Derivative-free iterations in $R^n$ with point-wise operations for solving systems of nonlinear equations
- Authors: Zhanlav T.1, Otgondorj K.2, Ulziibayar V.2, Enkhbayar K.2
-
Affiliations:
- Academician, Professor, Doctor of Sciences in Physics and Mathematics
- Mongolian University of Science and Technology
- Issue: Vol 34, No 1 (2026)
- Pages: 40-54
- Section: Modeling and Simulation
- URL: https://journals.rudn.ru/miph/article/view/49989
- DOI: https://doi.org/10.22363/2658-4670-2026-34-1-40-54
- EDN: https://elibrary.ru/VEJQIO
- ID: 49989
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Abstract
In this paper, we develop a new family of high-order derivative-free iterative methods for solving systems of nonlinear equations. Specifically, we propose four two-step derivative-free schemes with convergence orders four and five, together with twelve three-step derivative-free schemes achieving convergence orders six, seven, and eight. The main specific of these iterations is that they include a vector or even a scalar iteration parameter instead of the matrix parameter inherent to other existing iterative methods. This structural simplification significantly reduces computational cost, storage requirements, and matrix operations, thereby improving overall computational efficiency. A convergence analysis is presented, establishing the theoretical order of convergence of the proposed methods. The efficiency indices of the proposed schemes are derived and compared with those of several well-known derivative-free iterative methods. The numerical experiments on standard academic problems confirm the theoretical results and demonstrate that the proposed methods are competitive and, in many cases, superior in terms of efficiency and robustness.
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1. Introduction
We consider the following nonlinear system of equations:
𝐹(𝑥) = 0, 𝑥 = (𝑥1,𝑥2,⋯,𝑥𝑛)𝑇 ∈ 𝑅𝑛, (1)
© 2026 Zhanlav, T., Otgondorj, K., Ulziibayar, V., Enkhbayar, K.
This work is licensed under a Creative Commons “Attribution-NonCommercial 4.0 International” license.
where 𝐹 ∶ 𝐷 ⊆ 𝑅𝑛 → 𝑅𝑛 is a nonlinear and sufficiently Fréchet differentiable function in an open convex set 𝐷. Additionally, 𝐹′(𝑥) is continuous and nonsingular at 𝛼, where 𝛼 is the simple and isolated solution of equation (1). Most physical systems are inherently nonlinear nature and described by nonlinear systems. The nonlinear systems (1) also appear in many fields of applied sciences and engineering[1–12]. Thesolutionofequation(1)cannotbecomputedexactlyandisoftenapproximated using iterative methods with different orders of convergence. A quite recently have been appeared some papers devoted to the constructing high efficient iterative methods containing vector and even scalar parameter coefficients [1, 3, 4, 6, 13–15]. For obtaining the numerical solution of the system (1) often used the following two-step and three-step iterative methods:
𝑦𝑘 = 𝑥𝑘 − 𝐹′(𝑥𝑘)−1𝐹(𝑥𝑘),
′(𝑥𝑘)−1𝐹(𝑦𝑘), (2)
𝑥𝑘+1 = 𝑦𝑘 − 𝜏̄𝑘𝐹
and
𝑦𝑘 = 𝑥𝑘 − 𝐹′(𝑥𝑘)−1𝐹(𝑥𝑘),
𝑧𝑘 = 𝑦𝑘 − 𝜏̄𝑘𝐹′(𝑥𝑘)−1𝐹(𝑦𝑘), (3)
𝑥𝑘+1 = 𝑧𝑘 − 𝛼𝑘𝐹′(𝑥𝑘)−1𝐹(𝑧𝑘),
where 𝜏̄𝑘 and 𝛼𝑘 are iteration parameters to be determined properly.
The aim of this work is to develop derivative-free version of the iterations (2) and (3) with vector and scalar coefficients. In Section 2, we introduce new derivative-free two-step iterations of orders four and five. In Section 3, we present new derivative-free three-step iterations of order 𝜌 (𝜌 = 6,7,8) and an analysis of the efficiency of the proposed iterative methods. Section 4 devoted to analysis of efficiency of proposed methods compared with other methods. In Section 5, we present the results of our experiments and compare them with known methods of the same order. The article concludes
with some conclusions and references used in it.
