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Some Multistep Higher Order Iterative Methods For Nonlinear

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Some Multistep Higher Order Iterative Methods For Nonlinear

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naila
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© © All Rights Reserved
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Vol. 9(17), pp.

752-757, 15 September, 2014


DOI: 10.5897/SRE2014.5997
Article Number: 352632D47287
ISSN 1992-2248 © 2014 Scientific Research and Essays
Copyright ©2014
Author(s) retain the copyright of this article
http://www.academicjournals.org/SRE

Full Length Research Paper

Some multistep higher order iterative methods for non-


linear equations
Nazir Ahmad Mir1* and Naila Rafiq2
1Department of Basic Sciences, Riphah International University, I-14 Islamabad, Pakistan.
2Centre for Advanced Studies in Pure and Applied Mathematics, Bahauddin Zakariya University, Multan, Pakistan.
Received 6 June, 2014; Accepted 20 August, 2014

We establish here new three and four-step iterative methods of convergence order seven and fourteen
to find roots of non-linear equations. The new developed iterative methods are variants of Newton's
method that use different approximations of first derivatives in terms of previously known function
values, thus improving efficiency indices of the methods. The seventh and fourteenth order iterative
methods use four and five function values including one derivative of a function. So, the efficiency
indices of these methods are , respectively. Numerical examples are given
to show the performance of described methods.

Key words: Non-linear equation, Iterative methods, convergence order, efficiency index.

INTRODUCTION

Newton's method is a well known and commonly used method. In this way, not only the convergence order but
quadratically convergent iterative method for finding roots efficiency index of the method may also be increased
of non-linear equation: (Chun, 2007; Mir and Rafiq, 2013; Osada, 1998; Potra
and Ptak, 1984; Sharma, 2005).
𝑓(𝑥) = 0 , (1) Recently, the researchers introduced three-step
iterative methods of convergence order seven to eight
which is given by (Kou and Wang, 2007; Mir and Rafiq, 2014; Bi et al.,
2009). Most recently, Neta and Petkovic (2010)
𝑓(𝑥𝑛 ) introduced four-step iterative method of optimal
𝑥𝑛 +1 = 𝑥𝑛 + (2) convergence order sixteen for solving non-linear
𝑓′(𝑥𝑛 )
equations. In 2011, Sargolzaei and Soleymani (2011)
introduced 4-step method of convergence order fourteen
In recent years, researchers have made many
with five function evaluation and thus have efficiency
modifications in this method to get higher order iterative 5
methods. These methods are developed using various index 14 = 1.6952. In 1981, Neta introduced 4-step
techniques by introducing some more steps to Newton’s method but did not prove its convergence order. In 2010

*Corresponding author. E-mail: [email protected]


Author(s) agree that this article remain permanently open access under the terms of the Creative Commons Attribution
License 4.0 International License

Mathematics Subject Classification (2010): 65H05, 65B99.


Mir and Rafiq 753

(Geum and Kim, 2010) prove that the order of


convergence of Neta’s method is fourteen. To see more
in this direction, we refer to Neta (1981), Sargolzaei and
Soleymani (2011), Soleymani and Sharifi (2011). (5)
Motivated in this direction, we also introduce here
three-step and four-step iterative methods of
convergence order seven and fourteen with efficiency
4 5
indices, namely 7 = 1.6265 𝑎𝑛𝑑 14 = 1.6952 respectively.
We can further improve the efficiency indices of Methods (4) and (5)
by adding Newton’s method as one more step with the
THE ITERATIVE METHODS approximation of derivative which is given by

Consider two-step optimal convergent order four methods for


solution of non-linear equation by Mir et al. (2013):

(6)

from Sargolzaei and Soleymani (2011) and Soleymani and Sharifi


(2011) which increase just one function value. Thus, we propose
the following four-step algorithms:
Where

(7)

and and

At third step, we add Newton's method with an approximation of


derivative from Mir et al. (2014) which is given by:
(8)

(3)

where 𝑓 𝑥𝑛 , 𝑧𝑛 and 𝑓[𝑥𝑛 , 𝑦𝑛 , 𝑧𝑛 ] are the divided differences


which are defined by:

