J. Korean Math. Soc. 55 (2018), No. 1, pp. 17–28 https://doi.org/10.4134/JKMS.j160629
pISSN: 0304-9914 / eISSN: 2234-3008
ENLARGING THE BALL OF
CONVERGENCE OF SECANT-LIKE METHODS FOR NON-DIFFERENTIABLE OPERATORS
Ioannis K. Argyros and Hongmin Ren
Abstract. In this paper, we enlarge the ball of convergence of a unipara- metric family of secant-like methods for solving non-differentiable opera- tors equations in Banach spaces via using ω-condition and centered-like ω-condition meantime as well as some fine techniques such as the affine invariant form. Numerical examples are also provided.
1. Introduction
In this study we are concerned with the problem of approximating a locally unique solution x ? of equation
(1.1) F (x) = 0,
where F is an operator defined on a convex subset Ω of a Banach space X with values in a Banach space Y .
In general, the solutions of these equations can be rarely be found in closed form. That is why most solution methods for these equations are usually it- erative. If F is differentiable, the most known method is Newton’s method [10]:
(1.2)
x 0 given in Ω,
x n+1 = x n − F 0 (x n ) −1 F (x n ), n ≥ 0.
To avoid some disadvantages of Newton’s method, many Newton-like methods have been proposed, see [2, 14]. If F is not differentiable, we cannot use the derivative in the iterative methods. Then, we often use divided differences [11] instead of derivatives. The best known method of this type is the Secant method [1]:
(1.3)
x 0 , x −1 given in Ω,
x n+1 = x n − [x n−1 , x n ; F ] −1 F (x n ), n ≥ 0,
Received September 25, 2016; Revised October 25, 2017; Accepted November 24, 2017.
2010 Mathematics Subject Classification. 45G10, 47H17, 65J15.
Key words and phrases. non-differentiable operator equation, the secant-like method, the ball of convergence, the ω-condition and centered-like ω-condition, affine invariant form.
c
2018 Korean Mathematical Society
17
where, [u, v; F ], u, v ∈ Ω is a first order divided difference [11], which is a bounded linear operator from X to Y such that
(1.4) [u, v; F ](u − v) = F (u) − F (v).
In order to improve the Secant method in some way, Ref. [6] proposed a family of secant-like methods:
(1.5)
x 0 , x −1 given in Ω, λ ∈ [0, 1],
y n = λx n + (1 − λ)x n−1 , n ≥ 0, x n+1 = x n − [y n , x n ; F ] −1 F (x n ),
which are considered as a combination of the Secant method and Newton’s method, since (1.5) is reduced to the Secant method (1.3) if λ = 0 and, provided that F is differentiable, to Newton’s method if λ = 1, since y n = x n and [y n , x n ; F ] = F 0 (x n ). Note that in [6], the authors show that the higher the value of λ ∈ [0, 1] is, the higher the speed of convergence of (1.5) is, so that the speed of convergence is close to that of Newton’s method (1.2) when λ is close to 1.
The study about convergence of iterative procedures is normally centered on two types: semi-local and local convergence analysis. The semi-local con- vergence matter is, based on the information around an initial point, to give conditions ensuring the convergence of the iterative procedure. While the local analysis is based on the information around the solution, to find estimates of the radii of convergence ball.
A lot of works on the convergence of iterative methods including (1.2), (1.3) and (1.5) have been given, see [1–6,8–16]. In the case of local convergence, F is often supposed to be differentiable. Recently, Ref. [7] presents a new technique to give an analysis of local convergence for the secant-like methods (1.5) when F is non-differentiable. Two conditions are used to the local convergence analysis in [7]:
(A1) Let x ? be a solution of Eq. (1.1) and consider b x ∈ Ω with kx ? − b xk = δ > 0 so that the operator [x ? , x; F ] b −1 exists with k[x ? , x; F ] b −1 k ≤ γ;
(A2) k[x, y; F ] − [u, v; F ]k ≤ ω(kx − uk, ky − vk), x, y, u, v ∈ Ω, where ω : R + × R + → R + is a continuous non-decreasing function in both arguments.
