OSCULATING PARABLE METHOD AND NUMERICAL EXPERIMENTS ON ATTRACTION BASINS

O. CIRA

Abstract. In this paper we consider a slight generalization of Tangent Parable method and we analyze its convergence and rate of convergence. The paper contains some numerical experiments concerning the attraction basin of some iterative methods for solving nonlinear equation in one variable. The Newton method, Halleys method and Tangent Parable like method are investigated.

1. Introduction In the paper [4], based on an idea of Szabo [6], Maruster has introduced a new variant of tangent parable method for solving nonlinear equations in one variable (Serban [5] developed these methods considering a generalization polynomial of fractional degree). This method has the remarkable property of enlarging the attraction basin, that is the set of points from which we can start the iteration process, and also preserving of the quadratically convergence of Newton method. In what follows, we will refer, in short, to this method as TP method. The basic idea of TP method is the use of a tangent or osculating parable (in place of tangent line) which approximates the given function in the current iteration and takes one of its zeros as the next iterate. Two problems arise: (I) The tangent or osculating parable must be chosen in such way that it intersects the horizontal axis in two real points; (II) It requires a strategy to select between the two zeros the one which ensures a suitable behavior of resulting sequence. In [4] these problems are solved in the following way. Let f be the given function and let P be a quadratic polynomial, P (x) = ax2 + bx + c. The coecients b, c result from the condition that the parable P be tangent to the graph of f in the current iteration x (P (x) = f (x), P (x) = f (x)). The coecient a is chosen so that the conditions (I), (II) be satised. In particular, a = f (x)/4 and then the rst condition is always satised and also the next iterate is moved in the same direction on the horizontal axis as the next iterate of Newton method, i.e. we have the required strategy of selection (condition (II)). In this paper we consider a slight generalization of TP method and we analyze its convergence and the rate of convergence (section 2). In particular, we obtain the Osculating Parable method, in short OP method, which also enlarges the attraction basin and ensures a convergence of order three. In section 3 some numerical experiments are given which allow us to compare the Newton method, the Halleys method [3], [8], the TP method and the OP method.
1991 Mathematics Subject Classication. AMS 65H05. Key words and phrases. Nonlinear equation, iterative method, attraction basin. .
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2. The generalization of the TP method As in [4], let f be a real function dened on interval I . Suppose that f is suciently so that the equation f (x) = 0 has a solution x I . Let x be an arbitrary point of I , which we will consider as the current iteration. A tangent parable P (x) = ax2 + bx + c to the graph of f in the point of coordinate (x, f (x)), intersects the horizontal axis in the points f (x)2 4a f (x) 2a If f (x) = 0, the sign of the square root must be contrary to the sign of f (x), otherwise both values of the roots tend to innite. Therefore, the next value xn can be taken as x1,2 = x + f (x) f (x) xn = x and nally xn = x 1+ 2 1 4a f (x) f (x)2 f (x) f (x) f (x) f (x)2 4a f (x) |f (x)| 2a

(2.1)

which is our generalization of TP method. Note that the coecient a can be chosen in various ways so that the condition (II) is satised and thus we obtain dierent types of methods (TP method is a particular case). In general, this parameter depends of the current iteration x; in the following we will analyze the convergence of the sequence by (2.1), for a parameter a which depend of x. Theorem 2.1. Let f be a function of class C 3 (I ), where I is a closed interval. Suppose that the equation f (x) = 0 has the solution x I , that f (x) = 0 x I , and that a : I R is a function of the same class. Then the sequence {xk } given by (2.1) converges quadratically to x . If a(x) = f (x)/2 then the rate of convergence is three and asymptotically error is given by 1 f (x ) 3 f (x ) Proof. Let G be the generation function of (2.1), that is G(x) := x 1+ 2 1 4a f (x) f (x)2 f (x) f (x)

In the conditions of theorem 2.1 and from the shape of the formula which gives G, it results that G is continuously dierentiable until order three on certain neighborhood of x and its rst three derivatives are bounded. By a simple computation, we have

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(2.2)

G (x ) = 0 f (x ) 2a f (x )