2. The construction of two-step derivative-free iterations
First, we employ 𝑅𝑛 with point-wise multiplication and division of vectors. Let 𝑎 = (𝑎1,𝑎2,…,𝑎𝑛)𝑇 ∈ 𝑅𝑛 and 𝑏 = (𝑏1,𝑏2,…,𝑏𝑛)𝑇 ∈ 𝑅𝑛. The point-wise multiplication and division of two vectors are defined by
𝑎 ⋅ 𝑏 = (𝑎1𝑏1,𝑎2𝑏2,…,𝑎𝑛𝑏𝑛)𝑇 ∈ 𝑅𝑛, | (4a) |
𝑎 𝑎1 𝑎2 𝑎𝑛 𝑇 𝑛. = ( , ,…, ) ∈ 𝑅 | (4b) |
𝑏 𝑏1 𝑏2 𝑏𝑛
The direct consequence of (4a) and (4b) is
𝑎2 ∶ = (𝑎 ⋅ 𝑎) = (𝑎21,𝑎22,…,𝑎2𝑛)𝑇 ∈ 𝑅𝑛,
𝑇
1 = (1,1,…,1) ∈ 𝑅𝑛.
In [6] the following theorems were proven:
Theorem 6. [6] The two-step iteration (2) has a third, fourth and fifth-order convergence if and only if the parameter 𝜏̄𝑘 satisfies
𝜏̄𝑘 = 1 + 𝑂(ℎ),
𝜏̄𝑘 = 1 + 2𝛩𝑘 + 𝑂(ℎ2), (6a)
𝜏̄𝑘𝐹′(𝑥𝑘)−1𝐹(𝑦𝑘) = (1 + 𝛩𝑘2)𝐹′(𝑦𝑘)−1𝐹(𝑦𝑘) + 𝑂(ℎ3),
Theorem 7. [6] The three-step iteration (3) have order of convergence 𝜌 + 1, 𝜌 + 2, 𝜌 + 3 if and only if the parameter 𝛼𝑘 satisfies
𝛼𝑘 = 1 + 𝑂(ℎ),
𝛼𝑘 = 1 + 2𝛩𝑘 + 𝑂(ℎ2), (7a)
𝛼𝑘𝐹′(𝑥𝑘)−1𝐹(𝑧𝑘) = (1 + 2𝛩𝑘2)𝐹′(𝑦𝑘)−1𝐹(𝑧𝑘) + 𝑂(ℎ3),
where
𝛩𝑘 = 𝐹(𝑦𝑘), 𝛩),
𝐹(𝑥𝑘)
and 𝜌 is the order of convergence of iteration (2).
We note that the conditions (6a) and (7a) can be replaced by
1 + 𝑎𝛩𝑘
𝜏̄𝑘 = 𝛼𝑘 = , 𝑎,𝑏,𝑑 ∈ 𝑅,
1 + (𝑎 − 2)𝛩𝑘
and in this case the convergence order maintained. We now proceed with the construction of a derivative-free analog of (2) as follows:
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘),
(8)
−1
𝑥𝑘+1 = 𝑦𝑘 − 𝑇𝑘 [𝑤𝑘,𝑠𝑘;𝐹] 𝐹(𝑦𝑘),
where [𝑤𝑘,𝑠𝑘;𝐹] is first order divided difference with
𝑤𝑘 = 𝑥𝑘 + 𝛾1𝐹(𝑥𝑘), 𝑠𝑘 = 𝑥𝑘 − 𝛾1𝐹(𝑥𝑘), 𝛾1 ≠ 0, 𝛾1 ∈ 𝑅.
It is easy to show that
𝑇𝑘 = 𝜏̄𝑘𝐹′(𝑥𝑘)−1 [𝑤𝑘,𝑠𝑘;𝐹], (9)
or
𝜏̄𝑘 = 𝑇𝑘 [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹′(𝑥𝑘). (10)
The passing of (2) to (8) is realized by (9). The converse is realized by (10). It is easy to show that
where | 𝐹′(𝑥𝑘)−1 [𝑤𝑘,𝑠𝑘;𝐹] = 𝐼 + 𝐵𝑘 + 𝑂(ℎ4), | (11) |
𝐵𝑘 = 𝐹′(𝑥𝑘)−1𝐹‴(𝑥𝑘)𝛾12𝐹(𝑥𝑘)2 = 𝑂(ℎ2). (12)
If we take (12) into account, then from (11) it follows that |
|
𝐹′(𝑥𝑘)−1 = [𝑤𝑘,𝑠𝑘;𝐹]−1 + 𝑂(ℎ2). Analogously, using (11) and the Taylor expansion of 𝐹(𝑦𝑘) at point 𝑥𝑘, we easily obtain | (13) |
𝐹(𝑦𝑘) = 𝑂(ℎ2), 𝐹′(𝑦𝑘) = [𝑢𝑘,𝜛𝑘;𝐹] + 𝑂(ℎ4), | (14) |
where
𝑢𝑘 = 𝑦𝑘 + 𝛽1𝐹(𝑥𝑘), 𝜛𝑘 = 𝑦𝑘 − 𝛽1𝐹(𝑥𝑘), 𝛽1 ≠ 0, 𝛽1 ∈ 𝑅.