Some other conditions are also needed to ensure the convergence of (1.5), see [7]. However, the main idea of [7] is the introduction of condition (A1).
Note that, based on conditions (A1), (A2) and some other conditions, the convergence ball of (1.5) is given when F is non-differentiable.
In the present paper, we enlarge the ball of convergence of (1.5), provide
tighter error bounds on the distances kx n − x ? k and an at least as precise
information on the location of the solution x ? . We use the following new
ideas: (1) give the results in affine invariant form; (2) use ω-condition and
centered-like ω-condition meantime. Some other technique is also used in our
analysis. These advantages are obtained under the same computational cost,
since in practice the computation of function ω involves the computation of new functions ω 0 and ω (see Section 2) as special cases.
The paper is organized as follows: Section 2 contains the local convergence analysis of method (1.5) under our new conditions. The numerical examples including favorable comparisons with earlier study [7] are presented in the concluding Section 3.
2. Improved local convergence analysis of method (1.5) We present the local convergence of method (1.5) in this section. Denote B(x, r) as a ball centered at x and with radius r. Firstly, we assume that there exists a first order of divided difference [x, y; F ] ∈ L(X, Y ), for all pair of distinct points x, y ∈ Ω, where L(X, Y ) denotes the space of bounded linear operators from X to Y , we suppose:
(C1) Let x ? be a solution of Eq. (1.1) and consider x ∈ Ω with kx b ? − b xk = δ > 0 so that the operator [x ? , x; F ] b −1 exists;
(C2) k[x ? , b x; F ] −1 ([x, y; F ] − [x ? , b x; F ])k ≤ ω 0 (kx − x ? k, ky − b xk), x, y ∈ Ω, where ω 0 : R + × R + → R + is a continuous non-decreasing function in both arguments;
(C3) k[x ? , b x; F ] −1 ([x, y; F ] − [u, v; F ])k ≤ ω(kx − uk, ky − vk), x, y, u, v ∈ Ω 0 = Ω T B(x ? , r 0 ), where, r 0 = sup{t ≥ 0, ω 0 (t, δ + t) < 1} ∈ (0, +∞) and ω : R + × R + → R + is a continuous non-decreasing function in both arguments.
(C4) The equation
(2.1) ω(2(1 − λ)t, t) + ω 0 (t, δ + t) − 1 = 0
has at least one positive real root, the smallest positive root of (2.1) is denoted by R;
(C5) B(x ? , R) ⊆ Ω and ω 0 (R, δ + R) < 1.
Lemma 2.1. Suppose the conditions (C1)-(C5) are satisfied. Then, for all x, y ∈ B(x ? , R), [x, y; F ] −1 exists and
(2.2) k[x, y; F ] −1 [x ? , x; F ]k ≤ b 1
1 − ω 0 (R, δ + R) . Proof. In view of (C1)-(C5), for any x, y ∈ B(x ? , R), we have
(2.3)
kI − [x ? , x; F ] b −1 [x, y; F ]k = k[x ? , x; F ] b −1 ([x, y; F ] − [x ? , x; F ])k b
≤ ω 0 (kx ? − xk, k x − yk) b
≤ ω 0 (kx ? − xk, k x − x b ? k + kx ? − yk)
≤ ω 0 (R, δ + R) < 1.
By the Banach lemma on invertible operators [2], the operator [x, y; F ] −1 exists
and (2.2) holds.
Theorem 2.2. Let F : D ⊆ X → Y be a nonlinear operator on a non-empty
open convex domain Ω of a Banach space X with values in a Banach space
Y . Suppose that conditions (C1)-(C5) are satisfied. Then, fixed λ ∈ [0, 1), the sequence {x n } generated by method (1.5), is well-defined, and converges to a solution x ? of Eq. (1.1) for all pair of distinct x −1 , x 0 ∈ B(x ? , R).
