn}, n ≥0,is also non-decreasing and as such it converges to somet∗ satisfying (16).
(b) The proof follows along the lines of part (a).
That completes the proof of Theorem 1.
We show the following semilocal convergence theorem for method (2).
Theorem 2. Let F:D ⊆X → Y be a differentiable operator with divided differences of the first and second order denoted by [·,·], [·,·,·] respectively.
Assume:
– there exist pointsx−2, x−1, x0 ∈DsoL0 is invertible and non-negative numbers η, di, i= 0,1, . . . ,5 such that
L−10 [x0, x0]−[y, x0] ≤ d0kx0−yk, (29)
L−10 [x, x0]−[x, y] ≤ d1kx0−yk, (30)
L−10 [x, y]−[x, z] ≤ d2ky−zk, (31)
L−10 [x, y]−[x, x] ≤ d3kx−yk, (32)
L−10 [x, y, x0]−[z, y, x0] ≤ d4kx−zk, (33)
L−10 [x, x, y]−[z, x, y] ≤ d5kx−zk, for all x, y, z∈D, (34)
kx−1−x0k ≤η1, kx−1−x−2k ≤ η0, kx1−x0k ≤η;
(35)
– hypotheses of Theorem1 hold, and
(36) U(x0, t∗) =x∈X :kx−x0k ≤t∗ ⊆D.
Then method {xn}, n ≥ 0, generated by (2) is well defined, remains in U(x0, t∗) for all n≥0 and converges to a solution x∗ ∈U(x0, t∗) of equation F(x) = 0. Moreover, the following error bounds hold for all n≥0:
(37) kxn+2−xn+1k ≤tn+2−tn+1
and
(38) kxn−x∗k ≤t∗−tn. Furthermore, if there exists R≥t∗ such that
(39) U(x0, R)⊆D,
(40) L−10 [x, y]−[z, w]≤d6 kx−zk+ky−wk, for all x, y, z, w∈D, and
(41) d6(R+t∗+ 2η0+ 2η1)≤1 or [·,·] is symmetric and
(42) d6(R+t∗+η0+η1) +d1(η0+η1)≤1, the solution x∗ is unique in U(x0, R).
Proof. Let us prove
(43) kxk+1−xkk ≤tk+1−tk k≥ −2.
For k=−2,−1,0 (43) holds by the initial conditions. Assume (43) holds for all n≤k. Using (29), (30), (31), (33) and (43) we obtain
L−10 L0−Lk+1 =
= L−10 L0−[x0, x0] + [x0, x0]−[xk+1, x0] + [xk+1, x0]
−[xk+1, xk] + [xk+1, xk]−Lk+1
≤ L−10 [x0, x−1, x0]−[x−2, x−1, x0](x−1−x0)k
+L−10 [x0, x0]−[xk+1, x0]+L−10 [xk+1, x0]−[xk+1, xk] +L−10 [xk−1, xk]−[xk−1, xk+1]
≤ d4kx−1−x0k kx0−x−2k+d0kxk+1−x0k +d1kxk−x0k+d2kxk−xk+1k
≤ d4η1(η0+η1) +d0(tk+1−t0) +d(tk−t0) +d2(tk+1−tk)
≤ d4η1(η0+η1) +d0(t∗−t0) +d1(t∗−t0) +d2δkη
< 1.
(44)
by the choice ofδ and (12).
It follows by (44) and the Banach Lemma on invertible operators [8] that L−1k+1 is invertible and
kL−1k+1L0k ≤
≤1−(d4kx−1−x0k kx0−x−2k+d0kxk+1−x0k+d1kxk−x0k + d2kxk+1−xkk)−1
≤[1−d4η1(η0+η1)−d0(tk+1−t0)−d1(tk−t0)−d2(tk+1−tk)]−1. (45)
Moreover, we have
L−10 [xk, xk+1]−Lk
=L−10 [xk, xk+1]−[xk, xk] + [xk, xk]−Lk
≤L−10 [xk, xk+1]−[xk, xk]
+L−10 [xk, xk, xk−1]−[xk−2, xk, xk−1](xk−xk−1)
≤d3kxk+1−xkk+d5kxk−xk−2k kxk−xk−1k
≤d3(tk+1−tk) +d5(tk−tk−2)(tk−tk−1).
(46)
Furthermore using (2), (43), and (46) we get (47)
kxk+2−xk+1k ≤ kL−1k+1L0kL−10 [xk, xk+1]−Lkkxk+1−xkk ≤tk+2−tk+1, which shows (43).
