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Research Article
An Efficient Family of Traub-Steffensen-Type Methods for
Solving Systems of Nonlinear Equations
Janak Raj Sharma1 and Puneet Gupta2
1
2
Department of Mathematics, Sant Longowal Institute of Engineering and Technology, Longowal, Punjab 148 106, India
Department of Mathematics, Government Ranbir College, Sangrur, Punjab 148 001, India
1. Introduction
The problem of finding solution of the system of nonlinear
equations () = 0, where : , is an open
convex domain in , by iterative methods is an important
and challenging task in numerical analysis and many applied
scientific branches. One of the basic procedures for solving
nonlinear equations is the quadratically convergent Newton
method (see [1, 2]):
1
= 0, 1, 2, . . . , (1)
(2)
[() , () ; ]) (() ) ,
() = 1,2 (() ) ,
[() , () ; ]) (() ) ,
(3)
()
()
()
= 1,2 ( ) ,
()
() = 4 (() , () ) ,
(+1) = 6 (() , () , () )
()
= 2,4 ( , )
(5)
= () ( + [() , () ; ]
= () [() , () ; ]
( [() , () ; ] + [() , () ; ]) )
([() , () ; ] [() , () ; ]
1
(4)
[() , () ; ]) (() ) .
[() , () ; ] (() ) ,
where 4 (() , () ) denotes any derivative free fourth-order
scheme and , , are some parameters to be determined.
In order to find the convergence order of scheme (5),
we first define divided difference operator for multivariable
function (see [15]). The divided difference operator of is
a mapping [, ; ] : ( ) defined by
1
[ + , ; ] = ( + ) ,
0
, .
(6)
[ + , ; ] = ( + )
0
1
1
= () + () + () 2 + (3 ) ,
2
6
(7)
where = (, , . . ., ), .
Let () = () . Assuming that = [ ()]1 exists
and then developing (() ) and its first three derivatives in a
neighborhood of , we have
2
+ 5 5 (() ) + ((() ) )) ,
(9)
3
2
(() ) = () (2 2 + 6 3 () + 12 4 (() )
3
(10)
+ 20 5 (() ) + ((() ) )) ,
(() ) = () (6 3 + 24 4 () + 60 5 (() )
[() , () ; ]
(11)
+ ((() ) )) ,
= [ 2 (() + () ) + (22 3 )
2
()
((
) + (() ) )
(12)
() 3
(32 3 2 2 3 + 4 )
3
(15)
()
((
) + (() ) )
(332 2 3 2 2 2 3 + 4 )
2
()
() ()
((
) () +
( ) )
4
() = () = 0 (() ) + ((() ) ) ,
()
= ( + ()) () + () 2 (() )
() ()
+ (222 3 )
+ ((() ) )] .
Using (8) and (15) to the required terms in the first step of (5),
we find that
() = ()
() ()
(22 3 )
= 2
2
(16)
2
()
() ()
((
) () +
( ) ) + ((() ) ) .
(13)
() 4
+ () 3 ( ) + (( ) ) .
()
Employing (7) for + = () , = () , and =
()
and then using (9)(11), we write
+ 3 (() () + (() ) )
3
(17)
+ 4 (() ) + ((() ) )] .
[() , () ; ] = ()
()
[ + 2 (
+ () )
2
()
Similarly, substituting + = () , = () , and = ()
in (7), we obtain
()
() ()
+ 3 ((
) + (() ) +
)
2
()
()
+ 4 ((
) + (() ) + (
) ()
() () 2
( ) )
()
)
[() , () ; ] = () [ + 2 (() +
2
()
()
+ 3 (()
+ (
))
() 4
+ (( ) )] .
(14)
+ 4 (w() ) + ((() ) )] .
(18)
Then, using (15), (17), and (18) to the required terms, we find
that
() (() ) ( + 2 ( + ))
() () ()
(222 3 )
()
+ () )
= ( + + ) 2 (
2
( + ) 2 () () + ((() ) ) .