Proof. First, from the density of real number, there must exist a real number R 0 ∈ (0, R) such that x −1 , x 0 ∈ B(x ? , R 0 ), since x −1 , x 0 ∈ B(x ? , R). Second, as λ ∈ [0, 1), then, y 0 6= x 0 and y 0 ∈ B(x ? , R 0 ) ⊆ B(x ? , R) ⊆ Ω. Therefore, [y 0 , x 0 ; F ] is well-defined and by Lemma 2.1, [y 0 , x 0 ; F ] −1 exists. Moreover, using the similar analysis as that in Lemma 2.1, we deduce that
(2.4) k[y 0 , x 0 ; F ] −1 [x ? , x; F ]k ≤ b 1
1 − ω 0 (R 0 , δ + R 0 ) . By the definition of R and 0 < R 0 < R, we have
(2.5) ω(2(1 − λ)R 0 , R 0 ) + ω 0 (R 0 , δ + R 0 ) < 1, that is to say, we have
(2.6) ω(2(1 − λ)R 0 , R 0 )
1 − ω 0 (R 0 , δ + R 0 )
< 1.
Then, it follows (2.7)
kx 1 − x ? k
= kx 0 − x ? − [y 0 , x 0 ; F ] −1 F (x 0 ) + [y 0 , x 0 ; F ] −1 F (x ? )k
= |[y 0 , x 0 ; F ] −1 [x ? , x; F ][x b ? , x; F ] b −1 ([y 0 , x 0 ; F ] − [x 0 , x ? ; F ])(x 0 − x ? )k
≤ 1
1−ω
0(R
0,δ+R
0) ω(ky 0 − x 0 k, kx 0 − x ? k)kx 0 − x ? k
= 1
1−ω
0(R
0,δ+R
0) ω((1 − λ)kx −1 − x 0 k, kx 0 − x ? k)kx 0 − x ? k
≤ 1
1−ω
0(R
0,δ+R
0) ω((1 − λ)(kx −1 − x ? k + kx ? − x 0 k), kx 0 − x ? k)kx 0 − x ? k
≤ ω(2(1−λ)R
0
,R
0)
1−ω
0(R
0,δ+R
0) kx 0 − x ? k
≤ ω(2(1−λ)R,R)
1−ω
0(R,δ+R) kx 0 − x ? k = kx 0 − x ? k < R 0 , which means x 1 ∈ B(x ? , R 0 ).
By induction, for any integer n ≥ 0, x n+1 is well-defined, and
(2.8)
kx n+1 − x ? k ≤ ω(2(1 − λ)R 0 , R 0 ) 1 − ω 0 (R 0 , δ + R 0 )
kx n − x ? k
≤ · · · ≤ ω(2(1 − λ)R 0 , R 0 ) 1 − ω 0 (R 0 , δ + R 0 )
n+1
kx 0 − x ? k,
which shows that {x n } converges to x ? linearly.
Remark 2.3. (a) The results are now given in affine invariant form. The advan- tages of affine invariant results over non-affine invariant results are well-known, see [4].
(b) If γ = 1, ω 0 = ω = ω and Ω 0 = Ω, then the new results coincide with the ones of the paper of [7]. Otherwise, they constitute an improvement. Indeed, we have that
(2.9) ω 0 (t, s) ≤ γω(t, s).
The new equation (2.1) (i.e., R) is more precise than the corresponding equation (7) (i.e., R) in [7], if ω 0 < γω or ω < γω. That is, we have
(2.10) R ≤ R.
Notice that the definition of function ω depends on ω 0 . This definition was not possible before, when the old condition is only used. We also have that
(2.11) ω(t, s) ≤ γω(t, s),
since Ω 0 ⊆ Ω. The new error bounds are also better, since we have (2.12) kx n+1 − x ? k ≤ ω(2(1 − λ)R 0 , R 0 )
1 − ω 0 (R 0 , δ + R 0 ) kx n − x ? k, instead of the less precise in the paper [7] given by
(2.13) kx n+1 − x ? k ≤ γω(2(1 − λ)R, R)
1 − γω(R, δ + R) kx n − x ? k.