Theorem 1 and (47) imply {xn}, n≥0,is a Cauchy sequence in a Banach space X and as such it converges to some x∗ ∈U(x0, t∗), sinceU(x0, t∗) is a closed set.
By (43) we get
(48) kxn−xmk ≤tm−tn, −2≤n≤m, while by lettingm→ ∞ in (48) we obtain (38).
Finally, by lettingk→ ∞ in (47), we get F(x∗) = 0. To show uniqueness, let y∗ ∈U(x0, R) be a solution of equationF(x) = 0. We can have in turn
L−10 [y∗, x∗]−L0≤
≤L−10 [y∗, x∗]−[x0, x−2] +L−10 [x−2, x−1]−[x−1, x0]
≤d6(ky∗−x0k+kx∗−x−2k+kx−2−x−1k+kx−1−x0k)
< d6(R+t∗+ 2η0+ 2η1)
≤1.
(49)
It follows by (49) and the Banach Lemma on invertible operators that [y∗, x∗] is invertible. Hence, from
(50) F(x∗)−F(y∗) = [y∗, x∗](x∗−y∗), we deduce thatx∗=y∗.
If [·,·] is symmetric as in (49) we get
(51) L−10 [y∗, x∗]−L0< d6(R+t∗+η0+η1) +d1(η0+η1)≤1.
We conclude again that x∗ =y∗.
That completes the proof of Theorem 2.
The proof of the following result follows exactly as in Theorem 2 but using part (b) of Theorem 1.
Theorem 3. Assume hypotheses of Theorems1 and 2 hold.
Then method {xn}, n ≥ 0, generated by (2) is well defined, remains in U(x0, s∗) for all n≥0 and converges to a solution x∗∈U(x0, s∗) of equation F(x) = 0. Moreover, the following error bounds hold for all n≥0:
(52) kxn+2−xn+1k ≤sn+1−sn+2
and
(53) kxn−x∗k ≤sn−s∗.
Furthermore if there exists R1≥s∗ such that, together with (40),
(54) U(x0, R1)⊆D holds,
and
(55) d6[R1+s∗+ 2(η0+R1)]≤1
or
[·,·] is symmetric and
(56) d6(R1+s∗+η0+η1) +d1(η0+η1)≤1, the solution x∗ is unique in U(x0, R).
Remark 1. In [12, Th. 5.1], condition (40) was used together with (57) L−10 [x, y, z]−[u, y, z]≤d7kx−uk
for all x, y, z, v∈D to show convergence of method (2).
The following error bounds were found
(58) kxn+1−xnk ≤vn−vn+1
and
(59) kxn−x∗k ≤vn−v∗, where,
(60) v∗ = lim
n→∞vn,
and {vn}is similar to{sn}but usingd6,d7,η0,η1,ηinstead of d0,d1,d2,d3, d4,d5,η0,η1,η. Note also that in general
(61) d0 ≤d1≤d3 ≤d2≤d6
and
(62) d4 ≤d5 ≤d7.
Hence we can easily obtain by induction
(63) sn−sn+1 ≤vn−vn+1
and
(64) sn−s∗≤vn−v∗.
That is, under weaker convergence conditions we obtain finer error bounds.
3. LOCAL ANALYSIS
We can show the following local results for method (2).
Theorem 4. Let F:D ⊆X → Y be a differentiable operator. Assume F has divided differences of the first and second order such that:
F0(x∗) = [x∗, x∗], (65)
F0(x∗)−1 [x∗, x∗]−[x, x∗] ≤ a0kx−x∗k, (66)
F0(x∗)−1 [x, x∗]−[x, y] ≤ b0kx−x∗k, (67)
F0(x∗)−1 [x, x∗, y]−[z, x∗, y] ≤ c0kx−zk, (68)
F0(x0)−1 [u, x, y]−[v, x, y] ≤ cku−vk, (69)
U(x∗, r∗) ⊆ D, (70)
for all x, y, z, u, v∈D, where x∗ is a simple zero ofF, and
(71) r∗ = 2
a0+ 2b0+p(a0+ 2b0)2+ 8(c+c0).
Then method (2) is well defined, remains in U(x∗, r∗) for all n ≥ 0, and converges to x∗ provided that x−1, x−2,x0∈U(x∗, r∗).