(2.3)

G (x ) =

(2.4)

G (x ) = 2

f (x ) f (x )2 f (x ) a 3 + 12a f (x ) f (x )2 f (x )2

Now, using a well known result (see, for example, [7], p. 22, theorem 2.3) about the convergence of general iterative schemes and taking into account (2.2), it results that the sequence {xk } given by (2.1) converges to x and that rate of convergence is two. It can be observed in (2.2) that if a(x) = f (x)/2 x I , then G (x ) = 0; the same value its obtained if we put the condition that the polynomial P be an osculating parable, P (x) = f (x). Therefore, is righteously to name this as Osculating Parable method, in short, OP method. The last part of theorem result from (2.4), if a = f (x )/2 then G (x ) = 2f (x )/f (x ) and asymptotically error is given by G (x )/3!. Remark 2.2. If x is suciently close to x then the next iterative exists, because in this case 1 2f (x)f (x)/f (x)2 > 0; but in general this circumstance can aect the amount of attraction basin. We can take |f (x)| |f (x)| f (x) 2

a(x) =

and the sequence {xk } generated by the OP method converges quadratically 1 f (x ) with an asymptotically error of . 2 f (x ) In this condition we have: (a) OP method is: OP (x) = x 1+ f (x) f (x) |f (x)f (x)| 1+2 f (x)2 2

(b) SOP (Simple Osculating Parable) method is: SOP (x) = x 1+ f (x) |f (x0 )f (x)| f (x) 1+2 f (x)2 2 1 f (x ) . 2 f (x )

where x0 is the initial value and has an asymptotically error

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(c) POP (Parallel Osculating Parable) method is: f (x) f (x) m |f (x)| 1+2 f (x)2 2 1 f (x ) . 2 f (x )

P OP (x) = x 1+

where m = max |f (x)| and has asymptotically error

xI

Remark 2.3. The quadratically convergence is valid for any function a suciently smooth on I . In the particular case when a(x) = f (x)/4 we obtained the TP method considered in [4].

3. Numerical Experiments In this section the attraction basins are estimated for the Newton method, the Halleys method, the TP method and the OP method. Note that some of the equations considered here are from [1]. For each considered method a graph is drawn representing the number of iteration [2] which is needed for reach a given precision (actually, 1014 ), in function of starting value. The decision of non convergence was made if after 100 iterations the solution was not touched with considered precision. The results are presented below. For each equation for each method the graphs are plotted in separate boxes. The gures 1, 2, . . . contain these graphs corresponding to the equation . . . . Note that the main attraction basin, that is the connected part of whole attraction basin which contain the solution [4], can be easily seen on these graphs; it is interval around x in which the graph is under the horizontal lines on the top of the box. For example, for gure 1, the main attraction basins (in short mab( . . . ) corresponding to the considered methods, are mab(N), mab(H), mab(TP) and mab(OP). Maruster in [4] it is showing that mab(N, f, x ) = [a, b] can be determined by the following value :

a = max{x | N (N (x)) = x, where x < x and f (x ) = 0} b = min{x | N (N (x)) = x, where x > x and f (x ) = 0} where N (x) = x f (x)/f (x). Thus, two programs have been conceived in Mathcad 2000 for the calculus of a and b.

a = Bl(f, , x, n) b = Br(f, x, , n)

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Bl(f, , x, n) :=s root(f (x), x) s h n j0 f or k 1 n y skh continue on error y root(g (y ), y ) if (Im(y )=0) (|y s| > ) vj y j j+1 j0 f or k 0 last(v ) if vk < s uj vk j j+1 a max(u) return a

Br(f, x, , n) :=s root(f (x), x) s n j0 h f or k 1 n y s+kh continue on error y root(g (y ), y ) if (Im(y )=0) (|y s| > ) vj y j j+1 j0 f or k 0 last(v ) if s < vk uj vk j j+1 b min(u) return b

