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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 =xnL−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, zD[4].

Department of Mathematics, Cameron University, Lawton, OK 73505, USA, e-mail:

[email protected].

(2)

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+η11(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

(3)

(a) Iteration{tn}, n≥ −2,given by t−2 =0,

t−10, t00+η1, t10+η1+η,

tn+2 =tn+1+1−d d3(tn+1−tn)+d5(tn−tn−2)(tn−tn−1)

4η101)−d0(tn+1−t0)−d1(tn−t0)−d2(tn+1−tn)(tn+1tn), (14)

n≥0,

is non-decreasing, bounded above by

(15) t∗∗= η

1−δ +η0+η1

and converges tot such that

(16) 0≤tt∗∗.

Moreover, the following error bounds hold for alln≥0 (17) 0≤tn+2tn+1δ(tn+1tn)≤δn+1η.

(b) Iteration{sn}, n≥ −2,given by s−2s−11,

s−1s00, s0s1=η,

sn+1sn+2=1−d d3(sn−sn+1)+d5(sn−2−sn)(sn−1−sn)

4η101)−d0(s0−sn+1)−d1(s0−sn)−d2(sn−sn+1)(snsn+1), (18)

n≥0,

for s−1, s0, s1≥0 is non-increasing, bounded below by

(19) s∗∗=s0η

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+1sn+2δ(snsn+1)≤δn+1η.

Proof. (a) We must show:

(d3+δd2)(tk+1tk) +d5(tktk−2)(tktk−1) +δd0(tk+1t0)+

+δd1(tkt0) +δd4η10+η1) ≤ δ (22)

1−d4η10+η1)−d0tk+1d1tkd2(tk+1tk) > 0 (23)

for all k≥0.

(4)

Inequalities (22) and (23) hold fork= 0 by the initial conditions. But then (14) gives

(24) 0≤t2t1δ(t1t0).

Let us assume (22), (23) and (17) hold for all kn+ 1. By the induction hypotheses we get

(d3+δd2)(tk+2tk+1) +d5(tk+1tk−1)(tk+1tk) +δd0(tk+2t0) +δd1(tk+1t0) +δd4η10+η1)≤ (25)

≤(d3+δd2k+1η+d5k+δk−12δk+δd01−δη +δd11−δη +δd4η10+η1).

It is clear that (25) will be bounded above byδ if

(d3+δd2k+1η+d5k+δk−12δk+δd01−δη +δd11−δη +δd4η10+η1)≤

≤(d3+δd2)η+d50+η11+δd0η+δd4η10+η1) or

(d3+δd2)(1−δ)δk+1η+d5δk−1(1−δ22δk+δd0η+δd1η

≤(1−δ)(d3+δd2)η+ (1−δ)d50+η11+ (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+η11+ (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) tkt∗∗, k≥1.

For k = 1,2 we have t1t and t2t1 +δη = η0+η1+ (1 +δ)ηt∗∗. Assume (27) holds for all kn+ 1. It follows from (17) that

tk+2tk+1+δ(tk+1tk)

tk+δ(tktk−1) +δ(tk+1tk)

· · ·

t1+δ(t1t0) +· · ·+δ(tk+1tk)

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+2tk+1 ≥0.

(5)

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:DXY be a differentiable operator with divided differences of the first and second order denoted by [·,·], [·,·,·] respectively.

Assume:

there exist pointsx−2, x−1, x0DsoL0 is invertible and non-negative numbers η, di, i= 0,1, . . . ,5 such that

L−10 [x0, x0]−[y, x0]d0kx0yk, (29)

L−10 [x, x0]−[x, y]d1kx0yk, (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, zD, (34)

kx−1x0k ≤η1, kx−1x−2k ≤ η0, kx1x0k ≤η;

(35)

hypotheses of Theorem1 hold, and

(36) U(x0, t) =xX :kx−x0k ≤tD.

