Chapter 4

Three-point optimal methods

As noted in the previous chapter, optimal multipoint methods of order higher than four were stated by Kung and Traub (1974). In the next 33 years many three-point methods requiring image were constructed, but their order did not reach optimal order image, see Chapter 3. However, it is worth noting that an optimal family of three-point methods was implicitly given in Neta’s paper (Neta, 1981) as a composite part of a four-point family of order sixteen, but neither the author emphasized and announced this fact nor other authors noticed this “nested” three-point family. More details are given in Remark 5.3. The above story refers to multipoint methods without memory as classified using Traub’s approach given in Section 1.1, that is, it is assumed that methods use only one starting approximation. We recall that Neta (1983) constructed three-point methods with order 10.815˙ but using three initial approximations so that Neta’s method is treated separately in the class of methods with memory, see Chapter 6. In this chapter we discuss three-point optimal methods without memory. Many iterative methods of optimal order eight, derived using different techniques in the period 2009–2011, are presented.

4.1 Optimal three-point methods of Bi, Wu, and Ren

We ended the previous chapter with the seventh-order method of Bi et al. (2008). To achieve optimal order eight, the same authors have applied a similar approach to approximate image in the third Newtonian step. In addition, they have introduced a weight function and two parameters in a three-step iterative scheme. Handling suitably chosen weight function and more parameters resulted in a family of three-point methods with optimal order eight presented by Bi et al. (2009b).

Using the approximation

image (4.1)

derived in Section 3.5 (see (3.81)), the following three-point method was stated by Bi et al. (2009b),

image (4.2)

image and image is a real-valued function.

The following convergence theorem was proved by Bi et al. (2009b).

Theorem 4.1

Let image be a zero of image on an open interval image. If image is sufficiently close to image, then the sequence image generated by any method from the family (4.2) converges to image. If h is a function satisfying

image (4.3)

and image, then any method of the family (4.2) is of order eight.

The proof of this theorem, given by Bi et al. (2009b), uses a standard technique based on Taylor’s series. In the case of multipoint methods, such an approach deals with rather cumbersome and lengthy expressions so that any manipulation and calculation most often require the use of computer. In such circumstances it is reasonable to determine the convergence rate using symbolic computation, as done in this book several times. If necessary, intermediate expressions can always be displayed during this computation. For this reason, we give a proof of Theorem 4.1 using symbolic computation in the computational software package Mathematica.

Let us introduce the following abbreviations used in the program below:

crimage.

fximage,

eyimageezimagetimage,

h0image.

For simplicity, iteration indices are omitted.

Program (written in Mathematica)

h0 = 1; h10 = 2; h20 = 10;

fx = f1a∗(e + c2∗eˆ2 + c3∗eˆ3 + c4∗eˆ4 + c5∗eˆ5);

f1x = D[fx,e]; ey = e-Series[fx/f1x,{e,0,8}];

fy = f1a∗(ey + c2∗eyˆ2 + c3∗eyˆ3 + c4∗eyˆ4);

t = Series[fy/fx,{e,0,8}];

h = h0 + h10∗t + h20/2∗tˆ2 + h30/6 ∗tˆ3;

ez = ey-h∗Series[fy/f1x,{e,0,8}];

fz = f1a∗(ez + c2∗ezˆ2 + c3∗ezˆ3 + c4∗ezˆ4);

 fzy=(fz-fy)/(ez-ey); fzx=(fz-fx)/(ez-e);

fzxx=(fzx-f1x)/(ez-e); f1z = fzy + fzxx∗(ez-y);

e1 = ez-(fx + b∗fz)/(fx+(b-2)∗fz)∗Series[fz/f1z,{e,0,8}]

image

From the last expression of e1 we conclude that the order of convergence of the family of methods (4.2) is eight. Since this family requires only image F.E. and attains the order image, it supports the Kung-Traub conjecture on the upper bound of the order of convergence of multipoint methods without memory, see Section 1.3.

Remark 4.1

The reader may ask about a method for establishing the conditions (4.3) that guarantee the eight order of the family (4.2). As mentioned several times in this book, old paper-and-pencil fashion is almost impossible in a convergence analysis of multipoint methods of higher order so that symbolic computation is used. The values of image, image, and image in Theorem 4.1 are determined in the same manner as in Section 2.4; suitable conditions are imposed to achieve as high order of convergence as possible. The program above gives automatic computer-aided proof, while the program in Section 2.4 has a constructive character but also serves as automated theorem prover.

Remark 4.2

It was proved by Bi et al. (2009b) that the order of convergence of the family (4.2) is seven if the conditions of Theorem 4.1 are relaxed. If image and image are any real parameters and image, image with arbitrary but bounded image and image, then the order of (4.2) is seven.

Remark 4.3

Observe that the term image in the third step of (4.2) is King’s correction which appears in King’s two-point method (2.57). Furthermore, the first two steps in (4.2) define a two-point family similar to (2.74), but under stronger conditions for the weight function.

Choosing different forms of the function h in (4.2) satisfying (4.3), a variety of three-point methods can be obtained. The following four particular forms of h were proposed by Bi et al. (2009b):

1) image,

2) image,

3) image,

4) image.

For each of these functions the corresponding three-point method, referred to as Method 1,…, Method 4, has been presented and tested in numerical examples. Some of these methods have been compared with other existing three-point methods of order eight, see Tables 4.1, 4.2, 4.5, 4.6, 4.7, 4.8.

Table 4.1 image

Image

Table 4.2 image

Image

Table 4.3 List of optimal two-point methods

Image

Table 4.4 List of tested functions with initial guesses

Image

Table 4.5 Results of Example 4.1, image

Image

Table 4.6 Results of Example 4.4, image

Image

Table 4.7 Results of Example 4.5, image

Image

Table 4.8 Results of Example 4.7, image

Image

The same authors have proposed another family of three-point methods of optimal order eight by Bi et al. (2009a), which is similar to the already presented family (4.2). King’s method from the third step of (4.2) is shifted to the second step, a weight function is applied in the third instead of second step, while the approximation of image remains the same (given by (4.1)). This three-point family has the form

image (4.4)

image and image is a real-valued function chosen so that the family (4.4) attains eighth order.

The following theorem, concerning convergence conditions and convergence order, was proved by Bi et al. (2009a).

Theorem 4.2

Let image be a zero of image on an open interval image. If image is sufficiently close to image, then the sequence image generated by any method of the family (4.4) converges to image with order eight if image and p is any function with the properties

image (4.5)

Comparing the family (4.4) to (4.2) we observe that the conditions on the weight function are relaxed (image is arbitrary) but the real parameter image is fixed. The proof of Theorem 4.2 given by Bi et al. (2009a) uses a standard technique based on Taylor’s series. It can also be carried out in an easy way by symbolic computation.

As for the family (4.2), some particular forms of the weight function p in (4.4) (satisfying (4.5)) were presented by Bi et al. (2009a):

1) image,

2) image,

3) image.

4.2 Interpolatory iterative three-point methods

In this section we consider families of three-point interpolatory methods with optimal order eight requiring four F.E. These families rely on optimal two-point methods belonging to the class image and use the interpolation techniques to approximate image in the third step, see Petković (2010), Petković (2011b), and Petković and Petković (2010).

4.2.1 Optimal three-point methods based on Hermite’s interpolation

Let f be a real function defined on an open interval image and image does not vanish on image. Let us assume that a simple zero image of f is isolated in the interval image and let image denote an iteration function from the class image of optimal two-point iterative methods, considered extensively in Chapter 2. Then the improved approximation image to image can be found by the following three-step iterative scheme:

image (4.6)

For simplicity, we omit the iteration index.We note that the first two steps define an optimal two-point method from the class image with the order image using Newton’s method of order two in the first and third step. The presented scheme is simple and, according to Theorem 1.3, its rate of convergence is equal to image.

