DOI 10.1007/s11075-012-9597-3
ORIGINAL PAPER
1 Introduction
Finding the root of a nonlinear equation f (x) = 0 is a classical problem in
scientific computation. Since 1960s, many methods have been proposed for
solving nonlinear equations, see [17] and the references therein. In these
430
methods, Newtons method is the most well-known one. The Newtons method
for solving nonlinear equations is written as
xn+1 = xn
f (xn )
.
f (xn )
(1)
f (xn )
,
f [xn , zn ]
(2)
f (xn )
yn = xn f [xn , zn ] ,
(3)
f xn , yn f zn , yn + f [xn , zn ] f (yn )
.
xn+1 = yn
f xn , yn
f xn , yn
The method (3) can be applied to solve nonlinear systems of equations and
nonlinear boundary-value problems of ODEs as well. Ren et al. in [4] proposed
another optimal fourth-order Steffensen type method,
f (xn )
yn = xn f [xn , zn ] ,
(4)
f (yn )
x
=
y
.
n+1
n
f xn , yn + f yn , zn f [xn , zn ]
Cordero et al. in [5] also presented the following Steffensen type method with
sixth-order convergence
2 f (xn )2
yn = xn
,
yn xn
(5)
f (yn ) ,
wn = y n
2
f
(y
n ) f (xn )
yn xn
xn+1 = wn
f (wn ) .
2 f (yn ) f (xn )
431
Other Steffensen type methods and their applications are discussed by Zheng
et al. in [6] and by Petkovic et al. in [7]. All these methods are derivative-free
in per full iteration.
The purpose of this paper is to develop a new family of seventh-order
derivative-free methods and give the convergence analysis. This paper is
organized as follows. In Section 2, we present a family of three-step seventhorder iterative methods for solving nonlinear equations. The first two steps
are some known fourth-order Steffensen type methods, while the third step is
constructed by using suitable Taylor expansion and divided difference approximations. The new method is free from any derivatives and has the efficiency
index of 1.627. In Section 3, we prove that the order of convergence of the new
method is seven for nonlinear systems. In Section 4, we give some specific iterative methods which can be used in practical computations. Numerical examples
are given in Section 5 to illustrate convergence behavior of our methods for
simple roots. Section 6 is a short conclusion.
f (xn )
yn = xn f [x , z ] ,
n
n
f (un )
xn+1 = un
,
f (un )
(6)
f (xn )
(un xn )2 ,
2!
(7)
(8)
1
f (xn ) (un xn ) .
2
(9)
432
f (xn )
yn = xn
,
[x
f
n , zn ]
un = g4 (xn ) ,
f (un )
.
xn+1 = un
f [un , xn ] + f un , yn f xn , yn
(12)
For the iterative method defined by (12), we have the following result.
Theorem 1 Let I be an open interval and I a simple zero point of a
suf f iciently dif ferentiable function f :I R. Assume that un = g4 (xn ) is an
optimal fourth-order Stef fensen type method which satisf ies
(13)
un a = B0 e4n + B1 e5n + B2 e6n + B3 e7n + O e8n ,
where B0 = 0 and en = xn . Then the new method def ined by (12) is seventh
order.
Proof Using the Taylor expansion and taking into account f () = 0, we have
f (xn ) = f () en + c2 e2n + c3 e3n + c4 e4n + c5 e5n + c6 e6n + O e7n ,
(14)
f (xn ) = f () 1 + 2c2 en + 3c3 e2n + 4c4 e3n + 5c5 e4n + 6c6 e5n + O e6n ,
(15)
f (xn ) = f () 2c2 + 6c3 en + 12c4 e2n + 20c5 e3n + 30c6 e4n + O e5n ,
(16)
f (xn ) = f () 6c3 + 24c4 en + 60c5 e2n + 120c6 e3n + 210c7 e4n + O e5n , (17)
f (4) (xn ) = f () 24c4 + 120c5 en + 360c6 e2n + O e3n ,
(18)
f (5) (xn ) = f () 120c5 + O (en ) ,
(19)
where ck = f (k) ()
k! f () , k = 2, 3, .