Using (9), (11), (13) and (14) it is easy to show that the 𝜌-order conditions (6) can be rewritten in term of 𝑇𝑘 as:
𝑇𝑘 = 1 + 𝑂(ℎ),
1 + 2𝛩
2
𝑇𝑘 = 1 + 2𝛩𝑘 + 𝑂(ℎ ) = 𝑘 +2𝑏𝛩𝑘2 + 𝑂(ℎ2), (15a)
1 + 𝑑𝛩𝑘
𝑇𝑘 [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑦𝑘) = (1 + 𝛩𝑘2)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑦𝑘). (15b)
Using (15a) in (8) we obtain the following family of fourth order iterations (𝑀14)
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘),
1 1 −1 1 + 𝑏𝛩𝑘2)𝐹(𝑦𝑘(16)
𝑥𝑘+1 = 𝑦𝑘 − 2 [𝑤𝑘,𝑠𝑘;𝐹] [(
+ 𝑑𝛩𝑘
Analogously, using (15b) in (8) we obtain the following fifth order iteration (𝑀25)
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘),
(17)
1 + 𝛩𝑘2)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑦𝑘). 𝑥𝑘+1 = 𝑦𝑘 − (
If 𝛾1 → 0 and 𝛽1 → 0 then (16) and (17) lead to the iteration with derivative, considered in [6] and in
[4]. The scalar coefficients versions of (16) and (17) are [1]
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘),
1 −1 (18)
𝑥𝑘+1 = 𝑦𝑘 − [𝑤𝑘,𝑠𝑘;𝐹] [(1 + 𝑏𝑣𝑘)𝐹(𝑦𝑘) + 2𝑣𝑘𝐹(𝑥𝑘)], 𝑑,𝑏 ∈ 𝑅,
1 + 𝑑𝑣𝑘
‖𝐹(𝑦𝑘)‖2 𝑣𝑘 = ‖𝐹(𝑥𝑘)‖2 ,
and
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘),
(19)
−1 𝑥𝑘+1 = 𝑦𝑘 − (1 + 𝑣𝑘)[𝑢𝑘,𝜛𝑘;𝐹] 𝐹(𝑦𝑘),
with convergence order 4 and 5 respectively. The iteration (18) completely coincides with scheme given in [13], while (19) can be considered as new scheme with fifth order of convergence. Let’s denote the methods (18) and (19) as (𝑀34) and (𝑀45), respectively.
To analyze the convergence behavior of the proposed method, we first present a lemma that will be used to develop the Taylor expansion of vector functions (see [16]).
Lemma 1. Let 𝐹 ∶ 𝐷 ⊆ 𝑅𝑛 → 𝑅𝑛 be 𝑝-times Fréchet differentiable in a open convex set 𝐷 ⊆ 𝑅𝑛, then for any 𝑥,ℎ ∈ 𝐷̂ the following expression holds:
𝐹(𝑥 + ℎ) = 𝐹(̂ 𝑥) + 𝐹′ ̂ ̂ 𝐹(𝑝−1)(𝑥)ℎ𝑝−1̂ + 𝑅𝑝, where 𝑝
1 (𝑝)(𝑥 + 𝑡ℎ)̂ ‖‖ℎ‖̂ 𝑝 𝑎𝑛𝑑 ℎ𝑝̂ = (⏞⎴⎴⏞⎴⎴⏞ℎ,̂ ℎ,⋯,̂ ℎ)̂ ,
‖𝑅𝑝‖ ⩽ sup ‖𝐹
𝑝! 0<𝑡<1
and ‖ ⋅ ‖ denotes any norm in 𝑅𝑛, or a corresponding operator norm.
Definition 1. Let 𝑒𝑘 = 𝑥𝑘 − 𝛼 be the error in the 𝑘-th iteration, we call the relation
𝑒𝑘+1 = 𝐿(𝑒𝑘)𝑝 + 𝑂((𝑒𝑘)𝑝+1),
as the error equation. Here, 𝑝 is the order of convergence, 𝐿 is a 𝑝-linear function, i.e.
𝑝
𝐿 ∈ ℒ(⏞⎴⎴⎴⏞⎴⎴⎴⏞𝑅𝑛 × ⋯ × 𝑅𝑛,𝑅𝑛).
In the following result, we establish the convergence of the family of methods given by (16) under the conditions stated in Lemma 1.
Theorem 8. Let the function 𝐹 ∶ 𝐷 ⊆ 𝑅𝑛 → 𝑅𝑛 be sufficiently differentiable in a convex set 𝐷 containing a zero 𝛼 of 𝐹(𝑥). Further, assume that 𝐹′(𝑥) is continuous and non-singular at 𝛼 and the initial guess 𝑥0 is sufficiently close to the solution. Then, the sequence generated by method (16) converges to the solution 𝛼
with order four, for any nonzero value of parameter 𝛾1 and for any values of 𝑏 and 𝑑.