𝑓 𝑥𝑛 − 𝑓(𝑧𝑛 ) Convergence analysis


𝑓 𝑥𝑛 , 𝑧𝑛 =
𝑥𝑛 − 𝑧𝑛
We now use Maple 10.0 to derive error equations of the iterative
and methods described by Equations (4), (5), (7) and (8). We prove that
the iterative Methods (4) and (5) are of convergence order seven
𝑓 𝑥𝑛 , 𝑦𝑛 − 𝑓 𝑦𝑛 , 𝑧𝑛 and Methods (7) and (8) are of convergence order fourteen.
𝑓 𝑥𝑛 , 𝑦𝑛 , 𝑧𝑛 =
𝑥𝑛 −𝑧𝑛
Theorem 1: Let 𝜔 ∈ 𝐼 be a simple root of a sufficiently
We therefore propose the following three-step algorithms: differentiable function 𝑓: 𝐼 ⊆ ℝ → ℝ in an open interval 𝐼 . If 𝑥0
is sufficiently close to 𝜔 then the convergence order of three-step
method described by (4) is seven and the error equation is given
by:
(4)

Proof: Let be a simple root of and . By Taylor's


and expansion, we have:
754 Sci. Res. Essays

f ( xn )  f (  )  en  c2en2  c3en3  c4en4  c5en5  c6en6   O  en7  , (9)



differentiable function 𝑓: 𝐼 ⊆ ℝ → ℝ in an open interval . If is
f ( xn )  f ( )  en  c2en2  c3en3  c4en4  c5en5  c6en6   O  en7  , (9) (9) sufficiently close to then the convergence order of three-step
f ( xn )  f (  ) 1  2c2en  3c3en2  4c4en3  5c5en4  6c6en5   O(en6 ), (10) method described by algorithm (7) has order of convergence
f ( xn )  f ( ) 1  2c2en  3c3en2  4c4en3  5c5en4  6c6en5   O(en6 ), (10) fourteen and satisfy the error equation:
(10)

where ck   k1!  f ( k ) ( )

, .
f ( )

Substituting Equations (9) and (10) in Equation (4), we obtain: where

Proof: Let us consider the error Equation (13) as follows:


yn    c2en2   2c22  2c3  en3   7c2c3  4c23  3c4  en4  O  en5 . (11)
(11) zn    a4 en4  a5 en5  a6 en6   a7 en7  O  en8  , (16) (16)
Thus, using Taylor's series, we have:
Where

f ( yn )  f ( ) c2en2  2  c3 - c22  en3   -7c2c3  3c4  5c23  en4  O(en5 ) .
¢
 (12)
(12)
Substituting Equations (9), (10), (11) and (12) in Equation (4), we
have:

zn    (c2c3  3c23 )en4  (2c32  18c24  2c2c4  20c3c22 )en5  (70c25  130c3c23

 
7c4c3  3c2c5  42c2c32  30c4c22 )en6  O en7 . (13)
(13)
and ck   k1!  f ( k ) ( )

, for
f ( )
Now, we expand f  z n  at  using Taylor expansion:

Now,

f  zn   f   [a4en4  a5en5  a6en6  a7en7  (a  c a2 )en8  O  en9 ].


8 2 4 (17)
(17)
From Equation (3):

Using Taylor series, we have from Equation (4) f   zn   f    (1  c2 c3en3  (2c3c22  c2 c4  2c32  2c2 a4 )en4  O  en5 ).

f   zn   f    (1 c2c3en3  (6c24  c2c4  2c32 )en4  O  en5 ). (15)


(15) Thus,

Further substituting (13), (14) and (15) in three-step method (4), we f  zn 


have:  a4 en4  a5 en5  a6 en6  (a7  c2 c3 a4 )en7  O  en8  (18)(18)
f  zn 

Now, substituting Equations (16) and (18) in Equation (7), we get:


This implies,
wn    a4c2c3en7  (a4c2c4  2a4c3c22  a5c2c3  2a4c32  c2a42 )en8
(2c22c3a5  2c32a5  c2c3a6  c2c4a5 )en9  ...  O  e15n . (19) (19)

Hence, the theorem is proved. We rewrite the error Equation (19) as follows:

Theorem 2: Let be a simple root of a sufficiently wn    b7en7  b8en8  b9en9  ...  O  e15n . (20) (20)
differentiable function in an open interval . If is
sufficiently close to then the convergence order of three-step
method described by algorithm (5) is seven and the error equation where
is given by:
and

Now, by Taylor expansion,


Proof: Similar to Theorem 1.

