L.

BITTNBR
: Simplicia1 Methods for Non-Linear $Quation$

ZAM M 65-73 (1976)

LEONHARD
BITTNER

Simplicia1 Methods for the Solution of Systems of Nonlinear Equations

Die Arbeit beschreibt ein auf Anregungen von H . H e i n r i c h basierendes Verfahren, das gerade deshalb von besonderem Interesse ist, weil es die prazise Verallgemeinerung des speziellen Sekuntenverfahrens darstellt. Neben der
Klarung von Konvergenzverhaltnissen beantwortet die Arbeit mit Nitteln der Abbildungsgradtheorie u. a. auch die
geleqentlich bei anderen Untersuchungen auftretende Erage, i n welcher Form der Zwischenwertsatx f u r mehrdimensionale Eunktionen und rSimplexe gilt.
The paper establishes an iteration process, which has been stimulated by H . H e i n r i c h and is of particular interest,
stnce it constitutes the precise generalization of the special secant method. Besides investigating convergence a.s.0.
the paper answers the question important also for other fields of research, whether a kind of intermediate value property
holds for multidimensional functions and simplexes.

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~
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a n a s e n ~ iEIi B cnysae ~~roropaa~epnotlr
@yntcunuu CMMnneiax.

1. Introduction
If z denotes a real variable and f a real continuous function, then the so called regula falsi (special seoanl
method) may be described in this unusual form : Given two numbers x,,
x, with values f(xo),f(xl) of different
sign (so that the 1-simplex (closed intervall) [f(xo),f ( x l ) ]contains the origin of the f-axis)

<

(i)

(ii)

0
0
set Y = 0, zo
= zo, z1
= zl,
find thc (uniquely determined nonnegative) nuinbers Ao, 2, satisfying

&+A,
(iii)
(iv)

+ M.;,

=1,
Mz;)
= 0,
compute xv = Aoz; A,x; and f ( z v ) ;
end, if f ( z v )= 0, otherwise

-+

set z;+1 = z,; %;+I = z~

or p0+ l = 5~, z~+1
= x;
1

depending on whether the 1-simplex [f(x;),f(z)] or

(v)

replace Y by Y

[f(X),

f(q)],respectively, contains the origin of the f-axis

+ 1 and continue with step (ii) .

The numbers Lo, A, may be interpreted as barycentric coordinates of the origin of the f-axis with respect
to the vertices of the 1-simplex [f(x;),f(x;)]. They are transfered t o the x-axis, in order to define xv and the
following pair x;, xi by means of the preceding one. xv (v = 0) represents the exact solution of equation f(x)= 0,
in case f (consequently the inverse function f - l , too) is an affine function (i.e. f(x) = ax
b, a and b being
constant).
For the method described above, the following s t a t e m e n t s are well known:

Each intervaE [z;, 4 contains a zero point of

{ x;} converge (monotonicalEy) to certain numbers x:,

f , for all Y we have [z;, x;] c [z;+l, xi+l], both sequences {z;}
xT and at least one of them is a zero of f (a. section 3).

Though the convergence is in general slow, the method has its advantages, which suggest t o look for
a generalization to systems of equations. Such a generalization was already given by the author in a thesis [3]
more than 15 years ago and will be reproduced in section 2.
Properly speaking, in principle the generalized method goes back to SCHEFFERS
[6] and WILLERS[7],
who formulated it for twodimensional systems in a geometric (nonalgorithmic) form. The pure analytic (algorithmic) formulation for n-dimensional systems has been stimulated by H. HEINRICH,who introduced
certain auxiliary variables At in his nonpublished lectures (1956- 1058) on a multipoint version of NEWTONS
method (c. [2]); these variables are now considered as barycentric coordinates. We mention also a paper by
WOLFE[8] related t o our topic. Convergence of the method will be investigated in section 3. One of the advantages of the original regula falsi, the possibility to localize a zero point a t each step of the iteration procedure,
is essentially based on the intermediate value property of a real function depending on a real variable, i.e.
on the fact that the 1-simplex [z,, x,] contains a t least one y-point z of f , if the 1-simplex [f(z,), f ( z l ) ]contains
the point y. For this reason section 4 is dealing with the question, under which additional conditions this intermediate value property remains true in the multidimensional case. The question is also relevant t o some other
fields of niatheniatical rcscarch, for instance to optiinal control. A crucial point in ROLTYANSKIS
proof for
YONTRYACINS
inaxiniuni principle gives rise to the same question (s. [C]).An answer is obtained by the theory
5