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where f is the studied function, x is an approximation of the solution to the equation f (x) = 0 that can be established from the graph of f ; and establish the (, ) interval over which the search of a and b is being done, n is the number of exploring points from [, x ) and (x , ] intervals and g (x) = N (N (x)) x. The table below contains 10 nonlinear equations among them from [1]. N o. eq. 1 2 3 4 5 6 7 8 9 10 Equations Solutions x cos(x) = 0 0.7394300 arctan(x) = 0 0.0000000 x/(1 + |x|) sin(x)/5 = 0 0.0000000 x5 2x3 + 11x/10 = 0 0.0000000 x/(1 + |x|) = 0 0.0000000 2 x/(1 + x ) = 0 0 .0000000 0.0000000 x3 + 3 x = 0 x sin(x)2 = 0 0.0000000 sin(x)3 + ln(1 + x2 ) = 0 0.0000000 (x + sin(x)2 )/(1 + |x|) = 0 0.0000000 mab(N ) (0.65, 3.05) (1.39, 1.39) (0.64, 0.64) (0.35, 0.35) (0.99, 0.99) (0.57, 0.57) (1.57, 1.57) (1.45, 0.52) (0.63, 1.53) (0.35, 0.87) mab(H ) (1.65, 4.80) (, ) (1.25, 1.25) (0.85, 0.85) (, ) (1.00, 1.00) (2.80, 2.80) (3.10, 1.05) (0.95, 1.95) (0.50, 1.65) 4. Appendix References
1. G.E. Alefeld and F.A. Potra, Some ecient methods for enclosing simple zeros of nonlinear equations, BIT 32 (1992), 334344. 2. O. Cira, Numerical experiments for convergence domain, Bulletins for Applied and Computer Mathematics BAM-1646 (LXXXVII) (1999), 129146. 3. M. Davis and B. Davson, On global convergence of Halleys iteration formula, Numer. Math. 24 (1975), 133135. 4. St. Maruster, On the tangent parabola method for nonlinear equations in the one variable, Tech. report, Vest University of Timi soara, 2001. 5. R. Serban, Algoritmi de optimizare unidimensional a, Stud. Cercet. Cal. Eco. Ciber. Eco. 22 (1987), 5367. 6. Z. Szabo, Uber gleinchungslosende iterationen ohne divergenzpunkt., Publ. Math. Debrecen. 20 (1973), 223233. 7. J.F. Traub, Iterative methods for the solution of equations, Chelsea Pub. Comp., New York, 1982. 8. M.A.H. Veron, A note on Halleys method, Numer. Math. 59 (1991), 273276. Aurel Vlaicu University of Arad E-mail address : info.uav@inext.ro

a 0.6548946 1.3915970 0.6386125 0.3518148 0.9996905 0.5773046 0.3604703 1.4512104 0.6306469 0.3468248

b 3.0494174 1.3915970 0.6385952 0.3518157 0.9996905 0.5773046 0.3604703 0.5190528 1.5356115 0.8779306

N o. f ig. & eq. 1 2 3 4 5 6 7 8 9 10

mab(T P ) (, ) (, ) (4.95, 4.95) (0.40, 0.40) (, ) (1.05, 1.05) (2.35, 2.35) (, ) (0.70, 1.90) (3.30, 1.65)

mab(OP ) (, ) (4.10, 4.10) (4.95, 4.95) (0.50, 0.50) (4, 25, 4.25) (1.05, 1.05) (3.85, 3.85) (, ) (0.70, 2.00) (3.65, 2.15)

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Figure 1. The main attraction basins for x cos(x) = 0

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Figure 2. The main attraction basins for arctan(x) = 0

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Figure 3. The main attraction basins for x/(1 + |x|) sin(x)/5 = 0

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Figure 4. The main attraction basins for x5 2x3 + 11x/10 = 0

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Figure 5. The main attraction basins for x/(1 + |x|) = 0

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Figure 6. The main attraction basins for x/(1 + x2 ) = 0

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Figure 7. The main attraction basins for x3 +

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Figure 8. The main attraction basins for x sin(x)2 = 0

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Figure 9. The main attraction basins for sin(x)3 + ln(1 + x2 ) = 0

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Figure 10. The main attraction basins for (x + sin(x)2 )/(1 + |x|) = 0