Observe that the three-point method (4.6) requires five F.E. per iteration, that is, it is not optimal in the sense of Kung-Traub’s conjecture. To reduce the number of F.E., we approximate image using available data. Since we have four values image, image, image, and image, it is convenient to approximate f by its Hermite’s interpolating polynomial image of degree 3 at the nodes imageand utilize the approximation image in the third step of the iterative scheme (4.6). This idea was employed by Petković (2010) and Petković (2011b) for a general class of optimal multipoint methods, see Section 5.4. Other techniques for approximating image are demonstrated in this chapter in the examples of other optimal methods of order eight, including (4.2) and (4.4).

Hermite’s interpolating polynomial of third degree has the form

image (4.7)

and its derivative is

image (4.8)

The unknown coefficients will be determined using available data from the conditions:

image

Putting image into (4.7) and (4.8) we immediately get image and image. The coefficients image and image are obtained from the system of two linear equations formed by using the remaining two conditions putting image and image into (4.7). We obtain

image (4.9)

and

image (4.10)

Replacing the coefficients image and image given by (4.9) and (4.10) into (4.8) and putting image, we get the explicit formula for image,

image (4.11)

We now use (4.11) to approximate image in (4.6) and state the following family of three-point methods: Given an initial approximation image, the improved approximations are calculated by the three-point iterative process

image (4.12)

The proposed eighth-order family (4.12), costing only four F.E., is the subject of Theorem 4.3. The proof of this theorem requires the estimation of quality of the approximation image.

Let image be Hermite’s interpolating polynomial of degree m satisfying

image (4.13)

where image are interpolation nodes and image are their respective multiplicities. The error of the Hermite interpolation is given in Theorem 3.1. Using (3.14) we state the following convergence theorem.

Theorem 4.3

If an initial approximation image is sufficiently close to a zero image of a function f, then the family of three-point methods (4.12) is of order eight.

Proof.

For brevity, we again omit the iteration index and consider the values image in one iteration step, denoting the improved approximation with image. Let us introduce the errors

image

Since the iteration function image is of fourth order, we have the estimation

image (4.14)

where image is the asymptotic error constant of the two-step method image applied in (4.12). It is evident that

image (4.15)

Let us find the order of convergence of the modified Newton method

image (4.16)

that appears in the third step of (4.12) after substituting image by image (given by (4.11)). To do that, we compare (4.16) to Newton’s method image. Consider a special case of (4.13) when image, and image, image are multiplicities of the nodes image, image and image, respectively. Then, in regard to (3.14), the error of Hermite’s interpolation is given by

image (4.17)

Differentiating (4.17) and taking image, in regard to (4.14) and (4.15) we obtain

image

image

This relation yields

image

image and image. Hence

image (4.18)

which means that the modified Newton method (4.16) also possesses the quadratic convergence. Finally, according to (4.14) and (4.18), we get

image

which completes the proof of Theorem 4.3.  image

Remark 4.4

By virtue of (4.14) and (4.18), from Theorem 1.3 it also follows that the order of convergence of the composite iteration (4.12) is image.

Remark 4.5

Since the convergence order of (4.12) is image and the number of F.E. is image for the considered class of three-point methods image, we conclude that the family (4.12) supports the Kung-Traub conjecture.

Using the Taylor series and symbolic computation in Mathematica we can determine the asymptotic error constant of the three-point method (4.12). The notation is the same as in the previous section.

Program (written in Mathematica):

fx = f1a∗(e + c2∗eˆ2 + c3∗eˆ3 + c4∗eˆ4); f1x = D[fx,e];

ey = e-Series[fx/f1x,{e,0,4}];

fy = f1a∗(ey + c2∗eyˆ2 + c3∗eyˆ3 + c4∗eyˆ4);

ez = A4∗eˆ4; fz = f1a∗(ez + c2∗ezˆ2 + c3∗ezˆ3 + c4∗ezˆ4);

fxy=(fx-fy)/(e-ey);

fxz=(fx-fz)/(e-ez);

fyz=(fy-fz)/(ey-ez);

f1z = fxz∗(2+(ez-e)/(ez-ey))-(ez-e)ˆ2/((ey-e)∗(ez-ey))∗fxy + f1x∗(ez-ey)/(ey-e);

e1 = ez-fz/f1z//Simplify

image

Therefore, the asymptotic error constant (AEC) of the class of methods (4.12) is given by

image

Here image presents AEC of the particular two-point method image applied to the iterative scheme (4.12). For example, image for King’s two-point family

image (4.19)

so that the AEC of the three-point method (4.12) in this particular case is

image

Remark 4.6

Note that the output Out[e1] of the above program points to the eighth order of convergence. In fact, this program determines the rate of convergence of the three-point scheme (4.12) in an easy way using symbolic computation, see Remark 4.14.

Families of three-point methods, which also use Hermite’s interpolation, have been developed by Kou et al. (2010). The following three steps have been chosen as a starting scheme:

image (4.20)

image is a real function of two variables which is calculated using the already found values image, image, and image. This function should be taken so that a two-point method formed by the first two steps has optimal order four. Recall that such two-step methods are considered in Section 2.3.

The third step in (4.20) is, in fact, Newton’s method (or, more generally, a Newton-like method) so that we can regard image, without loss of generality. image is calculated by available data image, image, image, image.

Kou et al. (2010) have proposed two families of three-point methods of optimal order eight. The first family uses the approximation of image by the cubic Hermite interpolating polynomial

image

Proceeding in the same way as for the family (4.12), one obtains (see (4.11))

image

Putting this approximation in (4.20) instead of image, Kou et al. (2010) have stated the following family of three-point methods (compare to (4.12))

image (4.21)

As noticed above, the first two steps in (4.20) make an optimal method of order four, that is, the following error relation is valid

image (4.22)

where image is the asymptotic error constant of the applied fourth-order method. Using this estimate, the following error relation has been derived by Kou et al. (2010),

image

proving that the order of convergence of the family (4.21) is eight.

In the same paper (Kou et al., 2010) the authors have extended the family (4.21) by modifying the third step as follows

image (4.23)

requiring that the function image satisfies

image (4.24)

It has been proved that the family (4.23) is of eighth order under the condition (4.24). More precisely, the following error relation

image

is valid, pointing to the eighth order of the family (4.23).

Note that the choice

image

immediately gives (4.21). Another choice is

image (4.25)

where

image (4.26)

Since

image

one obtains

image

so that

image

Hence

image

which means that the function image, defined by (4.25) and (4.26), is of the required form (4.24).

Remark 4.7

Note that the families (4.21) and (4.23) require four F.E. and have order eight, which means that they support the Kung-Traub conjecture and have optimal efficiency index image. Choosing different forms of image and image, many new three-point methods can be obtained.

Another three-point method of optimal order eight, constructed by Hermite’s interpolation for approximating image in the third step, has been proposed by Wang and Liu (2010b),

image (4.27)

image is given by (4.11). The first two steps define Ostrowski’s method (2.47). Since this method is a member of the class image of optimal fourth-order methods, it turns out that the method (4.27) is a special case of the family (4.12).