L. BITTNER:
Simplicia1 Methods for Non-Linear Equations

66

of local degree. I n the end section 5 considers simplicia1 approximations for a given nonlinear mapping f and
its use for the approximate computation of zero points of f .
2. Regula falsi generalized

Let x be a real n-vector (column), D a convex subset of the real n-dimensional EucLrDean space Rn and f
a continuous mapping of D into R.Let xo, xl,... ,x, denote certain n-vectors of D such that the corresponding
values fo = f(x,), fi = f(xl), ... ,f n = f(x,) constitute the vertices of a nondegenerate (closed) n-simplex f,, fl,
... ,fn, which contains the origin, i.e. assume that

(where the (i + 1)-th column of the determinant has n

1 components, the first of which is 1and the further
n coincide with those of the n-vector f i ) and the system

...

has a nonnegative solution A,

0, A, 2 0, ,A, 2 0.l)
Our goal consists in the solution of the system f ( x ) = 0. x,, ... ,x, are considered as first approximations
for a 0-point of f. A potentially better approximation is obtained according to the following device: First define
,f n subsequently into g(y) = x,, xl,... ,xw Due to (2.1) g is uniquely
an affine function g, mapping y = f,, f i t
determined and characterized by the affinity

...

Regard g as a n approximation for the inverse function f-1, take

g(0) = g

2 Asfa

(iI0

= 2 Itxi = :2
i:o

as an approximation for f - l ( O ) (the set of 0-points for f ) , i.e. as a new approximate 0-point for f , replace one
,-.
1)-tuple x,, ... ,~ ~ - x,1 xu+l,
,
... ,x, fulfills the analoof the points x,, ... ,x,, say xu,b y 2 so that the new (n
gous conditions (2.1), (2.2), and continue the process.
The foregoing device yields the following i t e r a t i o n p r o c e d u r e :
(i) set v = 0,2:: = z( (i= 0, ... , n)
(ii) find the (uniquely determined nonnegative) numbers 2, = 26, ... ,An = 2; satisfying

98

Z& = 1 ,

Xn,f(x;) = 0

i-0

$30
n

&xl and f(z);

(iii) compute xp =
i=O

end, if f(sv)= 0, otherwise

(iv) compute the affine (barycentric) coordinates of f(xv)with respect to the vertices of the n-simplex
[f(x&), ,f(x,3], i.e. compute the (uniquely determined) solution lt,,
, xn of

...

...

L x, = 1 ,

i-0

(v)

2 % f ( x 2 = f(x) ,

i-0

select an index 0 = ov subject to

(vi) replace x: by x,i.e. set

zYcl =
a
xy >
x;+1 = xy.
(i # 4
replace
v
by
v
1
and
continue
with
step (ii).
(vii)
In order to justify the procedure we have to prove by induction that the following two conditions are
maintained throughout the process :

has a solution A,
I)

Both zsandfi are assumed to be coIumns.

0,

... ,An 2 0 .

L. BITTNER:
Simplicia1Methods for Non-Linear Eauations

A7

For v = 0 conditions l),2) hold owing to the assumption. Suppose that 1) and 2) have already been proved up
to a certain v and let us prove them for v
1.
Due to step (vi), (iv), (v)

and due to step (ii), (iv)

From step (v) it follows

,
1.; :=1
-2 0 ,

It

A i : = A t - - -A U~ i 2 O

(ifo),

i=O

XU

XU

ZA;1;=1.