433
f (zn ) f (xn )
f (xn )
f (xn )
= f (xn ) +
(zn xn ) +
(zn xn )2
zn xn
2!
3!
f (4) (xn )
f (5) (xn )
(zn xn )3 +
(zn xn )4 + O e4n = f ()
4!
5!
+ 2c2 f () + c2 f ()2 en
+ 3c3 f () + c22 + 3c3 f ()2 + c3 f ()3 e2n
+ 4c4 f () + 4c2 c3 f ()2 + 6c4 f ()2 + (4c4 + 2c2 c3 ) f ()3
(20)
+ c4 f ()4 e3n + O e4n ,
+
hence
yn = en
f (xn )
= H0 e2n + H1 e3n + H2 e4n + O e5n ,
f [xn , zn ]
where
(21)
H0 = c2 1 + f () ,
(22)
H1 = c3 f ()2 + 3 f () + 2 c22 f ()2 + 2 f () + 2 ,
(23)
H2 = c4 f ()3 + 4 f ()2 + 6 f () + 3
c2 c3 2 f ()3 + 7 f ()2 + 10 f () + 7
(24)
f (4) (xn )
+
(un xn )3 + O e5n
4!
= f () 1 + c2 en + c3 e2n + c4 e3n + (c5 + c2 B0 ) e4n + O e5n ,
f [xn , un ] = f (xn ) +
(25)
f (xn )
f (xn )
f xn , yn = f (xn ) +
(yn xn ) +
(yn xn )2
2!
3!
f (4) (xn )
f (5) (xn )
(yn xn )3 +
(yn xn )4 + O e5n
4!
5!
= f () 1 + c2 en + (c3 + H0 c2 ) e2n + (c3 H0 + c4 + H1 c2 ) e3n
+ c5 + H0 c4 + H1 c3 + H2 c2 + c3 H02 e4n + O e5n .
+
(26)
434
(27)
f (yn ) = f () 1 + 2c2 (yn ) + 3c3 (yn )2 + O e5n ,
(28)
f (yn ) = f () 2c2 + 6c3 (yn ) + O e3n ,
(29)
f (yn ) = f () 6c3 + O e2n .
(30)
f (yn )
f (yn )
f un , yn = f (yn ) +
(un yn ) +
(un yn )2 + O e5n
2!
3!
= f () 1+c2 H0 e2n +c2 H1 e3n + (H2 + B0 ) c2 +c3 H02 e4n + O e5n ,
(31)
f ()
(un ) + O e6n
2!
= f () 1 + c2 B0 e4n + c2 B1 e5n + O e6n .
f [un , ] = f () +
(32)
Hence, together with (12)(13), (25)(26) and (31)(32), we obtain the error
equation:
f (un )
f [un , xn ] + f un , yn f xn , yn
f [un , ]
= (un ) 1
f [un , xn ] + f un , yn f xn , yn
en+1 = xn+1 = un
= B0 e4n + O e5n c3 H0 e3n (c2 H0 2c2 B0 c4 H0 c3 H1 ) e4n + O e5n
= c3 H0 B0 e7n + O e8n
(33)
The error equation (33) gives the seventh-order convergence of the Steffensen
type method defined by (12). This completes the proof.
In terms of computational cost, the developed methods require four eval1
uations of the function per iteration. Let p w be the efficiency index (see
[8]), where p is the order of the method and w is the number of function
evaluations per iteration required
by the method. We see that the
new method
4
has the efficiency index of
7
1.627,
which
is
higher
than
2 1.414 of
Steffensens method (2), 3 4 1.587 of method (3)(4) and 4 6 1.565 of
Corderos method (5).