Theorem 3: Let 𝜔 ∈ 𝐼 be a simple root of a sufficiently


f  wn   f   [b7en7  b8en8  b9en9  ...  O  e14n ]. (21) (21)
Mir and Rafiq 755

Substituting Equations (9-12), (16), (17), (20) and (21) in Equation Table 1. Examples for 7th order methods.
(6), we have
Example Roots
f   wn   f    (1  (c2a4c4  c2b7 )en7  O  en8 ). (22) (22)
1.347428098968305
Substituting Equations (20), (21) and (22) we have the following 2.278862660075828
error equation for the four-step method (7):
1.679630610428450
xn1    (b7c2a4c4 )en14  O  e15
n .
0.7390851332151606

This implies en1  (b7c2a4c4 )e14 1.00000000000000


n  O  en  .
15 .

1.746139530408012
Theorem 4: Let be a simple root of a sufficiently
differentiable function in an open interval . If is 4.152590736757158
sufficiently close to then the convergence order of three-step
method described by algorithm (8) has order of convergence 0.5948109683983692
fourteen:

Table 2. Examples for 14th order methods.

Example Roots
Proof: Similar to Theorem 3.

f2 ( x)  x2  2 x  5  2sin x  x2  3
NUMERICAL EXAMPLES
f ( x)  2 x cos x  x  3,
3
Comparison of 7th order convergent methods
f4 ( x)   x  1  1
6

Now, we compare our seventh order convergent


methods, namely MN7  1 and MN 7  2 described by (4) and
(5) respectively, with second order convergent Newton's
Here, we use the following test functions (Parviz and
method NW (11) sixth order convergent method (G6)
Soleymani, 2011) for comparison (Table 2). We observe
Grau and Diaz-Barrero (2006) and seventh order
that the numerical results are comparable or better in
convergent method (G7) Kou et al. (2007). The result of
some cases.
the numerical comparison of various methods is shown in
Table 3 on the same number of function evaluations
(TNFE=12), that is, on the third iteration with 350 Conclusion
significant digits and convergence criterion as follows:
In this article, we modified the existing methods of Mir et
f  xn   10300. al. (2014) with the introduction of one and two steps more
in such a way that the modified methods have improved
Examples are taken from (Bi et al., 2009) which are used convergence order that is, from fourth order to seventh
for comparison as follows (Table 1): order and then to fourteenth order as well as with their
efficiencies improved. Modified methods are comparable
and have better results as compared to the existing
Comparison of 14th order methods methods shown in Tables 3 and 4. The three-step
methods are of seventh order convergent with four
We compare our methods namely MN14  1 and MN14  2 function evaluations per iteration and thus having
computational efficiency . The four-step
described by (7) and (8) with Neta's fourteenth order
methods are of fourteenth order convergent methods with
method (N14) (1981) at the same number of function
five function evaluations per iteration and thus having
evaluations TNFE=12. The absolute values of the given
test functions at first three iterations are given in Table 4. computational efficiency .
The computation is carried out with 2500 significant digits
and with the following stopping criteria:
Conflict of Interest

The authors have not declared any conflict of interest.


756 Sci. Res. Essays

Table 3. TNFE=Total number of function evaluation.

Comparison of 7th order methods on the same TNFE=12


Methods
Example
NW G6 G7 MN₇-1 MN₇-2
3.6e-39 8.2e-140 1.62e-216 1.3e-233 4.7e-321
4.20e-57 5.3e-166 1.14e-244 2.3e-315 2.3e-251
1.22e-57 9.3e-187 1.34e-281 4.7e-297 9.0e-264
3.00e-83 4.1e-237 0.0e+00 0.0e+00 0.0e+00
1.04e-26 3.28e-79 8.94e-118 1.9e-145 8.7e-135
9.24e-85 1.5e-233 1.29e-338 3.0e-350 3.0e-350
2.81e-74 1.0e-207 2.88e-312 1.0e-349 3.8e-343
1.78e-54 1.0e-165 1.30e-215 3.2e-269 1.6e-241

Table 4. TNFE=Total number of function evaluation.

Comparison of 14th order methods on the same TNFE=12


Methods
Example f ( xn )
N14 MN14  1 MN14  2

0.2e-6 1.0e-7 1.8e-7


0.4e-113 9.3e-119 4.4e-115
0.1e-1608 1.1e-1673 1.2e-1621

0.1e-7 1.2e-8 2.5e-8


0.6e-124 1.5e-125 1.6e-121
0.3e-1751 2.8e-1762 4.9e-1760

0.5e-3 4.6e-3 2.2e-1


0.3e-44 1.7e-33 8.0e-11
0.7e-621 1.5e-459 4.2e-142

0.1 2.7e-2 5.0e-2


0.3e-16 1.6e-27 1.2e-23
0.3e-235 1.5e-380 5.9e-326

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