4.2.2 Three-point methods based on rational function interpolation

Consider again the family of three-point methods (4.6). Since this family is not optimal, to reduce the number of F.E. we will approximate image using available data image, image, image, and image. For this purpose, we interpolate f by a rational fraction

image (4.28)

see Petković et al. (2010a). From (4.28) we find

image (4.29)

The unknown coefficients image are determined from the conditions:

image (4.30)

Putting image into (4.28) and (4.29) and using (4.30)-(i) and (4.30)-(iv), we get image and image. The coefficients image and image are obtained from the system of two linear equations formed by using (4.30)-(ii) and (4.30)-(iii), and putting y and z into (4.28) instead of t. We get

image (4.31)

Finally, we find

image (4.32)

recalling that image. Replacing the obtained coefficients into (4.29) and putting image, we get the explicit formula for image that uses only available data image, image, image, and image. In this way, the nonlinear fraction w and its derivative image are completely determined by (4.28)(4.32).

Setting image (calculated from (4.29) for image) into (4.6) instead of image, L. Petković, M. Petković, and Džunić (Petković et al, 2010a) have constructed a family of three-point methods: Given an initial approximation image, the improved approximations image are calculated by the three-point iterative method

image (4.33)

image is any two-point method of optimal order four with the asymptotic error constant image, that is,

image

The proposed family of root-solvers requires only four F.E. We will see later that its order of convergence is eight, that is, the family of three-point methods (4.33) is optimal.

Using Taylor’s series and symbolic computation in Mathematica, we can find the order of convergence and the asymptotic error constant of the three-point methods (4.33). The same notation from Section 4.1 is used.

Program (written in Mathematica):

fx = f1a∗(e + c2∗eˆ2 + c3∗eˆ3 + c4∗eˆ4);

f1x = D[fx,e];

ey = e-Series[fx/f1x,{e,0,7}];

fy = f1a∗(ey + c2∗eyˆ2 + c3∗eyˆ3 + c4∗eyˆ4);

ez = A4∗eˆ4; fz = f1a∗(ez + c2∗ezˆ2 + c3∗ezˆ3 + c4∗ezˆ4);

 fxy=(fx-fy)/(e-ey);

 fxz=(fx-fz)/(e-ez);

 fyz=(fy-fz)/(ey-ez);

b1 = fx;

 b3=(f1x∗fyz-fxy∗fxz)/((e∗(fy-fz)+ey∗fz-ez∗fy)/(ey-ez)-fx);

b4 = b3/fxy+(f1x-fxy)/((ey-e)∗fxy);

b2 = f1x + fx∗b4;

w1z=(b2-b1∗b4 + b3(ez-e) ∗(2 + b4(ez-e)))/(1 + b4(ez-e))ˆ2;

e1 = ez-fz/w1z//Simplify

image (4.34)

The output (4.34) of the above program proves the eighth order of convergence of the family of three-point methods (4.33). Taylor’s expansions used in the program assume sufficiently small image, which means that the initial approximation should be reasonably close to the root image. Altogether, we can state the following theorem (Petković et al., 2010a).

Theorem 4.4

If an initial approximation image is sufficiently close to a zero image of f, then the order of the family of three-point methods (4.33) is eight.

Remark 4.8

Since the number of F.E. is image and the convergence order is image, we conclude that the considered family of three-point methods (4.33) supports the Kung-Traub conjecture.

From (4.34) we observe that the asymptotic error constant of the family (4.33) is given by

image

The AEC image is to be determined for each particular two-point method image applied in the iterative scheme (4.33). For example,

image

for King’s two-point method (4.19) so that the AEC of the three-point method (4.33)image(4.19) in this particular case is

image

To demonstrate the convergence behavior of the proposed family of three-point methods (4.33), we present two examples implemented in Mathematica by the use of multi-precision arithmetic. For comparison, we also display results obtained by the family (4.2) constructed by Bi et al. (2009b), referred to as Method 1 and Method 2, Kung-Traub’s families (3.1) and (3.2) developed by Kung and Traub (1974), and by the family of three-point methods (4.12) (see Petković and Petković, 2010).

To represent various two-point methods from the class image, we have chosen in (4.12) King’s family (4.19) for particular values of parameter image, Maheshwari’s method (2.85), and the method (2.86) developed by Petković and Petković (2007c). The tables of results also contain the computational order of convergence, evaluated by (1.10).

Example 4.1

We applied the aforementioned methods to the test function

image

for finding its zero image isolated in the interval image. To find an initial approximation image, we employed Yun’s algorithm described in Section 1.4 with the statement

x0 = 0.5∗(a + b + Sign[f[a]]∗NIntegrate[Tanh[m∗f[x]],{x,a,b}])taking image, image, image, and found very good approximation image. However, for more realistic investigation of convergence behavior, we dealt with a cruder approximation image. The absolute values of the approximation errors image in the first three iterations are displayed in Table 4.1.

Example 4.2

The three-point methods tested in Example 4.1 were also applied to the function

image

to approximate its zero image In this test we used the common initial approximation image. The results are presented in Table 4.2.

Regarding the results given in Tables 4.1 and 4.2 and a number of numerical examples, we conclude that the proposed optimal three-point methods (4.33) are extremely fast and very efficient. Their efficiency index

image

is higher than the efficiency index of optimal two-point methods. Two iterative steps are usually sufficient in solving most practical problems at present. The third iteration serves only to demonstrate remarkably fast convergence of the root-solvers considered. From the comparison study, we also conclude that the family (4.33) and the eighth-order methods given in the papers (Bi et al., 2009b; Kung and Traub, 1974; Petković and Petković, 2010) produce results of approximately the same quality. We also observe that the values of the computational order of convergence image, given in the last column of Tables 4.1 and 4.2, very well match the theoretical order of convergence.

4.2.3 Three-point methods constructed by inverse interpolation

The next family of optimal three-point methods relies on optimal two-point methods applied in the first two steps and the inverse interpolating polynomial of third degree used in the third step, see Neta and Petković (2010). A general form of optimal two-point methods with a derivative is as follows

image (4.35)

image

image (4.36)

image

In what follows we consider a rather wide family (2.74) of optimal two-point methods of order four of the form

image (4.37)

previously studied in Section 2.3. The function g takes a role of a weight function and commonly involves only a few basic arithmetic operations. Although several forms of g are given in Section 2.3, in order that the material on particular two-point methods from the family (4.37) be self-contained, we give in Table 4.3 six forms of g, denoted by image. The entry y in Table 4.3 denotes Newton’s approximation image. All methods listed in Table 4.3 are of optimal order four and possess the efficiency index image.

We start with any two-step optimal method of order four (using two evaluations of f and one evaluation of image) and add sub-steps resulting from inverse interpolation. This idea was used by Neta (1981) in constructing an optimal method of order 16.

To get a three-point optimal eighth-order method using four F.E., we use the inverse interpolation with a cubic polynomial

image (4.38)

Clearly when substituting image we have

image (4.39)

Differentiating (4.38) we get

image

Therefore

image (4.40)

To find the parameters c and d, we set image and image in (4.38), where image is the result of application of any optimal fourth-order method (4.35). Upon using the values of a and b given by (4.39) and (4.40), we get

image

Where we denote image. We can rewrite this system as

image (4.41)

Subtracting the second equation of (4.41) from the first gives

image

Hence

image (4.42)

and

image (4.43)

Once we have c and d we get the three-point method

image (4.44)

To prove that the method (4.44) is of order eight, we quote a theorem due to Traub (1964).

Theorem 4.5

(Traub, 1964) Let image, image be image approximations to a zero image of f. Let image be interpolating polynomial at image in the sense of

image

where image is the inverse of f. Define a new approximation to image by

image

and let image, then

image (4.45)

for suitable constants image.

The following theorem was stated by Neta and Petković (2010).

Theorem 4.6

If an initial approximation image is sufficiently close to a zero image of a function f, then the order of convergence of the family of three-point methods (4.44) is eight.