Moreover, the following error bounds hold for all n≥0:
kxn+1−x∗k ≤
≤ b0kxn−x
∗k+c kxn−x∗k+kxn−2−x∗k
kxn−1−x∗k+kxn−x∗k
1−(a0+b0)kxn−x∗k−c0 kxn−x∗k+kxn−2−x∗k
kxn−1−x∗k kxn−x∗k=αn. (72)
Proof. We first show linear operator
L≡L(x, y, z) = [x, y] + [z, x]−[z, y], x, y, z ∈U(x∗, r∗) is invertible. By (65), (67), (69), we get in turn
F0(x∗)−1 F0(x∗)−L=
=F0(x∗)−1[x∗, x∗]−[x, x∗] + [z, x∗]−[z, x]
+ [x, x∗]−[x, y]−[z, x∗] + [z, y]
≤F0(x∗)−1 [x∗, x∗]−[x, x∗]+F0(x∗)−1 [z, x∗]−[z, x]
+F0(x∗)−1 [x, x∗, y]−[z, x∗, y](x∗−y)k
≤(a0+b0)kx−x∗k+ckx−zk · kx∗−yk
≤(a0+b0)kx−x∗k+c(kx−x∗k+kz−x∗k)ky−x∗k
<(a0+b0)r∗+ 2c(r∗)2
<1, (73)
by the choice ofr∗. It follows from (73) and the Banach Lemma on invertible operators that L is invertible.
Assume xk−2, xk−1, xk ∈ U(x∗, r∗) and set xk = x, xk−1 = y, xk−2 = z, k= 0,1,2, . . . , n,Lk =L(xk, xk−1, xk−2). We have
kL−1k F0(x∗)k ≤1−(a0+b0)kxk−x∗k (74)
−c0 kxk−x∗k+kxk−2−x∗kkxk−1−x∗k−1. Moreover, by (67) and (69) we get
F0(x∗)−1 [xk, x∗]−Lk =
=F0(x∗)−1 [xk, x∗]−[xk, xk] + [xk, xk]−[xk, xk−1]
−[xk−2, xk] + [xk−2, xk−1]
≤F0(x∗)−1 [xk, x∗]−[xk, xk]
+F0(x∗)−1 [xk, xk, xk−1]−[xk−2, xk, xk−1](xk−xk−1)
≤b0kxk−x∗k+ckxk−xk−2k kxk−xk−1k
≤b0kxk−x∗k+c kxk−x∗k+kx∗−xk−2k kxk−x∗k+kx∗−xk−1k. (75)
By (2) we can write
kxk+1−x∗k = xk−x∗−L−1k F(xk)−F(x∗)
= −L−1k [xk, x∗]−Lk
(xk−x∗)
≤ kL−1k F0(x∗)kF0(x∗)−1 [xk, x∗]−Lkkxk−x∗k.
(76)
Estimate (72) now follows from (74), (75) and (76). By the choice of r∗ and (76) we get
kxk+1−x∗k<kxk−x∗k< r∗, from which it follows xk+1∈U(x∗, r∗) and lim
k→∞xk=x∗.
That completes the proof of Theorem 3.
Remark 2. In the elegant paper [12] the following conditions were used:
(77) F0(x∗)−1 [x, y]−[u, v]≤b kx−uk+ky−vk and
(78) F0(x∗)−1 [u, x, y]−[v, x, y]≤cku−vk
for all x, y, u, v∈D. Note that (77) impliesF0(x∗) = [x∗, x∗], [4], [8].
The convergence radius is given by
(79) rp = 2
3b+√
9b2+ 16c.
Moreover the corresponding error bounds are kxn+1−x∗k ≤
(80)
≤βn
= bkxn−x
∗k+c kxn−x∗k+kxn−2−x∗k
kxn−1−x∗k+kxn−x∗k
1−2bkxn−x∗k−c kxn−x∗k+kxn−2−x∗k
kxn−1−x∗k kxn−x∗k, n≥0.
It can easily be seen that conditions (65)–(69) are weaker than (77) and (78).
Moreover in general
(81) a0≤b0≤b
and
(82) c0≤c.
Hence,
(83) rp ≤r∗
and
(84) αn≤βn, n≥0.
In case strict inequality holds in one of (81) or (82) then (83), (84) hold as strict inequalities also. That is under weaker conditions we provide finer error bounds and a wider choice of initial guesses. This observation is important in computational mathematics.
Finally note that it was also shown in [12] that theR-order of convergence of method (2) is the unique positive root of equation
t3−t2−t−1 = 0, being approximately 1.839. . . .
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Received by the editors: October 24, 2002.