Thus conditions l),2) are valid for v

1, too.
As a consequence, the iteration procedure either ends with a 0-point o f f or can be continued unlimitedly.

3. O n convcrgence
We start with a simple observation. Define

where x;, ... , x; designates an ( n

sequence { d v } is nonincreasing :

+ 1)-tuple of points x, generated by the iteration procedure a t step v. The

>

If d,
0, then the convex hull [x;, ... ,x;] of x;, ... , x, constitutes a nondegenerate n-simplex; if d, = 0,
then the points xg, ... , x; are all contained in some hyperplane. Moreover,
n

xv+1 = xv = Z&x; E [x;,

i=O

hence
[x;+l,

... , xn] ,

, xn+l]c [xo, ... , xn] c

c [xo, ... , x,] .

(3.3)
to zero or {av}i s bounded below by a positive constant d.
In the latter case each {x;} converges toapaint xi* (i= 0, ... ,n),the convex hull Ex,: ... ,xx] constitutes a nondegenerate n-simplex and at least one of its vertices x: appears to be a 0-point of f.
.I.

T h e o r e m 1: Either the sequence

.*

{ay}converges

>

P r o o f . Only the case d, 2 d

0 for all v requires our attention. Since x; E [xo, ... ,xn],each sequence
{xi} (i = 0, ... ,n) i sbounded. There exists a subsequence {vk} so that all corresponding subsequences {x;*}
(i= 0, ... ,n) simultaneously converge t o certain points xr. Obviously,

Hence [xg, ... , xx] i s a nondegenerated n-simplex. We claim that each sequence {xyi} on the whole colzverges
to xi*.
Suppose the contrary, e.g. x; ++ .
:x Then {xj} has a further accumulation point 2, besides x;. There is
a subsequence { p i } of { v} so that { ql}converges t o Zf and each other { ~ $ 1 ) (i # j ) simultaneously converges
t o a certain point Pi (equal to or different from xf) for pi ---* co.For p l
v k we have

>

[q,,x g] c Ex;*, ... ,xnq ,

.I.

hence

x$

[xy,... , x,q ,

f i = lim ~

$ E1

[xa, ... , xkk] ,

5

6s

L. BITTNER: Sirnphd Methods for N o n - h e a r Equations

n

z A!mxl,k with Aim 2 0, z Atm = 1 (i= 0, ... ,n). Owing to the boundedness of {A?,}
,=O

i,e. 2, =

m=O

{k,} of { k } exists such that every corresponding sequence

Aim for k , -+ 03. Without loss of generality let us assume that
n

z Azm = 1

s, = At,,&x2

and

... , n) tends to a certain number

{A;,} already tends to Atm. Obviously Azm 2 0,

(i = 0, ... , n ) ,

m=O

,=O

i.e.

(i,m = 0,

a subsequence

P, E [x;, ... , xf], consequently

* ... , xf] .
[go,... ,x,] c [xo,
A

Analogously we obtain
[x;, ... ,x:] c [go)... ,f,] ,
,.,*I
thus [xo, xn] = [x:,
Because the vertices of a nondegenerate n-simplex are uniquely determined (as ex.:eme points), we are
led to the conclusion that 8, = x& (i= 0, ... ,n),where n(O), ,x(n)form a permutation of 0, ,n.
Hence each accumulation point of any {xi} coincides with one of the vertices xg, ,x:. This implies: To
each E 0 we can attach an indez vs (independent on i ) so that either [lxfE or \(x: - s
ill E or
E for Y 2 vs and i = 0, ... ,n ; II.II denotes an arbitrary (fixed)norm over Rn.
Ilx$ If the last assertion were wrong, there would exist a n E,,
0, a n i and a subsequence { y k } of { v } satisfying
A

...

...

...

>

<

<

...,11x:

11x; - XJyl 2 Eo,

...

...

<

>

- xpll 2 E o .