Proof. By applying the Taylor expansion of 𝐹(𝑥𝑘) around 𝛼, we obtain
𝐹(𝑥𝑘) = 𝐹′(𝛼)(𝑒𝑘 + 𝐴2𝑒2𝑘 + 𝐴3𝑒3𝑘 + 𝐴4𝑒4𝑘) + 𝑂(𝑒5𝑘), (20)
𝐹′(𝑥𝑘) = 𝐹′(𝛼)(𝐼 + 2𝐴2𝑒𝑘 + 3𝐴3𝑒2𝑘 + 4𝐴4𝑒3𝑘) + 𝑂(𝑒4𝑘),
𝐹″(𝑥𝑘) = 𝐹′(𝛼)(2𝐴2 + 6𝐴3𝑒𝑘 + 12𝐴4𝑒2𝑘) + 𝑂(𝑒3𝑘),
𝐹‴(𝑥𝑘) = 𝐹′(𝛼)(6𝐴3 + 24𝐴4𝑒𝑘) + 𝑂(𝑒2𝑘), (21)
where
1 ′(𝛼)]−1𝐹(𝑖)(𝛼), 𝑖 = 2,3,…. 𝐴𝑖 = [𝐹
𝑖!
Using the Genocchi–Hermite formula [17] and (20)–(21), we obtain
[𝑤𝑘,𝑠𝑘;𝐹] = 𝐹′(𝑥𝑘) + 𝐹‴(𝑥𝑘)(𝛾1𝐹(𝑥𝑘))2 + 𝑂((𝛾1𝐹(𝑥𝑘))3) =
= 𝐹′(𝛼)(𝐼 + 2𝐴2𝑒𝑘 + 3𝐴3𝑒2𝑘) + 𝐹′(𝛼)6𝐴3𝛾12𝐹′(𝛼)2(𝑒𝑘)2 + 𝑂(𝑒3𝑘) =
= 𝐹′(𝛼)(𝐼 + 2𝐴2𝑒𝑘 + 𝐴3(3𝐼 + 𝛾12𝐹′(𝛼)2)𝑒2𝑘) + 𝑂(𝑒3𝑘).
Inversion of [𝑤𝑘,𝑠𝑘;𝐹] yields
[𝑤𝑘,𝑠𝑘;𝐹]−1 = (𝐼 + 𝐶1𝑒𝑘 + 𝐶2𝑒2𝑘)𝐹′(𝛼)−1 + 𝑂(𝑒3𝑘), (22)
where 𝐶1 = −2𝐴2, 𝐶2 = 4𝐴22 − 𝐴3(3𝐼 + 𝛾12𝐹′(𝛼)2).
Let us denote 𝑒̄𝑘 = 𝑦𝑘 − 𝛼. From (20) and (22), we get
𝑒̄𝑘 = 𝑥𝑘 − 𝛼 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘) = 𝐵1𝑒2𝑘 + 𝐵2𝑒3𝑘 + 𝑂(𝑒4𝑘),
where 𝐵1 = 𝐴2, 𝐵2 = −2𝐴22 + 𝐴3(2𝐼 + 𝛾12𝐹′(𝛼)2). We then obtain
𝐹(𝑦𝑘) = 𝐹′(𝛼)(𝑒̄𝑘 + 𝐴2𝑒̄2𝑘 + 𝐴3𝑒̄3𝑘) + 𝑂(𝑒4𝑘) = 𝐹′(𝛼)(𝐵1𝑒2𝑘 + 𝐵2𝑒3𝑘) + 𝑂(𝑒4𝑘). (23)
Next, we expand the term 𝛩𝑘 = 𝐹(𝑦𝑘), which appears in the second step of (16). From (20) and (23),
𝐹(𝑥𝑘) we obtain
𝛩𝑘2 = 𝐴22𝑒2𝑘 + (−6𝐴32 + 2𝐴2𝐴3(2𝐼 + 𝛾12𝐹′(𝛼)2))𝑒3𝑘 + 𝑂(𝑒4𝑘). (24)
Then, from (24), we can get
1 + 𝑏𝛩2
𝑃𝑘 = 𝐼 1 + 𝑑𝛩𝑘𝑘2 = 𝐼 + 𝐴22(𝑏 − 𝑑)𝑒2𝑘 − 2(𝐴2(𝑏 − 𝑑)(3𝐴22 − 𝐴3(2𝐼 + 𝛾12𝐹′(𝛼)2)))𝑒3𝑘 + 𝑂(𝑒4𝑘), (25)
and
𝑄𝑘 = 2𝛩𝑘2 2 2𝑒2𝑘 + 4𝐴2(−3𝐴22 + 𝐴3(2𝐼 + 𝛾12𝐹′(𝛼)2))𝑒3𝑘 + 𝑂(𝑒4𝑘). (26) = 2𝐴2
1 + 𝑑𝛩𝑘
From (25) and (26), it follows that
𝑃𝑘𝐹(𝑦𝑘) + 𝑄𝑘𝐹(𝑥𝑘) = 𝐴22𝑒2𝑘 + 𝐴3(2𝐼 + 𝛾12𝐹′(𝛼)2))𝑒3𝑘 +
+ 𝐴32(−10 + 𝑏 − 𝑑) + 4𝐴2𝐴3(2𝐼 + 𝛾12𝐹′(𝛼)2)𝑒4𝑘 + 𝑂(𝑒5𝑘). (27)
Then, using (22), and (27), the second step of the method (16) gives the error equation as
𝑒𝑘+1 = 𝑥𝑘+1 − 𝛼 = 10𝐴32 − 𝑏𝐴32 − 8𝐴2𝐴3 + 𝐴32𝑑 − 4𝐴2𝐴3𝛾12𝐹′(𝛼)2 +
+ 2𝐴2𝐴3(2𝐼 + 𝛾12𝐹′(𝛼)2) − 𝐴2(4𝐴22 − 𝐴3(3𝐼 + 𝛾12𝐹′(𝛼)2))𝑒4𝑘 + 𝑂(𝑒5𝑘) =
= −𝐴2(𝐴3 + 𝐴22(−6 + 𝑏 − 𝑑) + 𝐴3𝛾12𝐹′(𝛼)2)𝑒4𝑘 + 𝑂(𝑒5𝑘).
