On the approximation of derivatives using divided difference operators preserving the local convergence order of iterative methods

DOI10.1016/J.CAM.2012.06.005MaRDI QIDQ455864zbMATH OpenOpenAlexFDO

Authors Miquel Grau-Sánchez, Miquel Noguera, Sergio Amat

Publication date 22 October 2012

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1110.2281

zbMATH Keywords

computational efficiencyderivative-free algorithmdivided differencesiterative methodsnumerical examplesorder of convergenceOstrowski's methodsystems of nonlinear equations

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Complexity and performance of numerical algorithms (65Y20)

Abstract: A development of an inverse first-order divided difference operator for functions of several variables is presented. Two generalized derivative-free algorithms builded up from Ostrowski's method for solving systems of nonlinear equations are written and analyzed. A direct computation of the local order of convergence for these variants of Ostrowski's method is given. In order to preserve the local order of convergence, any divided difference operator is not valid. Two counterexamples of computation of a classical divided difference operator without preserving the order are presented. A new divided difference operator solving this problem is proposed. Furthermore, a computation that approximates the order of convergence is generated for the examples and it confirms in a numerical way that the order of the methods is well deduced.

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