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 xU(x0, t) of equation F(x) = 0. Moreover, the following error bounds hold for all n≥0:

(37) kxn+2xn+1k ≤tn+2tn+1

and

(38) kxnxk ≤ttn. Furthermore, if there exists Rt such that

(39) U(x0, R)D,

(40) L−10 [x, y]−[z, w]d6 kx−zk+ky−wk, for all x, y, z, wD, and

(41) d6(R+t+ 2η0+ 2η1)≤1 or [·,·] is symmetric and

(42) d6(R+t+η0+η1) +d10+η1)≤1, the solution x is unique in U(x0, R).

(6)

Proof. Let us prove

(43) kxk+1xkk ≤tk+1tk k≥ −2.

For k=−2,−1,0 (43) holds by the initial conditions. Assume (43) holds for all nk. Using (29), (30), (31), (33) and (43) we obtain

L−10 L0Lk+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−1x0)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−1x0k kx0x−2k+d0kxk+1x0k +d1kxkx0k+d2kxkxk+1k

d4η10+η1) +d0(tk+1t0) +d(tkt0) +d2(tk+1tk)

d4η10+η1) +d0(tt0) +d1(tt0) +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−1x0k kx0x−2k+d0kxk+1x0k+d1kxkx0k + d2kxk+1xkk)−1

≤[1−d4η10+η1)−d0(tk+1t0)−d1(tkt0)−d2(tk+1tk)]−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](xkxk−1)

d3kxk+1xkk+d5kxkxk−2k kxkxk−1k

d3(tk+1tk) +d5(tktk−2)(tktk−1).

(46)

Furthermore using (2), (43), and (46) we get (47)

kxk+2xk+1k ≤ kL−1k+1L0kL−10 [xk, xk+1]−Lkkxk+1xkk ≤tk+2tk+1, which shows (43).

(7)

Theorem 1 and (47) imply {xn}, n≥0,is a Cauchy sequence in a Banach space X and as such it converges to some xU(x0, t), sinceU(x0, t) is a closed set.

By (43) we get

(48) kxnxmk ≤tmtn, −2≤nm, while by lettingm→ ∞ in (48) we obtain (38).

Finally, by lettingk→ ∞ in (47), we get F(x) = 0. To show uniqueness, let yU(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(kyx0k+kxx−2k+kx−2x−1k+kx−1x0k)

< 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](xy), we deduce thatx=y.

If [·,·] is symmetric as in (49) we get

(51) L−10 [y, x]−L0< d6(R+t+η0+η1) +d10+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 xU(x0, s) of equation F(x) = 0. Moreover, the following error bounds hold for all n≥0:

(52) kxn+2xn+1k ≤sn+1sn+2

and

(53) kxnxk ≤sns.

Furthermore if there exists R1s such that, together with (40),

(54) U(x0, R1)⊆D holds,

and

(55) d6[R1+s+ 2(η0+R1)]≤1

(8)

or

[·,·] is symmetric and

(56) d6(R1+s+η0+η1) +d10+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, vD to show convergence of method (2).

The following error bounds were found

(58) kxn+1xnk ≤vnvn+1

and

(59) kxnxk ≤vnv, 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) d0d1d3d2d6

and

(62) d4d5d7.

Hence we can easily obtain by induction

(63) snsn+1vnvn+1

and

(64) snsvnv.

That is, under weaker convergence conditions we obtain finer error bounds.

3. LOCAL ANALYSIS

We can show the following local results for method (2).

(9)

Theorem 4. Let F:DXY 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−xk, (66)

F0(x)−1 [x, x]−[x, y]b0kx−xk, (67)

F0(x)−1 [x, x, y]−[z, x, y]c0kx−zk, (68)

F0(x0)−1 [u, x, y]−[v, x, y]ckuvk, (69)

U(x, r) ⊆ D, (70)

for all x, y, z, u, vD, 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,x0U(x, r).

Moreover, the following error bounds hold for all n≥0:

kxn+1xk ≤

b0kxn−x

k+c kxn−xk+kxn−2−xk

kxn−1−xk+kxn−xk

1−(a0+b0)kxn−xk−c0 kxn−xk+kxn−2−xk

kxn−1−xk kxnxk=αn. (72)

Proof. We first show linear operator

LL(x, y, z) = [x, y] + [z, x]−[z, y], x, y, zU(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](xy)k

≤(a0+b0)kx−xk+ckxzk · kxyk

≤(a0+b0)kx−xk+c(kxxk+kz−xk)ky−xk

<(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.