This shows the fourth order convergence of the proposed family (16).
The convergence analysis of the other proposed methods follows a similar approach to the proof of Theorem 8. Therefore, we omit it here.
3. The construction of three-step derivative-free iterations
The derivative-free analogy of iteration (3) obtained as:
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘),
𝑧𝑘 = 𝑦𝑘 − 𝑇𝑘 [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑦𝑘),
𝑥𝑘+1 = 𝑧𝑘 − 𝐻𝑘 [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑧𝑘),
where 𝑇𝑘 is given by (15) and 𝐻𝑘 determined as:
𝐻𝑘 = 𝛼𝑘𝐹(𝑥𝑘)−1 [𝑤𝑘,𝑠𝑘;𝐹].
As before, the condition (7) can be rewritten in term of 𝐻𝑘 as:
𝐻𝑘 = 1 + 𝑂(ℎ),
2
𝐻𝑘 =
1 + 𝑑𝛩
𝐻𝑘 [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑧𝑘[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑧𝑘) + 𝑂(ℎ3).
Theorem 7 and the combination of choices (15) and (28) yields different derivative-free three-step iterations and we list some of these methods below.
Sixth-order iterations:
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘), |
|
1 𝑧𝑘 = 𝑦𝑘 − + 𝑑𝛩𝑘2 [𝑤𝑘,𝑠𝑘;𝐹]−1 [(1 + 𝑏𝛩𝑘)𝐹(𝑦𝑘) + 2𝛩𝑘2𝐹(𝑥𝑘)], 1 𝑥𝑘+1 = 𝑧𝑘 − (1 + 2𝛩𝑘)[𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑧𝑘), and 𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘), 𝑧𝑘 = 𝑦𝑘 − (1 + 𝛩𝑘2)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑦𝑘), 𝑥𝑘+1 = 𝑧𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑧𝑘), and 𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘), 𝑧𝑘 = 𝑦𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑦𝑘), 𝑥𝑘+1 = 𝑧𝑘 − (1 + 2𝛩𝑘2)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑧𝑘). Seventh-order iterations 𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘), 1 𝑧𝑘 = 𝑦𝑘 − 2 [𝑤𝑘,𝑠𝑘;𝐹]−1 [(1 + 𝑏𝛩𝑘)𝐹(𝑦𝑘) + 2𝛩𝑘2𝐹(𝑥𝑘)], 1 + 𝑑𝛩𝑘 𝑥𝑘+1 = 𝑧𝑘 − (1 + 2𝛩𝑘2)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑧𝑘), and 𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘), 𝑧𝑘 = 𝑦𝑘 − (1 + 𝛩𝑘2)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑦𝑘), 𝑥𝑘+1 = 𝑧𝑘 − (1 + 2𝛩𝑘)[𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑧𝑘). Eighth-order iterations 𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘), | (29) |
𝑧𝑘 = 𝑦𝑘 − (1 + 𝛩𝑘2)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑦𝑘), 𝑥𝑘+1 = 𝑧𝑘 − (1 + 2𝛩𝑘2)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑧𝑘). | (30) |
In the remainder of the paper, the methods (29)–(30) will be denoted by 𝑀56, 𝑀66, 𝑀76, 𝑀87, 𝑀97 and 𝑀108 , respectively. If we take the transition rule that established in [14] into account, then we easily obtain from (29)–(30) its scalar coefficients variants: Sixth-order iterations
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘),
1 −1
𝑧𝑘 = 𝑦𝑘 − 1 + 𝑑𝑣𝑘 [𝑤𝑘,𝑠𝑘;𝐹] [(1 + 𝑏𝑣𝑘)𝐹(𝑦𝑘) + 2𝑣𝑘𝐹(𝑥𝑘)], (31)
𝑥𝑘+1 = 𝑧𝑘 − [𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑧𝑘),
where
‖𝐹(𝑦𝑘)‖2 𝑣𝑘 = ‖𝐹(𝑥𝑘)‖2 ,
and
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘),
𝑧𝑘 = 𝑦𝑘 − (1 + 𝑣𝑘)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑦𝑘),
𝑥𝑘+1 = 𝑧𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑧𝑘).