()
+ (22 3 ) ((
) + (() ) )
(22)
In order to find , , and , it will be sufficient to equate the
factors + + 1, + 2 + , and + + 2 to 0 and then
solving the resulting system of equations
() ()
+ ( + ) (22 3 )
+ ( + ) 2 ()
3
+ ((() ) ) .
(19)
()
()
Postmultiplying (19) by [ , ; ]
+ + = 1,
+ 2 + = 0,
+ + 2 = 0, (23)
we obtain = 3, = 1, and = 1.
Thus, for this set of values, the above error equation
reduces to
and simplifying
()
+ () ) () + 2 2 () ()
(+1) = 22 (
= ( + [() , () ; ]
()
()
()
() () ()
3
+ ((() ) )
()
( [ , ; ] + [ , ; ]) )
(24)
= 0 (( + ()) (622 3 )
[() , () ; ]
()
= [ ( + + ) ( + 2 + ) 2
()
( + + 2) 2
()
+ (( + 3 + ) 22 ( + 2 + ) 3 ) (
)
() = 1,2 (() ) ,
() 2
+ (( + + 3) 22 ( + + 2) 3 ) ( )
() = 4 (() , () ) ,
() ()
+ ( + 2 ( + )) (222 3 )
(25)
(+1) = 6 (() , () , () )
+ ( + ) 2 () + ((() ) )] ,
= () M (() , () , () ) (() ) ,
(20)
wherein
1
()
( ) =
() [()
2
2 (() )
3
((() ) )] .
(21)
Then, using (20) and (21) in the third step of (5), we obtain
the error equation as
(+1)
= () () [() + ((() ) )]
() ()
= ( + + 1) () + ( + 2 + ) 2
+ ( + + 2) 2 () ()
() = 1,2 (() ) ,
() = 1,4 (() , () ) ,
()
(( + 3 + ) 22 ( + 2 + ) 3 ) (
) ()
(27)
(28)
()
Here, we estimate the computational efficiency of the proposed methods and compare it with the existing methods.
To do this, we will make use of efficiency index, according
to which the efficiency of an iterative method is given by
= 1/, where is the order of convergence and
is the computational cost per iteration. For a system of
nonlinear equations in unknowns, the computational cost
per iteration is given by (see [16])
(, , ) = 0 () + (, ) .
(22 + 9 8 + 3 (4 + 2)) ,
3
(32)
2,4 = 41/2,4 ,
(22 + 12 8 + 3 (4 + 3)) ,
3
1,6 = 61/1,6 ,
(33)
2,6 = (62 2) +
(22 + 18 11 + 12 ( + 1)) ,
3
2,6 = 61/2,6 ,
(34)
1,7 = (102 6) +
1,7 = 71/1,7 ,
(35)
[, ; ] = ( (1 , . . . , 1 , , +1 , . . . , )
2,7 = (102 6) +
(1 , . . . , 1 , , +1 , . . . , )
+ (1 , . . . , 1 , , +1 , . . . , )
1,6 = (62 2) +
(29)
1 , .
2,7 = 71/2,7 .
(30)
(1 , . . . , 1 , , +1 , . . . , ))
((2 ( ))) ,
(22 + 3 5 + 3 (4 + 1)) ,
3
(31)
1/1,4
1,4 = 4
,
1,4 = (62 3) +
2,4 = (62 3) +
3. Computational Efficiency
(36)
3.1. Comparison between Efficiencies. To compare the computational efficiencies of the iterative methods, say , against
, , we consider the ratio
,;, =
log ,
log ,
, log ()
, log ()
(37)
log 6 22 + (18 + 12 + 3) 9 + 3 5
,
log 4 22 + (18 + 12 + 12) 6 + 9 8
(38)
2,4 versus 1,6 Case. In this case, the ratio (37) takes the
following form
2,6 versus 2,7 Case. For this case, the ratio (37) is given by
1,6;2,4
log 6 22 + (18 + 12 + 9) 9 + 6 8
=
. (39)
log 4 22 + (18 + 12 + 12) 6 + 9 8
log 6 22 + (18 + 12 + 3) 9 + 3 5
,
log 4 22 + (18 + 12 + 18) 6 + 12 11
(40)
2,6;2,7 =
2
log 6 3 (2 + (20 + 13 + 7) 12 + 5 7)
.