(10)

Assume xk−2, xk−1, xkU(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)kxkxk (74)

c0 kxkxk+kxk−2xkkxk−1xk−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](xkxk−1)

b0kxkxk+ckxkxk−2k kxkxk−1k

b0kxkxk+c kxkxk+kxxk−2k kxkxk+kxxk−1k. (75)

By (2) we can write

kxk+1xk = xkxL−1k F(xk)−F(x)

= L−1k [xk, x]−Lk

(xkx)

≤ kL−1k F0(x)kF0(x)−1 [xk, x]−Lkkxkxk.

(76)

Estimate (72) now follows from (74), (75) and (76). By the choice of r and (76) we get

kxk+1xk<kxkxk< r, from which it follows xk+1U(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]ckuvk

for all x, y, u, vD. Note that (77) impliesF0(x) = [x, x], [4], [8].

The convergence radius is given by

(79) rp = 2

3b+√

9b2+ 16c.

(11)

Moreover the corresponding error bounds are kxn+1xk ≤

(80)

βn

= bkxn−x

k+c kxn−xk+kxn−2−xk

kxn−1−xk+kxn−xk

1−2bkxn−xk−c kxn−xk+kxn−2−xk

kxn−1−xk kxnxk, n≥0.

It can easily be seen that conditions (65)–(69) are weaker than (77) and (78).

Moreover in general

(81) a0b0b

and

(82) c0c.

Hence,

(83) rpr

and

(84) αnβn, 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

t3t2t−1 = 0, being approximately 1.839. . . .

REFERENCES

[1] Argyros, I. K., Convergence results for the super Halley method using divided dif- ferences, Functiones et approximatio, commentarii mathematiki,XXIII, pp. 109–122, 1994.

[2] Argyros, I. K., On the super Halley method using divided differences, Appl. Math.

Letters,10, no. 4, pp. 91–95, 1997.

[3] Argyros, I. K., On the monotone convergence of an Euler–Chebyshev-type method in partially ordered topological spaces, Rev. Anal. Num´er. Th´eor. Approx.,27, no. 1, pp. 23–31, 1998.

[4] Argyros, I. K. and Szidarovszky, F., The Theory and Applications of Iteration Methods, C.R.C. Press, Boca Raton, Florida, 1993.

[5] Brent, R. P.,Algorithms for Minimization without Derivatives, Prentice Hall, Engle- wood Cliffs, NJ, 1973.

[6] Ezqu´erro, J. A., Guti´errez, J. M., Hern´andez, M. A. and Salanova, M. A., Solving nonlinear integral equations arising in radiative transfer, Numer. Funct. Anal.

Optimiz.,20, nos. 7 and 8, pp. 661–673, 1999.

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[7] Hern´andez, M. A., Rubio, M. J. and Ezqu´erro, J. A., Secant-like methods for solving nonlinear equations of the Hammerstein type, J. Comput. Appl. Math., 115, pp. 245–254, 2000.

[8] Kantorovich, L. V. and Akilov, G. P., Functional Analysis in Normed Spaces, Pergamon Press, Oxford, 1964.

[9] King, R. F.,An improved Pegasus method for root finding, BIT,13, pp. 423–427, 1973.

[10] Mertvecova, M. A.,An analog of the process of tangent hyperbolas for general func- tional equations, Dokl. Akad. Nauk SSSR,88, pp. 611–614, 1953 (in Russian).

[11] Necepurenko, M. T.,On Chebyshev’s method for functional equations, Usephi Mat.

Nauk.,9, pp. 1673–170, 1954 (in Russian).

[12] Potra, F. A.,On an iterative algorithm of order1.839. . .for solving nonlinear operator equations, Numer. Funct. Anal. Optimiz.,7, no. 1, pp. 75–106, 1984–85.

[13] Ul’m, S., Iteration methods with divided differences of the second order, Dokl. Akad.

Nauk. SSSR,158, pp. 55–58, 1964; Soviet Math. Dokl.,5, pp. 1187–1190 (in Russian).

Received by the editors: October 24, 2002.

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