Concerning the uniqueness of the solution x ? , we have the result:
Proposition 2.4. Suppose that the hypotheses of Theorem 2.2 are satisfied.
Moreover, suppose that there exists R 1 ≥ R such that (2.14) ω 0 (0, δ + R 1 ) < 1 or
(2.15) ω 0 (R 1 , δ) < 1,
then x ? is the only solution of equation F (x) = 0 in Ω 1 = Ω T B(x ? , R 1 ).
Proof. Let y ? ∈ Ω 1 with F (y ? ) = 0. Define operator T = [x ? , y ? ; F ]. Using (2.3) for x = x ? , y = y ? and (2.14), we get that
(2.16) kI − [x ? , x; F ] b −1 T k ≤ ω 0 (kx ? − x ? k, k b x − x ? k + kx ? − y ? k)
≤ ω 0 (0, δ + R 1 ) < 1,
so T −1 exists. Then, from the identity 0 = F (x ? ) − F (y ? ) = T (x ? − y ? ), we deduce that x ? = y ? . If (2.15) holds instead of (2.14), define operator T 1 = [y ? , x ? ; F ], use (2.3) for x = y ? , y = x ? and (2.15) to arrive at
(2.17) kI − [x ? , b x; F ] −1 T 1 k ≤ ω 0 (R 1 , δ) < 1,
so T 1 −1 exists and from 0 = T 1 (y ? − x ? ), we conclude again that x ? = y ? .
Remark 2.5. Uniqueness results were not given in [7]. But if they were condi- tions (2.14) and (2.15) would have looked like
(2.18) γω(0, δ + R 0 ) < 1
or
(2.19) γω(R 0 , δ) < 1
for R 0 > R. Then, again in view of (2.9), we would have
(2.20) R 0 ≤ R 1 .
That is the information on the uniqueness of the solution is at least as good with our approach as the one in [7].
3. Numerical examples We present two examples in this section.
Example 3.1. Let X = Y = R 3 , Ω = (−1, 1) 3 and define F = (F 1 , F 2 , F 3 ) on Ω by
(3.1) F (x) = (e x1− 1, e−1 2 x 2 2 + x 2 , x 3 + 10 1 |x 3 |) T ,
where, x = (x 1 , x 2 , x 3 ). Obviously, x ? = (0, 0, 0) is a solution of Eq. (1.1) and F is not differentiable at x ? . We choose x = (0, 0, 0.01). For u = (u b 1 , u 2 , u 3 ), v = (v 1 , v 2 , v 3 ) ∈ R 3 , we choose [u, v; F ] ∈ L(X, Y ) as follows [11]:
(3.2) [u, v; F ] ij = 1 u j − v j
(F i (u 1 , . . . , u j , v j+1 , . . . , v 3 )
− F i (u 1 , . . . , u j−1 , v j , . . . , v 3 )), i, j = 1, 2, 3.
Let kuk = kuk ∞ = max{|u 1 |, |u 2 |, |u 3 |}. The corresponding norm on A ∈ R 3 × R 3 is kAk = max 1≤i≤3 P 3
j=1 |a ij |. So, we have
(3.3) [u, v; F ] =
e
u1−e
v1u
1−v
10 0
0 e−1 2 (u 2 + v 2 ) + 1 0 0 0 1 + 10(u |u3|−|v
3|
3
−v
3)
. Then, we have
(3.4)
δ = kx ? − b xk = 0.01,
kL −1 k = k[x ? , x; F ] b −1 k = k
1 0 0
0 1 0
0 0 11 10
−1
k = 1,
and for x = (x 1 , x 2 , x 3 ), y = (y 1 , y 2 , y 3 ), u = (u 1 , u 2 , u 3 ), v = (v 1 , v 2 , v 3 ) ∈ Ω, the following estimates hold:
kL −1 ([x, y; F ] − [x ? , b x; F ])k
(3.5)
= k
e
x1−e
y1x
1−y
1− 1 0 0
0 e−1 2 (x 2 + y 2 ) 0 0 0 11(x |x3|−|y
3|
3
−y
3) − 11 1
k
≤ max{ e − 1
2 (|x 1 | + |y 1 |), e − 1
2 (|x 2 | + |y 2 |), 2 11 }
≤ e − 1
2 (kx − x ? k + ky − xk) + b 2 11 and
(3.6)
kL −1 ([x, y; F ] − [u, v; F ])k
= k
e
x1−e
y1x
1−y
1− eu1u −e
v1
1
−v
10 0
0 e−1 2 (x 2 − u 2 + y 2 − v 2 ) 0
0 0 11(x |x3|−|y
3|
3
−y
3) − 11(u |u
3|−|v
3|
3
−v
3)
k
≤ max{ e
2 (|x 1 − u 1 | + |y 1 − v 1 |), e − 1
2 (|x 2 − u 2 | + |y 2 − v 2 |), 2 11 }
≤ e
2 (kx − uk + ky − vk) + 2 11 .