log 7 2 (22 + (18 + 12 + 18) 6 + 12 11)
(45)
In this case, also it is not difficult to prove that 2,6;2,7 > 1 for
> 0, 1, and 5, which implies that 2,6 > 2,7 .
We summarize the above results in the following theorem.
Theorem 2. For > 0 and 1, we have the following:
(i) 1,6 > 1,4 for 9;
(ii) 2,6 > 1,4 for 19;
2,4 versus 2,6 Case. In this case, the ratio (37) is given by
2,6;2,4 =
log 6 22 + (18 + 12 + 9) 9 + 6 8
.
log 4 22 + (18 + 12 + 18) 6 + 12 11
(41)
2
log 6 3 (2 + (20 + 13 + 3) 12 + 3 5)
.
log 7 2 (22 + (18 + 12 + 12) 6 + 9 8)
(42)
2
log 6 3 (2 + (20 + 13 + 7) 12 + 5 7)
.
log 7 2 (22 + (18 + 12 + 12) 6 + 9 8)
(43)
2
log 6 3 (2 + (20 + 13 + 3) 12 + 3 5)
,
log 7 2 (22 + (18 + 12 + 18) 6 + 12 11)
(44)
4. Numerical Results
In this section, some numerical problems are considered
to illustrate the convergence behavior and computational
efficiency of the proposed methods. The performance is compared with the existing methods 1,4 , 2,4 , 1,7 , and 2,7 . All
computations are performed using the programming package
Mathematica [19] using multiple-precision arithmetic with
4096 digits. For every method, we analyze the number of
iterations () needed to converge to the solution such that
(+1) () + (() ) < 10200 . In numerical results,
we also include the CPU time utilized in the execution of
program which is computed by the Mathematica command
TimeUsed[]. In order to verify the theoretical order of
convergence, we calculate the computational order of convergence ( ) using the formula
=
,
log ( ((1) ) / ((2) ))
(46)
(see [20]) taking into consideration the last three approximations in the iterative process.
To connect the analysis of computational efficiency with
numerical examples, the definition of the computational cost
(29) is applied, according to which an estimation of the factor
is claimed. For this, we express the cost of the evaluation
of the elementary functions in terms of products, which
depends on the computer, the software, and the arithmetics
used (see [21, 22]). In Table 1, the elapsed CPU time (measured in milliseconds) in the computation of elementary
functions and an estimation of the cost of the elementary
functions in product units are displayed. The programs are
Table 1: CPU time and estimation of computational cost of the elementary functions, where = 3 1 and = 5.
Functions
CPU time
Cost
0.0466
1
0.0606
1.3
/
0.1305
2.8
3.7746
81
ln
3.6348
78
(47)
2
) = 0.
2
In this problem, (, ) = (2, 52) are the values used in
(31)(36) for calculating computational costs and efficiency
indices of the considered methods. The initial approximation
chosen is (0) = {0.25, 0.5} and the solution is = {0, 1} .
1 cos (
1 2 + +1 + 2 3 = 0,
82 cos2 (3 2 ) 1 = 0,
(48)
= {0.0689783491726666 . . . , 0.2464424186091830 . . . ,
(54)
and concrete values of the parameters are (, ) = (4, 4).
Problem 4. Consider the system of fifteen equations (see
[16]):
1 15.
= {0.066812203179582582 . . . ,
0.066812203179582582 . . . ,
...,
(49)
For this problem, (, ) = (3, 103.33)are used in (31)(36) to
calculate computational costs and efficiency indices.
Problem 3. Next, consider the following boundary value
problem (see [23]):
(1) = 1.