Proof.

Theorem 4.5 holds for successive one-point iterations and we will apply it for a fixed iteration but introducing partial errors in each step of a multipoint method. For this purpose, we will rewrite the error relation (4.45) in the form

image (4.46)

with

image

assuming that an image-step method consists of an array of approximations image.

Taking image, image and image for the method (4.44), according to Theorem 4.5 and (4.46) we have

image

where image and image. Furthermore, image since the first (Newton’s) step is of second order. Also image and therefore

image

which means that the method (4.44) is of order eight.  image

Remark 4.9

The three-point methods (4.44) are optimal of order eight and possess the efficiency index

image

4.2.4 Numerical examples

We now present numerical experiments that compare the family of three-point methods (4.44) to some other optimal three-point methods of eighth order, taking variants of the two-point optimal method (4.37) in (4.44). We have selected several eighth-order methods for demonstration. Note that approximations obtained by the remaining three-point methods of optimal order eight, not displayed here, are of approximately the same quality.

We now turn to the four examples listed in Table 4.4 along with the initial guess used.

The errors imagein the first three iterations for the tested examples are given in Tables 4.54.8. The computational order of convergence, evaluated by the approximate formula (1.10), is included in the presented tables.

From the results shown in Tables 4.54.8 and a number of numerical experiments we conclude that the proposed three-point methods (4.44) are remarkably fast. This class of methods is competitive to other existing eighth-order methods. If initial approximations are reasonably close to the desired roots, then two iterations are sufficient for most practical problems. The computational order of convergence image, defined by (1.10), matches very well the theoretical results given in Theorem 4.6. Finally, from Table 4.8 (Example 4.6) we observe that the methods (4.2) and (4.56) show relatively slower convergence rate compared to other tested methods. Note that finding roots of the tested polynomial image is not an easy task because this polynomial has very large coefficients in magnitude and roots grouped in the rectangle image in the complex plane making a cluster, see Figure 4.1. However, other numerical examples (such as Examples 4.3, 4.4 and 4.5) show that the methods (4.2) and (4.56) are not worse compared to other tested methods.

image

Fig. 4.1 Distribution of the roots of the polynomial image

4.3 Optimal methods based on weight functions

In this section we present several families of three-step methods with optimal order image using image F.E. Consequently, these methods support the Kung-Traub conjecture. These families are based on approximations of the derivative image at the points y (second step) and z (third step) using suitable weight functions with arguments that depend on available data. Note that this classification is not strict; for example, the multipoint methods (4.2), (4.4), (4.20), and (4.21) could also be regarded as methods based on weight function(s).

4.3.1 Family based on the sum of three weight functions

First we consider a family of three-point methods constructed by Thukral and Petković (2010). The first two steps constitute King’s family (4.19), while the third step is constructed using three weight functions determined in such a way that the order of convergence of the three-step method is eight.

For simplicity, we omit the iteration index k and denote a new approximation with image. We start with the three-step scheme

image (4.47)

image (4.48)

are independent variables and image, and image are arbitrary real functions which should be determined so that the three-point method (4.47) is of order eight. If image is an approximation to the zero image of f, then the corresponding iterative method is defined by

image

We will use Taylor’s expansion about the zero image to express image, image, and image as series in terms of image, image, and image, respectively. Then, according to (4.48), we represent image, image, and image as Taylor polynomials in image.

Assume that x is sufficiently close to the zero image of f, then image, image, and image are close enough to 0. Now represent the real functions image, and image appearing in (4.47) by Taylor’s series about 0,

image (4.49)

image (4.50)

image (4.51)

The expressions of Taylor polynomials (in image) of functions involved in (4.47) are cumbersome and lead to tedious calculations so that we use symbolic computation to find candidates for image, and image.

We will find the coefficients image of the expansions (4.49)–(4.51) using a simple program in Mathematica and an interactive approach explained by the comments C1C5 (see, also, Section 2.4). First, let us introduce the following abbreviations used in this program.

fi0imagefi1imagefi2imagefi3image,

psi0imagepsi1imageom0imageom1image, bimage.

Program (written in Mathematica.)

fx=f1a∗(e + c2∗eˆ2 + c3∗eˆ3 + c4∗eˆ4 + c5∗eˆ5 + c6∗eˆ6 + c7∗eˆ7 + c8∗eˆ8);

f1x = D[fx,e]; ey = e-Series[fx/f1x,{e,0,8}];

fy = f1a∗(ey + c2∗eyˆ2 + c3∗eyˆ3 + c4∗eyˆ4);

ez = ey-fy/f1x∗(fx + b∗fy)/(fx+(b-2) fy);

fz = f1a∗(ez + c2∗ezˆ2 + c3∗ezˆ3 + c4∗ezˆ4);

t1 = fy/fx; t2 = fz/fy; t3 = fz/fx;

fi = fi0 + fi1∗t1 + fi2/2∗t1ˆ2 + fi3/6∗t1ˆ3;

psi = psi0 + psi1∗t2;

omega = om0 + om1∗t3;

e1 = ez-fz/f1x∗(fi + psi + omega)//Simplify;

a4 = Coefficient[e1,eˆ4]

image

psi0 = 0; om0 = 0; fi0 = 1; a5 = Coefficient[e1,eˆ5]//Simplify

image

fi1 = 2; a6 = Coefficient[e1,eˆ6]//Simplify

image

psi1 = 1; fi2 = 10--4b; a7 = Coefficient[e1,eˆ7]//Simplify

C4: image

om1=4; fi3=12bˆ2-72b+72; a8=Coefficient[e1,eˆ8]//Simplify

image

Comment C1: From the expression of the error image we observe that image is of the form

image (4.52)

The iterative three-point method image will have order eight if the coefficients of the expansions appearing in (4.49)-(4.51), are determined in such a way to annihilate image, image, image, image in (4.52). We find these coefficients equating shaded expressions in the boxed formulae to 0. First, from Out[a4] we have

image

We take image for simplicity, and hence, image. Then image, image, image, and image are calculated using the already found coefficients. We could take image, but this gives only a slight generalization. Comment C2: From Out[a5] we see that the choice image gives image. Comment C3:image vanishes if we take simultaneously image. Comment C4: We obtain image by choosing image and image. Comment C5: Substituting the quantities image in the expression of image, found in the described interactive procedure, we obtain the error relation

image (4.53)

Therefore, to provide the eighth order of convergence of the three-point method (4.47), it is necessary to choose the triplet of functions image such that their truncated expansions in (4.49)(4.51) fulfill the conditions

image (4.54)

The higher order term in the expansions of image and image (see (4.50) and (4.51)) cannot increase the order of convergence of the considered three-point methods so that we take the simplest form of image and image according to (4.50), (4.51), and (4.54), that is,

image

Slightly more general choice of image can be attained by introducing a real parameter a:

image (4.55)

The asymptotic error constant image may depend on a, see Remark 4.10. Similar introduction of a parameter for image is pointless since such a parameter does not appear in the expression for image, which means that its influence is negligible. Consequently, the three-point scheme (4.47) essentially depends only on one weight function image since image and image are of limited forms, as presented above.

Starting from the iterative scheme (4.47), Thukral and Petković (2010) derived the following family of three-point methods for solving nonlinear equations

image (4.56)

image is an arbitrary real function satisfying the conditions

image (4.57)

and a and image are real parameters.

The previous arguments and discussion can be summarized in the following theorem proved by Thukral and Petković (2010).

Theorem 4.7

If an initial approximation image is sufficiently close to a zero image of f and a real function image in (4.56) is chosen so that the conditions (4.57) hold, then the three-point method (4.56) has order of convergence eight.