435
n
un = G4 (xn ) ,
1
F (un ) ,
xn+1 = un [un , xn ; F] + un , yn ; F yn , xn ; F
(34)
= un = Be4 + O e5 ,
(35)
x + h, x; F =
(36)
Expanding F (x + th) in Taylor series at the point x and integrating, we
obtain
1
0
F (x + th) dt =F (x) +
1
1
F (x) h + F (x) h2 + O h3 .
2
6
(37)
(38)
436
where Ai = i!1 F (i) () Li (Rm , Rm ) . From (38) the derivatives of F(xn ) can
be written as
(39)
F (xn ) = F () I + 2A2 e + 3A3 e2 + 4A4 e3 + 5A5 e4 + O e5 ,
F (xn ) = F () 2A2 + 6A3 e + 12A4 e2 + 20A5 e3 + O e4 ,
(40)
F (xn ) = F () 6A3 + 24A4 e + 60A5 e2 + O e3 .
(41)
D (e)1 = I + X2 e + O e2 ,
(44)
X2 = 2A2 + A2 F (a) ,
(45)
(46)
then,
[zn , xn ; F]1 = I 2A2 + A2 F () e + O e2 .
(47)
(48)
yn , xn ; F = F () I + A2 (E + e) + A3 (E + e) e + A4 e3 + O e4 , (49)
[un , xn ; F] = F () I + A2 e + A3 e2 + A4 e3 + O e4 ,
(50)
un , yn ; F = F () I + A2 E + O e4 ,
(51)
[un , xn ; F] + un , yn ; F yn , xn ; F = F () I A3 Ee + O e4 .
(52)
[un , xn ; F] + un , yn ; F yn , xn ; F
= I + A3 Ee + O e4 ,
F (un ) = F () + O 2 = F () + O 2 .
437
(53)
(54)
Therefore, combining (34), (37) with (53)(54), we obtain the error equation:
1
en+1 = xn+1 = [un , xn ; F] + un , yn ; F yn , xn ; F
F (un )
= I + A3 Ee + O e4 + O 2 = A3 Ee + O e8
= A3 B A2 + A2 F () e7 + O e8 .
(55)
This implies that the method defined by (34) is seventh-order convergent. This
completes the proof.
un = yn yn , xn ; F 1 yn , xn ; F zn , yn ; F
(56)
1
+ [zn , xn ; F]) yn , xn ; F
F (yn ) ,
1
F (un ) .
xn+1 = un [un , xn ; F] + un , yn ; F yn , xn ; F
Method 2 Let un be defined by (4), then we obtain another seventh-order
method
1
(57)
F (yn ) ,
un = yn yn , xn ; F + yn , zn ; F [zn , xn ; F]
1
xn+1 = un [un , xn ; F] + un , yn ; F yn , xn ; F
F (un ) .
5 Numerical results
In this section, we compare the related methods by numerical experiments.
438
Example 1 Method 1 (M71, (56)) and Method 2 (M72, (57)) are used to solve
some nonlinear equations and the computation results are compared with
Steffensens second-order method (S2, (2)), Rens fourth-order method (R4,
(4)), Corderos sixth-order method (C6, (5)) and Bis seventh-order method
(B7, (58)), see Table 1. The Bis seventh-order method [13] is as follows:
f (xn )
,
yn = xn
f (xn )
f (xn ) + f (yn )
f (yn )
un = y n
,
f (xn ) + ( 2) f (yn ) f (xn )
f (zn )
xn+1 = zn
,
f zn , yn + f [zn , xn , xn ] (zn yn )
(58)
where R is a constant.
