Skip to main content
Log in

Analysis of Henrici's Transformation for Singular Problems

  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

Henrici's transformation is the underlying scheme that generates, by cycling, Steffensen's method for the approximation of the solution of a nonlinear equation in several variables. The aim of this paper is to analyze the asymptotic behavior of the obtained sequence (s * n ) by applying Henrici's transformation when the initial sequence (s n ) behaves sublinearly. We extend the work done in the regular case by Sadok [17] to vector sequences in the singular case. Under suitable conditions, we show that the slowest convergence rate of (s * n ) is to be expected in a certain subspace N of R p. More precisely, if we write s * n =s * n ,N+s * n ,N⊥, the orthogonal decomposition into N and N , then the convergence is linear for (s * n ,N) but ( * n ,N⊥) converges to the same limit faster than the initial one. In certain cases, we can have N=R p and the convergence is linear everywhere.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. A.C. Aitken, On Bernoulli's numerical solution of algebraic equations, Proc. Roy. Soc. 46 (1926) 289–305.

    Google Scholar 

  2. G.E. Bell and G.M. Phillips, Aitken-acceleration of some alternating series, BIT 24 (1984) 71–77.

    Google Scholar 

  3. C. Brezinski, Convergence acceleration during the 20th century, J. Comput. Appl. Math. 122 (2000) 1–21.

    Google Scholar 

  4. C. Brezinski and M. Redivo-Zaglia, Extrapolation Methods, Theory and Practice (North-Holland, Amsterdam, 1991).

    Google Scholar 

  5. S. Chandrasekhar, Radiative Transfer (Dover, New York, 1960).

    Google Scholar 

  6. B.N. Datta, Numerical Linear Algebra (Cole Publishing Company, Brooks, 1995).

    Google Scholar 

  7. D.W. Decker, H.B. Keller and C.T. Kelley, Convergence rates for Newton's method at singular points, SIAM J. Numer. Anal. 20(2) (1983) 296–314.

    Google Scholar 

  8. D.K. Faddeev and V.N. Faddeeva, Computational Methods of Linear Algebra (Freeman, San Francisco, CA, 1963).

    Google Scholar 

  9. P. Henrici, Elements of Numerical Analysis (Wiley, New York, 1964).

    Google Scholar 

  10. K. Jbilou and H. Sadok, Some results about vector extrapolation methods and related fixed-points iterations, J. Comput. Appl. Math. 36 (1991) 385–398.

    Google Scholar 

  11. C.T. Kelley, Solution of the Chandrasekhar H-equation by Newton's method, J. Math. Phys. 21 (1980) 1625–1628.

    Google Scholar 

  12. H. Le Ferrand, Convergence of the topological ε-algorithm for solving systems of nonlinear equations, Numer. Algorithms 3 (1992) 273–284.

    Google Scholar 

  13. R. Menzel, Numerical determination of multiple bifurcation points, in: International Series of Numerical Mathematics, Vol. 70, eds. Küpper, H.D. Mittelmann and H. Weber (Birkhäuser, Basel, 1984) pp. 310–318.

    Google Scholar 

  14. Y. Nievergelt, Aitken's and Steffensen's acceleration in several variables, Numer. Math. 59 (1991) 295–310.

    Google Scholar 

  15. J.M. Ortega and W.C. Rheinboldt, Iterative Solution of Nonlinear Equations in Several Variables (Academic Press, New York, 1970).

    Google Scholar 

  16. L. Rall, Convergence of Newton process to multiple solutions, Numer. Math. 9 (1966) 23–37.

    Google Scholar 

  17. H. Sadok, About Henrici's transformation for accelerating vector sequences, J. Comput. Appl. Math. 29 (1990) 101–110.

    Google Scholar 

  18. J. Stoer and R. Bulirsch, Introduction to Numerical Analysis, 2nd ed. (Springer, Berlin, 1991).

    Google Scholar 

  19. A. Van Den Bos, Degeneracy in nonlinear least squares, IEE-D Proc. 128 (1981) 109–116.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Bellalij, M. Analysis of Henrici's Transformation for Singular Problems. Numerical Algorithms 33, 65–82 (2003). https://doi.org/10.1023/A:1025587215883

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1025587215883

Navigation