We found that the three-point method (4.56) has optimal order. Its efficiency index is image, which is better than the efficiency index image of any two-point fourth-order method requiring three F.E. We recall that the efficiency index of Newton’s method is only image.

Remark 4.10

According to (4.53), the asymptotic error constant of the family (4.56)image is

image

However, this expression (4.53) is correct if Taylor’s series in (4.49)(4.51) are truncated to the displayed members. For a particular triplet of functions (image), the asymptotic error constant is given by a specific expression, see, e.g., Methods 1–4 below. Moreover, taking image (see (4.55)) in (4.56), one can show that the asymptotic error constant image depends on both parameters a and image.

Remark 4.11

We can take some other (suitably chosen) methods in (4.56) instead of King’s method (4.19). For example, the choice of Maheshwari’s method (2.85), presented by Maheshwari (2009), gives the three-point method

image

image satisfies the conditions

image

In this particular case we obtain the error relation

image

The function image in (4.56) can take many forms satisfying the conditions (4.57). For example, the following two functions depending on King’s parameter image,

image (4.58)

and

image (4.59)

satisfy the conditions (4.57). In practice, it is reasonable to choose image as simple as possible. For demonstration, in what follows we give four particular functions image together with the asymptotic error constants of the corresponding three-point method (4.56) putting image in the second step, that is, the first two steps in (4.56) are defined by the Ostrowski method (2.47).

Method 1. Iterative formula (4.56) with image (follows from (4.58) for image):

image

Method 2. Iterative formula (4.56) with image (follows from (4.59) for image):

image

Method 3. Iterative formula (4.56) with image:

image

Method 4. Iterative formula (4.56) with image:

image

Let us note that only the coefficient next to image is changeable in the asymptotic error constants given above.

The three-point methods (4.56) have been tested on a number of nonlinear equations. To obtain very high accuracy and avoid the loss of significant digits, we employed multi-precision arithmetic in the computational software package Mathematica. As expected, the convergence of the proposed methods is remarkably fast, see Examples 4.7 and 4.8 presented below. The three-point methods (4.56) have been compared to some existing three-point methods having the same convergence rate (eight) and the same computational efficiency image. Among the optimal methods, we have chosen the Kung-Traub families (3.1) and (3.2) given at the beginning of Chapter 3, and the Bi-Wu-Ren family (4.2) with the above-displayed Methods 1–4.

We select two examples for demonstration. The computational order of convergence, evaluated by the approximate formula (1.10), is included in Tables 4.9 and 4.10.

Example 4.7

We have applied the three-point methods (4.56) (Methods 1–4), (3.1), (3.2), and four variants of (4.2) to the function

image

To find the zero image of f we have chosen image. The absolute errors image in the first three iterations are given in Table 4.9.

Example 4.8

We have applied the same methods from Example 4.7 to find the zero image of the function

image

starting from image. The absolute errors image in the first three iterations are given in Table 4.10.

Table 4.9 image

Image

Table 4.10 image

Image

From the results displayed in Tables 4.9 and 4.10 and a number of numerical experiments, it can be concluded that all tested methods demonstrate approximately similar behavior for good initial approximations. We also observe that the computational order of convergence image mainly well coincides with the theoretical result.

Remark 4.12

Consider the three-point optimal method presented by Thukral (2010)

image (4.60)

image. It is obvious that the choice image in the second step of (4.56) gives

image

which is equivalent to the second step in (4.60). Functions image and image appearing in (4.56) take special forms in (4.60),

image (4.61)

where image and image. From (4.61) we find

image

which coincides with the conditions (4.54) for image, already chosen in the second step of (4.56). According to the previous consideration, we can conclude that the method (4.60) is a special case of the family (4.56) for image, and image and image given by (4.61). Formally, we can take image in (4.56) but this choice is irrelevant. More details are given by Džunić (2011).

4.3.2 Liu-Wang’s family

In relation to the generalized method (4.56) and its special cases, we may consider another three-point method with similar structure proposed by Liu and Wang (2010)

image (4.62)

image and G is an arbitrary real function satisfying the conditions image.

Observe that the second step of (4.62) is obtained from the second step of (4.56) by setting image (giving Ostrowski’s method (2.47)). Besides, the weight function image in the third step of (4.56) gives a number of different methods. Moreover, having in mind that image and taking

image (4.63)

in (4.56), we observe that the conditions (4.57) are satisfied (for image). But the choice of image defined by (4.63) gives the first term of the expression within the square brackets in the third step of (4.62). Since the functions G (in (4.62)) and image (in (4.56)) satisfy the same conditions, it is obvious that the three-point method (4.62) is a special case of (4.56).

The discussed similarity cannot be regarded as a drawback since the method (4.62) is only a special case of a family with rich structure proposed by Liu and Wang (2010)

image (4.64)

Where image, and W are real-valued functions. Note that the family (4.64) combines the two-point family (4.37) (Petković and Petković, 2010) and the third step of (4.47).

Conditions that provide the eighth order of the family (4.64) are given in the following theorem (Liu and Wang, 2010).

Theorem 4.8

Assume that functions image, and f are sufficiently differentiable and f has a simple zero image. If an initial approximation image is close enough to image, then the family of methods defined by (4.64) has order eight under the following conditions

image

Using a weight function of the form employed in the second step of (2.73) and (2.74), and three additional weight functions in the third step similarly as in (4.64), Wang and Liu (2010a) have developed a general family of the form

image (4.65)

Where image, and W are real-valued functions whose arguments are clearly defined in (4.65).

The following theorem has been proved by Wang and Liu (2010a).

Theorem 4.9

Assume that functions image, and f are sufficiently differentiable and f has a simple zero image. If an initial approximation image is close enough to image, then the family of three-point methods defined by (4.65) has order eight under the following conditions

image

The proofs of Theorems 4.8 and 4.9 were derived by Liu and Wang (2010) and Wang and Liu (2010a) using a standard technique by Taylor’s expansions. As already noted, assertions of theorems whose proofs are rather lengthy and use Taylor’s series can be proved using symbolic computation by computer algebra systems. Moreover, symbolic computation is a powerful tool for establishing conditions for the requested order of convergence, as shown in the case of the method (4.56).

The presence of even four weight functions in (4.64) and (4.65) offers the possibility of producing many different three-point methods. On the other hand, an extensive study is requested to find a quadruplet image of functions which would produce the best results. Choosing these functions as simple as possible is usually a good strategy for decreasing computational cost of obtained methods, although this is not a guarantee for the best choice due to very complex structure of the considered iterative formula. Wang and Liu (2010a) have proposed several simplified variants of (4.64) and (4.65) taking specific forms of the weight functions. We present one of them obtained by choosing image (Ostrowski’s method (2.47)) and image in (4.65):

image (4.66)

It was proved by Wang and Liu (2010a) that the family (4.66) of three-point methods reaches eighth order if

image

Observe that this is just a special case of the family (4.56) for image and image, see the conditions (4.57).

4.3.3 Family based on two weight functions

Now we present another family of three-point methods with order eight (Džunić et al., 2011), constructed by using two weight functions. We start with a “naive” three-point method:

image (4.67)

In fact, Newton’s method is successively applied three times. According to Theorem 1.3, this “three-step method” has order image, but it requires six F.E. per iteration. The efficiency index of (4.67) is image, which is equal to that of Newton’s method. To improve the computational efficiency, the iterative scheme (4.67) has to be modified in order to decrease the number of F.E. per iteration but keeping the eighth order.

