Majorizing sequences and error bounds for iterative methods

Author:

Miel George J.

Abstract

Given a sequence { x n } n = 0 \{ {x_n}\} _{n = 0}^\infty in a Banach space, it is well known that if there is a sequence { t n } n = 0 \{ {t_n}\} _{n = 0}^\infty such that x n + 1 x n t n + 1 t n \left \| {{x_{n + 1}} - {x_n}} \right \| \leqslant {t_{n + 1}} - {t_n} and lim t n = t > \lim {t_n} = {t^\ast } > \infty , then { x n } n = 0 \{ {x_n}\} _{n = 0}^\infty converges to some x {x^\ast } and the error bounds x x n t t n \left \| {{x^\ast } - {x_n}} \right \| \leqslant {t^\ast } - {t_n} hold. It is shown that certain stronger hypotheses imply sharper error bounds, \[ x x n t t n ( t n t n 1 ) μ x n x n 1 μ t t n ( t 1 t 0 ) μ x 1 x 0 μ , μ 0. \left \| {{x^\ast } - {x_n}} \right \| \leqslant \frac {{{t^\ast } - {t_n}}}{{{{({t_n} - {t_{n - 1}})}^\mu }}}{\left \| {{x_n} - {x_{n - 1}}} \right \|^\mu } \leqslant \frac {{{t^\ast } - {t_n}}}{{{{({t_1} - {t_0})}^\mu }}}{\left \| {{x_1} - {x_0}} \right \|^\mu },\quad \mu \geqslant 0. \] Representative applications to infinite series and to iterates of types x n = G x n 1 {x_n} = G{x_{n - 1}} and x n = H ( x n , x n 1 ) {x_n} = H({x_n},{x_{n - 1}}) are given for μ = 1 \mu = 1 . Error estimates with 0 μ 2 0 \leqslant \mu \leqslant 2 are shown to be valid and optimal for Newton iterates under the hypotheses of the Kantorovich theorem. The unified convergence theory of Rheinboldt is used to derive error bounds with 0 μ 1 0 \leqslant \mu \leqslant 1 for a class of Newton-type methods, and these bounds are shown to be optimal for a subclass of methods. Practical limitations of the error bounds are described.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference25 articles.

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