and
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘),
𝑧𝑘 = 𝑦𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑦𝑘),
𝑥𝑘+1 = 𝑧𝑘 − (1 + 2𝑣𝑘)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑧𝑘).
Seventh-order methods:
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘),
1 −1
𝑧𝑘 = 𝑦𝑘 − [𝑤𝑘,𝑠𝑘;𝐹] [(1 + 𝑏𝑣𝑘)𝐹(𝑦𝑘) + 2𝑣𝑘𝐹(𝑥𝑘)], 1 + 𝑑𝑣𝑘
𝑥𝑘+1 = 𝑧𝑘 − (1 + 2𝑣𝑘)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑧𝑘),
and
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘),
𝑧𝑘 = 𝑦𝑘 − (1 + 𝑣𝑘)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑦𝑘),
−1 ‖𝐹(𝑧𝑘)‖2
𝑥𝑘+1 = 𝑧𝑘 − [𝑢𝑘,𝜛𝑘;𝐹] (𝐹(𝑧𝑘) − 𝛽𝑘𝐹(𝑥𝑘)), 𝛽𝑘 = ‖𝐹(𝑦𝑘)‖2 .
Eight-order method:
𝑦𝑘 = 𝑥𝑘 − [𝑤𝑘,𝑠𝑘;𝐹]−1 𝐹(𝑥𝑘),
𝑧𝑘 = 𝑦𝑘 − (1 + 𝑣𝑘)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑦𝑘), (32)
𝑥𝑘+1 = 𝑧𝑘 − (1 + 2𝑣𝑘)[𝑢𝑘,𝜛𝑘;𝐹]−1 𝐹(𝑧𝑘). In the rest of the paper, the methods (31)–(32) will be denoted by 𝑀116 , 𝑀126 , 𝑀136 , 𝑀147 , 𝑀157 and 𝑀168 , respectively.
4. Computational efficiency
The computational efficiency index of an iterative method for solving a nonlinear system is defined
1 by 𝐶𝐼 = 𝜌𝐶 , where 𝜌 is the order of convergence and 𝐶 is the computational cost of each method. We will study the computational efficiency of the presented methods and compare it with that of other methods presented in the literature, namely 𝑀34 [13], 𝑀6,2 [18], NM7 [19] and 𝑃𝑀1 [20]. To compute 𝐹 in any iterative method we evaluate 𝑛 scalar functions, whereas the number of scalar evaluations is
𝑛(𝑛 − 1) scalar functions for any divided difference [⋅,⋅;𝐹]. In addition, we must include the number of operations shown in Table 1.
As we can see in Figs. 1, 2 and in Table 2, in terms of computational efficiency the proposed method 𝑀56 is significantly superior to other considered methods. Additionally, fourth-order 𝑀34 and eighth-order 𝑀168 also have high computational efficiency.
Table 1 Computational cost of different operations
Computational cost
LU decomposition | (𝑛3 − 𝑛) |
Solution of two triangular systems | 𝑛2 |
Quotients in divided difference operator | 𝑛2 |
Matrix-vector multiplication | 𝑛2 |
Scalar-vector multiplication | 𝑛 |
Component-wise multiplication (division) of vectors | 𝑛 |
Table 2
5. Numerical results and discussion
To evaluate the effectiveness of the new method and provide a comparison with existing methods, numerical experiments have been conducted and the results are presented in this section. To achieve this goal, we consider the following nonlinear problems, most of which are the same as in [13, 19, 21].
Example 1. Considering the following system of 20 equations:
𝑦𝑖 = 0, 𝑖 = 1,2,…,20.
Computational Efficiency Index
n
Figure 1. Computational Efficiency Index for 𝑛 = 10 to 100 (logarithmic scale)
Computational Efficiency Index
n
Figure 2. Computational Efficiency Index for 𝑛 = 10 to 100 (logarithmic scale)
The solution is 𝑦∗ = {−0.89,−0.89,…,−0.89}𝑇. For this solution, we choose the starting vector 𝑥0 = {−0.9,−0.9,…,−0.9}𝑇.
Example 2. Consider the system of twenty equations
20
−𝑦𝑖 − 3 + ∑ 𝑦𝑗 − 𝑒𝑦𝑖 + 4 cos(2 ln(|1 + 𝑦𝑖|)) = 0, 𝑖 = 1,2,…,20.