Table 1 shows the difference of between the root a and the approximation
value xn , where is the exact root computed with 1200 significant digits and xn
is computed by using the same total number of function evaluation (TNFE) for
all methods. The absolute values of function (| f (xn )|) and the computational
orders of convergence (ACOC) are also shown in Table 1. Here, the TNFE
Table 1 Comparison of various iterative methods using the same total number of function
evaluations for all methods (TNFE=12)
f1 , x0 = 1
|xn |
| f (xn )|
ACOC
f2 , x0 = 1.8
|xn |
| f (xn )|
ACOC
f3 , x0 = 2.0
|xn |
| f (xn )|
ACOC
f4 , x0 = 2
|xn |
| f (xn )|
ACOC
f5 , x0 = 1
|xn |
| f (xn )|
ACOC
f6 , x0 = 3.6
|xn |
| f (xn )|
ACOC
S2
R4
C6
B7( = 1)
M71
M72
5.4267e-89
9.0822e-89
2.00000000
6.8055e-309
1.1390e-308
4.00000000
1.4208e-205
2.3778e-205
5.99999994
9.7328e-380
1.6289e-380
6.999999999
1.0215e-437
1.7096e-437
7.00000000
4.8742e-419
8.1576e-419
7.00000000
3.8336e-49
1.0596e-48
2.00000000
6.2179e-215
1.7186e-214
4.00000000
1.2499e-281
3.4547e-281
5.99999999
7.5226e-289
2.0792e-288
6.999999274
2.2956e-382
6.3449e-382
7.00000000
7.1118e-412
1.9656e-411
7.00000000
7.4293e-144
7.3082e-144
2.00000000
3.6019e-406
3.5432e-406
4.00000000
2.6016e-159
2.5592e-159
5.99999697
1.2495e-280
1.2291e-280
7.000000165
5.2507e-443
5.1651e-443
7.00000000
9.3078e-490
9.1560e-490
7.00000000
9.5534e-144
1.1073e-143
2.00000000
1.4710e-446
1.7051e-446
4.00000000
2.6296e-198
3.0481e-198
5.99999960
7.8370e-351
9.0839e-351
7.000000011
2.9126e-563
3.3760e-563
7.00000000
5.4226e-553
6.2854e-553
7.00000000
1.5268e-24
2.3291e-24
2.00000012
4.1329e-138
6.3047e-138
4.00000000
9.7854e-180
1.4928e-179
6.00000309
8.0146e-280
1.2226e-279
7.000000306
4.0069e-243
6.1126e-243
6.99999746
4.2145e-282
6.4292e-282
6.99999973
1.3016e-116
7.8392e-117
2.00000000
4.5070e-397
2.7145e-397
4.00000000
4.9403e-258
2.9754e-258
5.99999999
9.9073e-420
5.9670e-420
7.000000000
2.4313e-505
1.4643e-505
7.00000000
1.5104e-521
9.0967e-522
7.00000000
439
for all methods is 12. The computational order of convergence (ACOC) [14] is
defined by
ln xn+1 xn xn xn1
.
(59)
ln xn xn1 xn1 xn2
The numerical results in Table 1 are for the following nonlinear functions:
f1 (x) = cos x x,
0.73908513321516064.
f2 (x) = 10xex 1,
1.6796306104284499.
1
f3 (x) = sin (x) x,
3
2.2788626600758283.
f4 (x) = ex + cos x,
1.7461395304080124.
0.76765326620127890
4.1525907367571583.
The new methods M71 and M72 are also compared with S2, L4, R4 in Tables 2,
3 and 4 by solving some nonlinear systems, where L4 is Lius method (3) and
2 is the 2-norm. S2 is defined as follows:
x
= xk J (xk , Hk )1 F (xk ) ,
k+1
H = diag f
( 1 (xk ) , f2 (xk ) , fn (xk )) , k = 0, 1, 2 ,
k
(60)
where F (x) = ( f1 (x) , f2 (x) , fn (x)) , x = (x1 , x2 , xn ) and R4, L4, M71,
M72 are carried out by the similar divided differences.
