On the local convergence of secant-type methods

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The paper deals with the solution of the equation \(F(x)= 0\), where \(F\) is a nonlinear Fréchet differentiable operator defined on a convex open subset of a Banach space \(X\) with values in Banach space \(Y\). For obtaining a good approximation to \(F'\) the authors consider modified secant type methods with a real parameter \(\alpha\in [0,1]\) which provides the good placement of the basic elements \(x\) and \(y\) of divided difference of \(F\). The methods under discussion may have the convergence order near to 2 provided \(\alpha\) is properly chosen. If \(\alpha= 0\), the modification of the secant method coincides with the Newton method and with the secant method provided \(\alpha= 1\). A local convergence theorem is proved and possibilities for enlarging the radius of convergence are discussed. It is shown that the convergence conditions considered in the theorem can be modified in order to include non-Fréchet operators. The comparison of the results of experimental study confirms the theoretical considerations.




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