Here, in (3.5) and (3.6), we use the following inequalities
(3.7)
| e x1− e y1
x 1 − y 1
x 1 − y 1
− 1| = | Z 1
0
(e tx1+(1−t)y
1− 1)dt|
= | Z 1
0
(tx 1 + (1 − t)y 1 + (tx 1 + (1 − t)y 1 ) 2
2! + · · · )dt|
= | Z 1
0
(tx 1 + (1 − t)y 1 )(1 + tx 1 + (1 − t)y 1
2! + · · · )dt|
≤ Z 1
0
|tx 1 + (1 − t)y 1 |(1 + 1
2! + · · · )dt
≤ e − 1
2 (|x 1 | + |y 1 |), x 1 , y 1 ∈ Ω,
| e x1− e y1
x 1 − y 1
x 1 − y 1
− e u1− e v1
u 1 − v 1
u 1 − v 1
| (3.8)
= | Z 1
0
(e tx1+(1−t)y
1− (e tu1+(1−t)v
1)dt|
+(1−t)v
1)dt|
= | Z 1
0
Z 1 0
(e s(tx1+(1−t)y
1)+(1−s)(tu
1+(1−t)v
1) (tx 1 + (1 − t)y 1 − tu 1 − (1 − t)v 1 ))dsdt|
≤ e
2 (|x 1 − u 1 | + |y 1 − v 1 |), x 1 , y 1 , u 1 , v 1 ∈ Ω,
and
(3.9) ||x 3 | − |y 3 || ≤ |x 3 − y 3 |, x 3 , y 3 ∈ Ω.
In view of (3.5), (3.6) and the definition of r 0 in (C3), we can choose
(3.10)
ω 0 (t, s) = e − 1
2 (t + s) + 2 11 , r 0 =
9
11 − e−1 2 δ
e − 1 ≈ 0.47116276, ω(t, s) = e
2 (t + s) + 2 11 , and Eq. (2.1) becomes
(3.11)
ω((2(1 − λ)t, t) + ω 0 (t, δ + t) − 1
= e
2 (2(1 − λ) + 1)t + 2
11 + e − 1
2 (2t + δ) + 2
11 − 1 = 0, which has the unique solution
(3.12) R =
7
11 − e−1 2 δ e( 5 2 − λ) − 1 .
Therefore, conditions (C1)-(C5) are satisfied and Theorem 2.2 applies.
Note that, if we use Theorem 2 in [7], we can choose
(3.13) δ = kx ? − xk = 0.01, γ = k[x b ? , b x; F ] −1 k = 1, ω(t, s) = e
2 (t + s) + 1 5 , since
(3.14)
k[x, y; F ] − [u, v; F ]k
= k
e
x1−e
y1x
1−y
1− eu1u −e
v1
1
−v
10 0
0 e−1 2 (x 2 − u 2 + y 2 − v 2 ) 0
0 0 10(x |x3|−|y
3|
3
−y
3) − 10(u |u
3|−|v
3|
3