Example 2 For the nonlinear system of equations:
(x1 1)4 + ex2 x22 + 3x2 + 1 = 0,
(61)
1.9498e-1
3.5733e-1
1.3891e-2
2.5195e-2
1.4625e-2
2.6467e-2
2.3225e-4
4.0189e-4
2.1880e-4
3.7829e-4
xk 2
F (xk )2
xk 2
F(xk )2
xk 2
F (xk )2
xk 2
F(xk )2
xk 2
F(xk )2
S2
M72
M71
L4
R4
Method
1.1545e-2
2.4423e-2
3.6770e-9
6.3463e-9
2.4459e-9
4.6891e-9
2.9211e-28
5.2250e-28
3.4530e-28
6.1622e-28
1.7492e-5
4.8264e-5
2.3547e-35
4.0689e-35
9.9155e-37
1.7789e-36
3.3844e-196
6.1340e-196
2.1743e-195
3.9133e-195
4
1.5490e-10
2.9008e-10
3.7739e-140
6.5236e-140
3.6144e-146
6.8419e-146
5
6.7827e-21
1.4813e-20
4.3272e-42
1.3337e-41
7.0247
7.0265
3.9952
4.0008
2.0461
ACOC
440
Numer Algor (2013) 62:429444
1.9897e-1
7.6188e-1
1.1505e-2
5.5122e-2
6.4345e-3
2.8921e-2
1.0276e-3
4.1677e-3
1.2122e-3
5.1147e-3
xk 2
F(xk )2
xk 2
F(xk )2
xk 2
F(xk )2
xk 2
F(xk )2
xk 2
F(xk )2
S2
M72
M71
L4
R4
Method
7.8414e-1
2.0217e-1
5.5234e-7
2.2122e-6
1.6596e-7
6.6593e-7
4.0880e-19
1.6386e-18
8.7426e-19
3.5047e-18
1.0327e-2
4.1817e-2
3.1786e-24
1.2754e-23
2.6173e-26
1.0503e-25
4.8645e-127
1.9499e-126
9.9409e-125
3.9848e-124
3
2.7845e-4
1.1434e-3
3.5151e-93
1.4104e-92
1.6199e-101
6.5006e-101
5
8.9842e-6
3.8011e-7
6
9.7688e-15
4.1047e-14
ACOC
6.9967
7.0079
4.0000
3.9998
1.9946
9.4734e-2
8.1958e-2
7.8151e-3
5.3311e-3
1.0307e-2
6.3120e-3
3.2943e-5
2.4613e-5
8.0016e-6
7.9647e-6
xk 2
F(xk )2
xk 2
F(xk )2
xk 2
F(xk )2
xk 2
F(xk )2
xk 2
F(xk )2
S2
M72
M71
L4
R4
Method
2.1430e-2
1.2615e-2
9.4946e-9
6.4031e-9
3.9832e-8
2.5937e-8
1.3858e-31
6.7629e-32
9.7302e-36
4.8099e-36
8.1565e-4
4.7067e-4
2.1042e-32
1.4196e-32
1.0412e-29
6.7679e-30
1.0054e-216
4.8431e-217
4.9447e-246
2.3861e-246
4
1.1729e-6
6.7448e-7
5.0793e-127
3.4268e-127
4.8475e-116
3.1510e-116
5
2.4186e-12
1.3913e-12
6
1.0287e-23
5.9174e-24
ACOC
7.0297
7.0192
4.0001
4.0000
2.0000
442
Numer Algor (2013) 62:429444
443
(62)
x2 + x3 ex1 = 0,
x1 + x3 ex3 = 0,
x1 + x2 ex3 = 0.
(63)
6 Conclusion
By theoretical analysis and numerical experiments, we confirm that the new
Steffensen type methods achieve seventh-order convergence. A development
of an inverse first-order divided difference operator for multivariable function is applied to prove the order of convergence of the new methods for
nonlinear systems. The new methods are also compared in performance and
efficiency with Steffensens method, Lius method, Rens method and Cordero
via numerical examples. It is observed that the new methods have better
performance. The new methods are very suitable to solve nonlinear equations
and are applicable to solve nonlinear systems. Thus, the presented methods in
this paper can be considered as an improvement of Steffensens method.
Acknowledgement The project supported by the National Natural Science Foundation of China
(No. 11071033). The authors thank the referee for the valuable comment and suggestion.
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