𝑗=1
The exact solution 𝑦∗ = {0,0,…,0}𝑇 of above system. For this solution, we choose the starting vector 𝑥0 = {0.01,0.01,…,0.01}𝑇.
In Tables 3 and 4, we present the residual error of the example function ‖𝐹(𝑥𝑘+1)‖, the error between two consecutive iterations ‖𝑥𝑘+1 − 𝑥𝑘‖ and the computational order of convergence 𝜌𝑐𝑜. The computational order of convergence (𝑝𝑐𝑜) is calculated using the formula [4]
ln(‖𝑥𝑘+1 − 𝑥𝑘‖/‖𝑥𝑘 − 𝑥𝑘−1‖)
𝜌𝑐𝑜 = ln(‖𝑥𝑘 − 𝑥𝑘−1‖/‖𝑥𝑘−1 − 𝑥𝑘−2‖). The following stopping criterion is used in these experiments:
‖𝑥𝑘+1 − 𝑥𝑘‖ + ‖𝐹(𝑥𝑘)‖ ⩽ 10−60.
Tables3and4reportthenumericalperformanceoftheconsideredderivative-freeiterativemethods. The first column lists the names of the methods under comparison. The second column shows the total CPU time (in seconds) required by each method to reach the prescribed stopping criterion. The third column indicates the number of iterations (Iter) needed for convergence.
The fourth column presents the absolute error measured by the norm ‖𝑥𝑘+1 − 𝑥𝑘‖, while the fifth column reports the residual norm ‖𝐹(𝑥𝑘+1)‖ at the final iteration, which reflects the accuracy of the computed solution. The last column displays the approximate computational order of convergence (ACOC), confirming the theoretical convergence order of each method.
Table 3 Comparison numerical results on Example 1
Methods | CPUTime | Iter | ‖𝑥𝑘+1 − 𝑥𝑘‖ | ‖𝐹(𝑥𝑘+1)‖ | ACOC |
𝑀14 | 0.356 | 4 | 1.6016 × 10−76 | 4.4188 × 10−300 | 4.00 |
𝑀34 | 0.344 | 4 | 1.6016 × 10−76 | 4.4188 × 10−300 | 4.00 |
𝑀25 | 0.344 | 4 | 5.8123 × 10−166 | 1.9572 × 10−822 | 5.00 |
𝑀45 | 0.625 | 4 | 5.8123 × 10−166 | 1.9572 × 10−822 | 5.00 |
𝑀56 | 0.343 | 4 | 3.4780 × 10−228 | 3.2447 × 10−1359 | 6.00 |
𝑀66 | 0.640 | 4 | 9.7496 × 10−287 | 1.8481 × 10−1711 | 6.00 |
𝑀76 | 0.703 | 4 | 1.2693 × 10−274 | 1.7032 × 10−1638 | 6.00 |
𝑀116 | 0.672 | 4 | 7.8812 × 10−283 | 4.2801 × 10−1688 | 6.00 |
𝑀126 | 0.735 | 4 | 9.7496 × 10−287 | 1.8481 × 10−1711 | 6.00 |
𝑀136 | 0.782 | 4 | 1.2693 × 10−274 | 1.7032 × 10−1638 | 6.00 |
𝑀87 | 0.656 | 4 | 9.7872 × 10−388 | 3.0845 × 10−2523 | 7.00 |
𝑀97 | 0.640 | 4 | 2.2881 × 10−402 | 2.9211 × 10−2524 | 7.00 |
𝑀147 | 0.734 | 4 | 9.7872 × 10−388 | 9.3521 × 10−2524 | 7.00 |
𝑀157 | 0.732 | 4 | 1.5722 × 10−400 | 8.5164 × 10−2524 | 7.00 |
𝑀108 | 0.585 | 3 | 1.2259 × 10−79 | 2.7310 × 10−624 | 8.00 |
𝑀168 | 0.532 | 3 | 1.2259 × 10−79 | 2.7310 × 10−624 | 8.00 |
𝑀6,2 [18] | 1.614 | 4 | 1.4692 × 10−107 | 6.3590 × 10−633 | 6.00 |
NM7 [19] | 2.750 | 3 | 3.8545 × 10−71 | 1.2384 × 10−487 | 7.00 |
PM1 [20] | 1.984 | 4 | 2.9442 × 10−271 | 1.0079 × 10−2152 | 8.00 |
From Tables 3 and 4, we observe that the 𝑀34 iterative method is faster than the considered fourthand fifth-order methods. Furthermore, Tables 3 and 4 indicate that the proposed 𝑀56 method is the fastest among the considered methods with orders 𝜌 = 6,7 and 8. This finding is consistent with the results presented in Section 4. From these tables, it follows that 𝑀168 is not only faster but also more accurate than the considered seventh- and eighth-order methods. Thus, the eighth-order method 𝑀168 can be highly useful in practical applications that require high accuracy. In conclusion, the numerical results clearly demonstrate that the proposed derivative-free methods with vector and scalar coefficients are superior to those employing matrix coefficients, both in terms of computational time and overall computational cost.