(50)
Let us define 0 = (0 ) = 0, 1 = (1 ), . . . , 1 =
(1 ), = ( ) = 1. If we discretize the problem by
using the numerical formula for second derivative,
=
= 1, 2, 3, . . . , 1,
(55)
0.0769289119875370 . . .} .
1 2 + +1
,
2
(53)
0.82518822786851363 . . .}
= 1, 2, 3, . . . , 1.
=1, =
123 + sin 3 1 = 0,
+1 = + ,
8.2948
178
= 0,
101 + sin (1 + 2 ) 1 = 0,
(0) = 0,
tan1
7.5492
162
15
+ 3 = 0,
cos1
7.7356
166
0.62790045371805633 . . . ,
12 2 + 1 = 0,
cos
4.7534
102
= {0.21054188948074775 . . . , 0.42071046387616439 . . . ,
(0)
sin
4.7532
102
(52)
(56)
0.066812203179582582 . . .} .
Problem 5. Consider the system of fifty equations:
2 +1 1 = 0,
( = 1, 2, . . . , 49)
2
50
1 1 = 0.
(57)
1 1
(, ) (| ()| + ()2 ) ,
2 0
(58)
e-time
7
7
5
5
5
5
5
5
5
5
4.000013
4.000004
5.999999
5.999999
6.000000
6.000000
6.000000
6.000001
7.120115
7.078494
992.4
1004.0
1117.6
1117.6
1117.6
1129.2
1129.2
1129.2
1546.2
1557.8
1.0013979
1.0013817
1.0016045
1.0016045
1.0016045
1.0015880
1.0015880
1.0015880
1.0012593
1.0012499
0.24518
0.24754
0.19709
0.19854
0.19773
0.21427
0.21564
0.21845
0.24891
0.25246
5
5
4
4
4
4
4
4
4
4
4.000000
4.000000
6.000000
6.000000
5.999930
6.000000
6.000000
5.999906
7.000000
7.000000
4781.05
4804.45
5131.84
5131.84
5131.84
5155.24
5155.24
5155.24
7649.20
7672.60
1.0002899
1.0002886
1.0003492
1.0003492
1.0003492
1.0003476
1.0003476
1.0003476
1.0002544
1.0002537
1.31891
1.32373
1.10755
1.11075
1.11752
1.11191
1.11618
1.11455
1.69473
1.70182
5
5
4
4
4
4
4
4
4
4
4.000123
4.000035
5.999970
5.999968
5.999887
5.999957
5.999955
5.999870
6.999331
6.999216
578.4
617.6
660.8
660.8
660.8
700.0
700.0
700.0
930.0
969.2
1.0023996
1.0022472
1.0027152
1.0027152
1.0027152
1.0025629
1.0025629
1.0025629
1.0020946
1.0020098
0.17903
0.18164
0.13473
0.12900
0.12627
0.14182
0.14082
0.14464
0.19327
0.19891
5
5
4
4
4
4
4
4
4
4
4.000000
4.000000
6.000000
6.000000
6.000000
6.000000
6.000000
6.000000
7.000000
7.000000
110717.0
111194.0
112676.0
112676.0
112676.0
113153.0
113153.0
113153.0
182793.0
183270.0
1.00001252
1.00001246
1.00001590
1.00001590
1.00001590
1.00001584
1.00001584
1.00001584
1.00001065
1.00001062
6.67681
7.69175
6.16291
5.74189
6.03452
6.53969
6.62572
6.72312
7.29228
7.95691
7
7
5
4.000000
4.000000
6.000000
143590.0
148680.0
151420.0
1.0000097
1.0000093
1.0000118
8.12436
8.32287
6.08475
9
Table 2: Continued.