The approach presented by Džunić et al. (2011) consists of the substitution of the derivatives image and image in the second and third step of (4.67) by the approximations

image (4.68)

and p and q are some functions of one and two variables, respectively. These functions should be chosen in such a way to provide the eighth order of designed three-point methods with fixed number of four function evaluations. Notice that the entries t and s do not require any new information.

Starting from the scheme (4.67) and the approximations (4.68), the following family of three-point methods, dealing with two weight functions, was stated by Džunić et al. (2011),

image (4.69)

The functions p and q should be determined in such a way that the iterative method (4.69) attains eighth order. To realize this plan, the method of undetermined coefficients is used together with Taylor’s series about 0 for image and about (0,0) for image, thus,

image (4.70)

image (4.71)

Here the subscripts denote the respective partial derivatives; for example,

image

Let image be the error in the kth iteration. For simplicity, we sometimes omit the iteration index and write image instead of image. To find the coefficients image in the expansions (4.70) and (4.71), symbolic computation in Mathematica is employed together with an interactive approach explained by the comments C1C7 given below.

Introduce the following abbreviations used in the presented program.

p0image,  p1image,  p2image,  p3image,

q0image,  qtimage,  qsimage,

qttimage,   qtsimage,  qssimage,

qtttimage,   qttsimage,  qtssimage,  qsssimage.

Program (written in Mathematica)

fx = f1a∗(e + c2∗eˆ2 + c3∗eˆ3 + c4∗eˆ4 + c5∗eˆ5 + c6∗eˆ6 + c7∗eˆ7 + c8∗eˆ8);

f1x = D[fx,e]; ey = e-Series[fx/f1x,{e,0,8}];

fy = f1a∗(ey + c2∗eyˆ2 + c3∗eyˆ3 + c4∗eyˆ4 + c5∗eyˆ5 + c6∗eyˆ6 

   + c7∗eyˆ7 + c8∗eyˆ8);

t = Series[fy/fx,{e,0,8}];f1y = f1x/(p0 + p1∗t + p2∗tˆ2/2 + p3∗tˆ3/6);

ez = ey-Series[fy/f1y,{e,0,8}];

b2 = Coefficient[ez,eˆ2]

image

fz = f1a∗(ez + c2∗ezˆ2 + c3∗ezˆ3 + c4∗ezˆ4);

s = Series[fz/fy,{e,0,8}];

f1z = f1x/(q0 + qt∗t + qs∗s + qtt∗tˆ2/2 + qts∗t∗s + qss∗sˆ2/2

 + 1/6∗(qttt∗tˆ3 + 3qtts∗tˆ2∗s + 3∗qtss∗t∗sˆ2 + qsss∗sˆ3));

e1 = ez-Series[fz/f1z,{e,0,8}]//Simplify;

a4 = Coefficient[e1,eˆ4]

C3: image

q0=1; a5 = Coefficient[e1,eˆ5]//Simplify

C4: image

qt=2; a6 = Coefficient[e1,eˆ6]//Simplify

C5: image

qs=1; qtt=2+p2; a7 = Coefficient[e1,eˆ7]//Simplify

C6: image

 qts=4; p3=0; qttt=0; p2=4; qtt=6;

a8=Coefficient[e1,eˆ8]//Simplify

C7: image

From the expression for the error image we observe that image takes the form

image (4.72)

The iterative three-point method image will have order eight if the coefficients appearing in (4.70) and (4.71) are determined such that image, image, image, image, image, image (in (4.72)) all vanish. These coefficients are calculated by equating shaded expressions in the boxed formulae to 0. Comment C1: First, to provide the fourth order of convergence of the iterative method consisting of the first two steps of (4.67), it is necessary to obtain the error image. In other words, the coefficients image and image in the expression image should vanish. From Out[b2] we have image so that we take image (given in the shaded box) to eliminate image. Comment C2: From Out[a3] we have the equation image and we take image to annihilate image.

We proceed in a similar way and from C3C7 we find the remaining coefficients of the expansions (4.70) and (4.71):

image

In this manner we come at the following theorem (Džunić et al., 2011):

Theorem 4.10

If p and q are arbitrary real functions with Taylor’s series of the form

image (4.73)

image (4.74)

then the family of three-point methods (4.69) is of order eight. It is assumed that higher order terms in (4.73) and (4.74), which follow after the dots, can take arbitrary values.

Relations in C6 do not deliver unique coefficients. We take image and image to eliminate the term image in (4.70) and (4.71), for simplicity. This is emphasized in Theorem 4.10. We take no care of the terms image, and image since they are of higher order and do not influence the order of convergence (not greater than 8). A deep analysis shows that the following more general coefficients can be obtained:

image

According to these conditions we can state the following more general theorem.

Theorem 4.11

If p and q are arbitrary real functions with Taylor’s series of the form

image (4.75)

image (4.76)

then the family of three-point methods (4.69) is of order eight. It is assumed that higher order terms in (4.75) and (4.76), which follow after the dots, can take arbitrary values.

Remark 4.13

The entries image and image in (4.68) are calculated using the already found quantities image, image, and image so that the total number of F.E. per iteration of the method (4.69) is four. According to this fact and Theorems 4.10 and 4.11, it follows that the iterative method (4.69) is optimal in the Kung-Traub sense and has the efficiency index image.

The functions p and q in (4.69) can take many forms that satisfy the conditions (4.73)(4.76). In this way some new and some existing three-point methods in particular forms can be obtained from (4.69). For computational purpose, it is reasonable to choose p and q as simple as possible, for example, in the form of rational functions as follows:

image (4.77)

image (4.78)

image, image, image, image are arbitrary constants. We give the following specific forms:

image (4.79)

All functions except image and image follow from (4.77) and (4.78).

Remark 4.14

According to C7, the asymptotic error constant of the family of three-point methods (4.69) is

image

and depends on arbitrary constants image and image. For a particular pair of functions p and q the asymptotic error constant is given by a specific expression. For example, choosing two pairs of functions image and image (listed in (4.79)) into the iterative formula (4.69), we obtain

image

4.3.4 Geum-Kim’s families

Geum and Kim (2010) have proposed a variant of the family (4.2) presented by Bi et al. (2009b). They have used the approximation (4.1) of image (derived by Bi et al. (2008)) and constructed the family of three-point methods

image (4.80)

image is a real-valued weight function to be determined later and

image (4.81)

is a King-like correction (see (4.19)), which reduces to King’s correction image for image.

Remark 4.15

In fact, the authors dealt with an analytic function image. However, although most iterative methods presented in this book can also handle complex zeros, for simplicity we consider real functions and root-finding methods on real domain.

The following convergence theorem was proved by Geum and Kim (2010):

Theorem 4.12

Let image be an initial approximation in a sufficiently small neighborhood of a zero image of f. The family of three-point methods (4.80) attains eighth order if

image

Remark 4.16

The terms image and image in King-like correction image do not influence the order so that they can be omitted. In this way the iterative method (4.80) becomes slightly simpler. On the other hand, setting, for example, image, image, one obtains considerably relaxed condition image with image. Such a choice gives the simplest form image of H.

Employing the first two steps as in (4.80), Geum and Kim (2011a) have presented other family of three-point methods,

image (4.82)

image and image is given by (4.81).

The choice of parameters image, and image in image plays a crucial role in maximizing the convergence order of (4.82), as shown in the following convergence theorem (Geum and Kim, 2011a):

Theorem 4.13

Let image be an initial approximation in a sufficiently small neighborhood of a zero image of f. If image and image, then the family of three-point methods (4.82) is of order eight and the error relation

image

holds.