Conclusions
We obtain family of two-step derivative-free iterations of order 4 and 5 and three-step derivativefree iterations of order 6, 7 and 8 with vector and scalar parameter. The specific of these iterations is that they include vector or even scalar parameter of iteration instead of matrix parameter that inherent to other existing iterative methods. The theoretical conclusions are confirmed by numerical
Table 4 Comparison numerical results on Example 2
Methods | CPUTime | Iter | ‖𝑥𝑘+1 − 𝑥𝑘‖ | ‖𝐹(𝑥𝑘+1)‖ | ACOC |
𝑀14 | 20.672 | 4 | 7.0707 × 10−76 | 1.6644 × 10−300 | 4.00 |
𝑀34 | 20.594 | 4 | 7.0707 × 10−76 | 1.6644 × 10−300 | 4.00 |
𝑀25 | 35.572 | 4 | 5.9230 × 10−172 | 4.1262 × 10−858 | 5.00 |
𝑀45 | 37.563 | 4 | 5.9230 × 10−172 | 4.1262 × 10−858 | 5.00 |
𝑀56 | 20.282 | 4 | 2.4149 × 10−219 | 1.0347 × 10−1310 | 6.00 |
𝑀66 | 37.782 | 4 | 1.1978 × 10−315 | 2.8416 × 10−1893 | 6.00 |
𝑀76 | 37.532 | 4 | 4.4919 × 10−302 | 1.5809 × 10−1811 | 6.00 |
𝑀116 | 29.656 | 3 | 7.6581 × 10−66 | 1.9409 × 10−394 | 6.00 |
𝑀126 | 37.469 | 4 | 1.1978 × 10−315 | 2.8416 × 10−1893 | 6.00 |
𝑀136 | 37.375 | 4 | 4.4919 × 10−302 | 1.5809 × 10−1811 | 6.00 |
𝑀87 | 42.219 | 4 | 9.1502 × 10−380 | 4.7631 × 10−2654 | 7.00 |
𝑀97 | 38.344 | 4 | 1.7236 × 10−399 | 2.0037 × 10−2792 | 7.00 |
𝑀147 | 37.922 | 4 | 9.1502 × 10−380 | 4.7631 × 10−2654 | 7.00 |
𝑀157 | 37.641 | 4 | 2.5776 × 10−400 | 3.3521 × 10−2798 | 7.00 |
𝑀108 | 29.906 | 3 | 6.0681 × 10−78 | 1.3860 × 10−620 | 8.00 |
𝑀168 | 29.391 | 3 | 6.0681 × 10−78 | 1.3860 × 10−620 | 8.00 |
𝑀6,2 [18] | 56.801 | 4 | 7.8477 × 10−204 | 1.4880 × 10−1216 | 6.00 |
NM7 [19] | 186.703 | 3 | 3.4339 × 10−83 | 5.5892 × 10−288 | 7.00 |
PM1 [20] | 57.985 | 3 | 5.8566 × 10−78 | 9.7060 × 10−617 | 8.00 |
experiments. Based on numerical examples, one can conclude that our proposed iterations are the most efficient and faster than the existing ones of similar nature.
About the authors
Tugal Zhanlav
Academician, Professor, Doctor of Sciences in Physics and Mathematics
Author for correspondence.
Email: tzhanlav@yahoo.com
ORCID iD: 0000-0003-0743-5587
Scopus Author ID: 24484328800
Full member of Mongolian Academy of Sciences, professor, doctor of sciences in physics and mathematics, Honorary Doctor of JINR
Russian Federation, Ulaanbator, 13330, Mongolia; Ulaanbator, 14191, MongoliaKhuder Otgondorj
Mongolian University of Science and Technology
Email: otgondorj@gmail.com
ORCID iD: 0000-0003-1635-7971
Scopus Author ID: 57209734799
Associate Professor of Department of Mathematics at School of Applied Sciences
Russian Federation, Ulaanbator, 14191, MongoliaVandandoo Ulziibayar
Mongolian University of Science and Technology
Email: v_ulzii@must.edu.mn
ORCID iD: 0000-0003-2279-0755
Professor of Department of Mathematics at School of Applied Sciences
Ulaanbator, 14191, MongoliaKhangai Enkhbayar
Mongolian University of Science and Technology
Email: eegii33@must.edu.mn
ORCID iD: 0000-0002-1259-5502
Senior Lecturer of Department of Mathematics at School of Applied Sciences
Ulaanbator, 14191, MongoliaReferences
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