Methods
1,6 ( = .01)
1,6 ( = .5)
2,6 ( = .01)
2,6 ( = .01)
2,6 ( = .5)
1,7
2,7
Problem 6
1,4
2,4
1,6 ( = .01)
1,6 ( = .01)
1,6 ( = .5)
2,6 ( = .01)
2,6 ( = .01)
2,6 ( = .5)
1,7
2,7
5
5
5
5
5
5
5
6.000000
6.000000
6.000000
6.000000
6.000000
7.000000
7.000000
,
151420.0
151420.0
156510.0
156510.0
156510.0
223735.0
228825.0
,
1.0000118
1.0000118
1.0000114
1.0000114
1.0000114
1.0000087
1.0000085
e-time
5.99152
5.89734
6.61833
6.45834
6.66583
7.84567
7.89437
5
5
4
4
4
4
4
4
4
4
4.000000
4.000000
6.000000
6.000000
6.000000
6.000000
6.000000
6.000000
8.000000
8.000000
5091.200
5233.600
5408.000
5408.000
5408.000
5550.400
5550.400
5550.400
8298.400
8440.800
1.0002723
1.0002649
1.0003314
1.0003314
1.0003314
1.0003229
1.0003229
1.0003229
1.0002345
1.0002306
2.02945
2.13573
1.96338
1.83227
1.82236
1.79673
1.80255
1.90609
2.34291
2.48182
(, ) = {
(1 ) , ,
(1 ) , .
(59)
= {1.0115010875012980 . . . , 1.0546781130247093 . . . ,
=1
() ( ) ,
1.1098925075633296 . . . , 1.1481439774759322, . . . ,
1.1481439774759322 . . . , 1.1098925075633296 . . . ,
1.0546781130247093 . . . , 1.0115010875012980 . . .} .
(63)
(60)
2 2 ( + 2 ) = 0,
(61)
{ (1 ) if ,
= {
(1 ) if < .
{
(62)
=1
where
10
systems. This can be observed in the last problem of nondifferentiable mixed Hammerstein integral equation where
the seventh-order methods 1,7 and 2,7 yield the eighth
order of convergence. However, for the present methods,
the computational order of convergence overwhelmingly
supports the theoretical order of convergence. Comparison of
the numerical values of computational efficiencies exhibited
in the second last column of Table 2 verifies the theoretical
results of Theorem 2. As we know, the computational efficiency is proportional to the reciprocal value of the total CPU
time necessary to complete running iterative process. This
means that the method with high efficiency utilizes less CPU
time than the method with low efficiency. The truthfulness
of this fact can be judged from the numerical values of
computational efficiency and elapsed CPU time displayed
in the last two columns of Table 2, which are in complete
agreement according to the notion.
5. Concluding Remarks
In the foregoing study, we have proposed iterative methods
with the sixth order of convergence for solving systems of
nonlinear equations. The schemes are totally derivative free
and therefore particularly suited to those problems in which
derivatives require lengthy computation. A development of
first-order divided difference operator for functions of several
variables and direct computation by Taylors expansion are
used to prove the local convergence order of new methods.
Comparison of efficiencies of the new schemes with the existing schemes is shown. It is observed that the present methods
have an edge over similar existing methods, especially when
applied for solving large systems of equations. Six numerical
examples have been presented and the relevant performances
are compared with the existing methods. Computational
results have confirmed the robust and efficient character of
the proposed techniques. Similar numerical experimentations have been carried out for a number of problems and
results are found to be on a par with those presented here.
We conclude the paper with the remark that in many
numerical applications multiprecision in computations is
required. The results of numerical experiments justify that the
high-order efficient methods associated with a multiprecision
arithmetic floating point are very useful, because they yield
a clear reduction in the number of iterations to achieve the
required solution.
Conflict of Interests
The authors declare that there is no conflict of interests
regarding the publication of this paper.
References
[1] J. M. Ortega and W. C. Rheinboldt, Iterative Solution of Nonlinear Equations in Several Variables, Academic Press, New York,
NY, USA, 1970.
[2] C. T. Kelley, Solving Nonlinear Equations with Newtons Method,
SIAM, Philadelphia, Pa, USA, 2003.
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