Note that the parameters image and image in the family (4.80) do not influence the order and their main role is to simplify the convergence condition (providing image, see Remark 4.16). Moreover, they can be omitted in (4.80) to simplify image. However, the situation is quite different in the case of the family (4.82); their choice in terms of image directly controls the order of convergence of (4.82). Since the parameters image and image are expressed as functions of image, the King-like correction (4.81) depends only on one parameter image so that the authors referred (4.82) to as a uniparametric family.

The third family of three-point methods developed by Geum and Kim (2011b) also deals with the same methods in the first two steps,

image (4.83)

image

The weight function image in the third step is defined by

image

and consists of the King correction (the first addend) and a function H of two variables. The function H and the relationship among the parameters image should be determined so that the order of convergence is eight. This is the subject of the following theorem (Geum and Kim, 2011b).

Theorem 4.14

Let image be an initial approximation in a sufficiently small neighborhood of a zero image of f. The family of three-point methods (4.83) attains order eight if

image

and image hold.

The family (4.83) depends on two parameters a and image and it is referred to as a biparametric family. The proofs of the presented three root-finding families (4.80), (4.82), and (4.83) were derived by a standard technique based on lengthy Taylor’s expansions and will be omitted.

4.4 Eighth-order Ostrowski-like methods

In this section we present several methods based on Ostrowski’s method (2.47) at the first two steps and constructed by using derivative estimation and weight functions in the third step to approximate image. Approximations to image employ only available data to decrease the number of F.E. At the same time, they are constructed as to be order-preserving, that is, they must be of good quality to provide the eighth order. Note that the presented families given below are listed without any specific characteristics such as priority or complexity.

4.4.1 First Ostrowski-like family

We start with three-step scheme (omitting iteration index for simplicity)

image (4.84)

Recall that the first two steps form Ostrowski’s two-point method (2.47) of order four.

The iterative method (4.84) has order eight but it requires five F.E., which is expensive from a computational point of view. To decrease this cost from 5 to 4 F.E., it is necessary to approximate image in the third step of (4.84) using the available data image. We seek this approximation in the form

image (4.85)

where image, and image are sufficiently differentiable real-valued functions with the arguments

image

The functions image, and image should be determined in such a way that the iterative method (4.84) attains the order eight. For this purpose, the method of undetermined coefficients is applied with the help of Taylor’s series about 0 since image, and image when image. There follows

image (4.86)

image (4.87)

image (4.88)

The simplest method for determining coefficients of the above Taylor expansions is the use of symbolic computation by a computer algebra system and an interactive procedure (Comments C1C4 in the program below), as already carried out for some of the previously considered methods. Apart from the already used abbreviations in previous programs in similar procedures, we also introduce

t0imaget10imaget20imaget30image,

v0imagev10image,

w0imagew10image.

Program (written in Mathematica)

fx = f1a∗(e + c2∗eˆ2 + c3∗eˆ3 + c4∗eˆ4); f1x = D[fx,e];

ey = e-Series[fx/f1x,{e,0,8}];

fy = f1a∗(ey + c2∗eyˆ2 + c3∗eyˆ3 + c4∗eyˆ4);

t = Series[fy/fx,{e,0,8}];

ez = ey-Series[1/(1-2t)∗fy/f1x,{e,0,8}];

fz = f1a∗(ez + c2∗ezˆ2 + c3∗ezˆ3);

v = Series[fz/fy,{e,0,8}];

w = Series[fz/fx,{e,0,8}];

gt = t0 + t10∗t + t20∗tˆ2/2 + t30∗tˆ3/6;

gv = v0 + v10∗v + v20∗vˆ2/2;

gw = w0 + w10∗w + w20∗wˆ2/2;

f1z = f1x∗gt∗gv∗gw;

e1 = ez-Series[fz/f1z,{e,0,8}]//Simplify

image

t0 = 1; v0 = 1; w0 = 1; a5 = Coefficient[e1,eˆ5]//Simplify

image

t10=-2; a6 = Coefficient[e1,eˆ6]//Simplify

image

v10=-1; t20=-2; a7 = Coefficient[e1,eˆ7]//Simplify

image

w10=-2; t30 = 0; a8 = Coefficient[e1,eˆ8]//Simplify

image

Comment C1: From the expression for the error image we observe that image is of the form

image (4.89)

The iterative three-point method (4.84) will have order eight if we find the coefficients of the expansions appearing in ((4.86)(4.88)) such that image, image, image, image (in (4.89)) all vanish. We determine these coefficients by equating shaded expressions in the boxed formulae to 0. First, from Out[a4] we have

image

Without loss of generality, we can take

image

with the benefit that the denominator image of image becomes 1 simplifying subsequent expressions.

In what follows, equating coefficients image, image, image to 0, we obtain:

C2image.

C3image.

C4image.

Comment 5: Substituting the quantities image in the expression for image, found in the described interactive procedure, we obtain the error relation

image (4.90)

determine the error relations for particular weight functions image, and image, it is necessary to substitute image in (4.90). Observe from (4.90) that image must be bounded.

According to the above analysis, the following theorem was stated by Džunić and Petković (2012b).

Theorem 4.15

If image is a sufficiently close approximation to a zero image of f, then the family of three-point methods

image (4.91)

order eight if the functions image, and image are sufficiently differentiable and satisfy the following conditions:

image (4.92)

higher order derivatives of image, and image, not explicitly given in (4.92), can take arbitrary values at the point 0.

The weight functions image, and image should be as simple as possible. One of the simplest forms is obtained by using Taylor polynomials of these functions according to (4.92), that is,

image

Hence the family (4.91) becomes

image (4.93)

Using the approximations image and image for sufficiently small image and image, the method (4.93) can be written in a slightly modified form

image

give some other simple examples of the functions image and image:

image

image

is interesting to note that the functions image and image satisfy the requested conditions (4.92), but the calculation of an exponential function increases the computational cost so that such a choice is not advisable.

4.4.2 Second Ostrowski-like family

The next family based on the two-step Ostrowski method (2.47) was presented by Sharma and Sharma (2010b). They started with the following iterative scheme

image (4.94)

image and W is a real-valued weight function. The above method requires five F.E., which is too expensive for a three-point method. Again, the weight function W and an approximation to image (depending only on available data) should be determined so that the method (4.94) attains optimal order eight.

The improvement of (4.94) was carried out through two steps:

1) apply first a simpler approximation to image of less accuracy using a rational bilinear function;

2) improve the quality of approximation to image taking a suitable weight function W.

The first step 1) (approximation of image) is realized by a rational bilinear interpolation

image (4.95)

where the parameters a, b, and c are determined from the interpolation conditions

image (4.96)

From (4.95) and (4.96) we immediately obtain image. Having in mind this value of a, from the last two conditions of (4.96) we form the system of two equations

image

solution of this system is

image (4.97)

Differentiating (4.95) (with image) yields

image

Now we substitute image and taking into account the values of b and c given by (4.97), after a short arrangement we get

image

Therefore the three-step scheme (4.94) becomes

image (4.98)

Assume that image, which corresponds to the case without any weight function. Then we show by symbolic computation that the error relation of the method (4.98) is

image

In other words, the method (4.98) produces only seventh order in the absence of the weight function. The following theorem stated by Sharma and Sharma (2010b) gives the form of the weight function W that provides optimal order eight.

Theorem 4.16

If image is a sufficiently close approximation to a zero image of f, then the family of three-point methods (4.98) is of order eight if

image

The error relation is then

image

The following examples of the weight function W are given by Sharma and Sharma (2010b):

image

Remark 4.17

Considering the iterative formula (4.98) (with image) we can observe that image is approximated by

image

This approximation (providing order eight) is evidently better than that given by image above (giving the seventh-order method), which can be usefully applied to other three-point methods of similar type.

Remark 4.18

The iterative formula (4.98) with image can be obtained from the family (4.69) taking

image

4.4.3 Third Ostrowski-like family

Similarly as in the case of the families (4.91) and (4.98), Ostrowski’s method (2.47) has also been used for the first two steps of a family of three-point methods proposed by Cordero et al. (2011), that is

image (4.99)

image (4.100)

is an intermediate step and image.

Throughout this book we follow a rule that only the intermediate approximation (step-point) which appears as an argument of the function f (whose zeros we are seeking) or its derivatives can be regarded as a composite step within the iteration of the considered multipoint method. For this reason, the point image stands outside the scheme (4.99). In fact, the “quasi-step” (4.100) could be regarded as an intermediate step which enables the family to attain order eight. This is evident from the error relation

image

derived by Cordero et al. (2011). Consequently, the scheme image cannot reach order higher than seven so that additional improvement is necessary. This intermediate calculation of image by (4.100) can be regarded as a kind of preliminary corrector-sub-step for the third step.

There are four parameters in the family (4.99). The following theorem, stated by Cordero et al. (2011), gives relationship among these parameters which provides optimal order eight.

Theorem 4.17

If image is sufficiently close to a zero image of f and image is satisfied, then the family of three-point methods (4.99) has optimal order eight.

Neither motivation nor derivation of the relation (4.100) has been given by Cordero et al. (2011) so that we present a short analysis for reader’s convenience. Considering the structure of possible three-point method image, we observe that the term

image

in (4.100) is an approximation to image. Taking Taylor polynomials

image

where image, we may approximate image in the following way

image

Substituting this approximation in the third step of the form

image

from the requirement that the order of the three-step method image has to be seven, we find by symbolic computation

image

Hence

image

which leads to (4.100) with a small difference. Namely, it stands image in (4.100) but the above analysis shows that this term can be simplified to image preserving order 7 in the scheme image and order 8 in the family (4.99).

Remark 4.19

The simplest form of the family (4.99) is obtained for image giving the last step in the form

image

4.4.4 Family of quasi-Ostrowski’s type

We end this section with a family referred to as modified Potra-Pták method by Cordero et al. (2010). As in (4.99), the presented family uses one intermediate step and reads thus:

image (4.101)

image is an approximation of image.

To approximate image in the third step, the authors have stated by Cordero et al. (2010) a rather complicated procedure consisting of five successive steps:

(i)image;

(ii)image;

(iii)image;

(iv)image;

(v)image.

Recall that there are simpler approximations to the derivative in the third step presented in this chapter and, more generally, various interpolation techniques that can be usefully applied for this purpose.

As mentioned in Remark 2.7, the addend image in the expression of image in (4.101) can be omitted without losing the maximal order of convergence. Then (4.101) can be rewritten in the form

image (4.102)

If an initial approximation image is close enough to a zero image of f, then the quantity image is small enough so that we can write

image

so that the method (4.102) becomes

image (4.103)

first two steps define Ostrowski’s two-point method (2.47) and image is an approximation of image chosen so that the method (4.103) is of order eight.

4.5 Derivative free family of optimal three-point methods

In this section we derive a family of three-point methods of order eight, requiring four F.E. per iteration. This means that the proposed family supports the Kung-Traub conjecture. Besides, this family does not use any derivative of a function f whose zeros are sought, which is another advantage since it is preferable to avoid calculations of derivatives of f in many practical situations. In Chapter 6 we will see that considerable improvement of convergence rate of basic derivative free methods can be attained by suitable variation of a free parameter in each iterative step without new F.E.

As in the case of the Kung-Traub family (2.109), we start with the derivative free method

image (4.104)

of Steffensen’s type with quadratic convergence (see Traub, 1964, p. 185), where image is a real constant. Let

image (4.105)

be a function that appears in the Steffensen-like method (4.104). The following derivative free family of two-point iterative methods was derived by Petković et al. (2010c), see (2.91),

image (4.106)

image is given by (4.105),

image

and image is a real-valued function of two variables. In view of Theorem 2.7, the fourth order of (4.106) is provided if the weight function h satisfies the conditions

image (4.107)

We will see later that slightly stronger conditions on h enable the construction of a very efficient family of three-point methods.

Remark 4.20

Comparing double Newton’s scheme

image (4.108)

(4.106), we see that image presents an approximation to the first derivative image in (4.108) assuming that image is small enough. The derivative image in the second step of (4.108) is approximated by image, where image satisfies the conditions (4.107). Several simple forms of the function h are given below:

1)  image;

2) image;

3) image;

4) image;

5) image.

Note that the function image gives the Kung-Traub method

image (4.109)

method is obtained as a special case of the general Kung-Traub family (5.3) of derivative free methods, presented by Kung and Traub (1974).

Now we construct a family of three-point methods based on the two-step family (4.106). We start from the scheme where the first two steps are given by (4.106) and the third step is Newton’s method, that is

image (4.110)

iterative scheme (4.110) is inefficient since it requires five F.E. For this reason, the derivative image in the third step of (4.110) should be substituted by a suitable approximation in such a way that 1) only available data, not including calculation of derivatives, are used and 2) the order of convergence of a new iterative three-step scheme should be at least eight consuming four F.E. To provide these requirements, we apply Newton’s interpolating polynomial of degree three at the points image, and image, that is,

image (4.111)

is obvious that image. Differentiating (4.111) and setting image, we obtain

image (4.112)

semicolon in (4.112) separates the value of argument t from the nodes of interpolation. Substituting image in (4.110), Džunić, M. Petković, and L. Petković have stated a family of three-point methods free of derivatives (Džunić et al., 2012),

image (4.113)

image is defined by (4.105). image given by (4.112) (that is, the denominator of (4.113)) can be easily calculated by the five-step algorithm:

1° image;

2° image;

3° image;

4° image;

5° image.

Now we state the following convergence theorem for the family (4.113).

Theorem 4.18

If an initial approximation image is sufficiently close to a zero image of f and the weight function h satisfies the conditions (4.107), then the order of the family of three-point methods (4.113) is eight.

Proof.

Let image be the Newton interpolating polynomial of degree m that interpolates a function f at image distinct nodes image contained in an interval image and the derivative image is continuous in image. Then the error of Newton’s interpolation is given by the well-known formula

image (4.114)

(see Theorem 3.1 for simple nodes, that is, image).

For image we have from (4.114)

image

taking image. Hence

image (4.115)

The errors at the first two steps of (4.113) are given by

image (4.116)

and

image (4.117)

where image is the asymptotic error constant of the fourth-order family (4.106) (see Remarks 2.9 and (2.94)). From (4.116) and (4.117) we find

image (4.118)

Substituting the differences given by (4.118) into (4.115), we obtain

image

and hence

image (4.119)

Substituting (4.119) in the third step of the iterative scheme (4.113) we find

image (4.120)

For Newton’s method we have

image (4.121)

Also, observe that

image (4.122)

Taking into account (4.121) and (4.122), we find from (4.120)

image

since image. From the last error relation we conclude that the order of convergence of the family (4.113) is eight, which completes the proof of Theorem 4.18.  image

Remark 4.21

In constructing methods with memory, which is the subject of Chapter 6, it is convenient to impose the following stronger conditions

image (4.123)

of (4.107). Then the asymptotic error constant image of the two-point method (4.106) is

image

symbolic computation in a computer algebra system (e.g., Mathematica or Maple) we derive the error relation of the three-point method (4.113) under the conditions (4.123),

image (4.124)

The error relations of the three-point methods (4.113) for a particular forms 1)–5) of h, given above, can be obtained from (4.124). The corresponding expressions are listed below: (with image)

image

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