As a consequence of the boundedness of {XI"} there would be a subsequence of {x;} converging to a n accumula,x:. Bu t this contradicts the preceding conclusion.
tion point 8%different from x:,

...

('Yo

...

)as a function of the n-vectors yo, ,yn (columns). It vanishes, if yo,

Yi
Yn
coincide with n or fewer points of the set xf,x:,
,x,* and depends continuously on yo) ,yn.
Hence there is a positive number such that
1 1 *.- 1
Yo Yl . * * Y a
Regard det

...

...

ldet i

)/<$

...

provided that yo, ... , ylabelong to the &,-neighbourhood of n. or fewer points of the set xt, , x,*.
I n order t o prove the convergence x; -+ x: (i = 0, ,n) for v -+ co definitely, recall that
vk -+

... ,y,,

<

co and min l\xi- xT]\

j

<

11~;~

...

x;k

--+

x:

for

2 v, holds. Consequently, there is a n index k, so that

(i = 0, ... n ) and v k 2 ve for k 2 k,
for v

holds. Let E be a positive number, arbitrary apart from the restriction

E

< f min
llx:
i+i

- Z,*II
,

&<&a.

Then it turns out that

~lxi- Z?II

<

jor
v 2 vke and i = 0, ... , n .
For v = Vk, this is correct due to the definition of k,. Assume that the assertion has been proved up to
- x:ll
E for i # Q. Moreover min Ilx;+'
-4
11 E.
a certain v (2vk8). Then x(+l = x; (i# Q ) , thus
If were l\x;+l - x*,II 2 E , then there would be a point x: with i # Q such that Ilx;+l - x711 E. Verbally,
x;+1, , x;+l would belong to the E-neighbourhood of n points xt, , * xZs1, , x:, hence
E

<

...

...

<

...

<

<

2 . d . This contradiction proves Ilx;+l - xzll

F , which finally ixiiplies x; -+x
: for v co
contrary to
(i = 0, ... , n).
Finally we have to show that a t least one of the values f(x:), ... ,f(x$)is zero. For this reason remember
that
n

ZY+l

=z

y+1

= xy =

UV

where the nonnegative A;,

... ,A;

i=O

cAp;,

i=O

solve the system

E&=1,

2 %f(x;) = 0 .
i=O

i=O

Owing to the boundedness of {A;} there is a subsequence {v%} of { v } so that each {@} (i = 0, ... ,n) tends to
some A: for vk -, co. Obviously
n
xYki-l
a*I.

---*

;.*,A
i=O

A*a => o

(i= 0,

... , n) ,

22; =1

i=O

69

L. BITTNER:
Simplicia1 Methods for Non-Linear Equations

and
n

,x

0=

*j(X.,k)

-t

2;l;f(q)

=0

i=O

2=0

...

Among the avkthere occurs a certain index j out of the set 0, 1, , n infinitely many times. For convenience
of notation let us assume that av, = j for all k (otherwise we have to refer to a subsequence of {vk}). As has
been proved
p k + l = xzk+l -.+ .f.
3

Therefore
n

2 :"A

= xj*

i=n

This implies 2: = 0 (i # j ) , 2.7 = 1 and finally

0=

&f
n:f(x:)

=f(X7)

i=O

Hence xj* i s a 0-point of f .

From theorem 1 we immediately obtain the statements on the convergence of the ordinary regula falsi

<

x! = xl. Then {xi} converges nondecreasingly to

T h e o r e m 2: Let the dimension .n be 1 and xg = x,
a point xz, { x i } converges nonincreasingly to a point xT and either f ( 4 ) = 0 or f (2:) = 0.
P r o o f . We distinguish between case 1)

and case 2)

x; - x;
I n both cases

---+

0.

- xy .
5 x; 5 x5+1 5 5 xi+1 xi 5 ..* I
Therefore x t := lim x i 5 xf := lim xi exist. Theorem 1 applies to case 1). I n case 2 ) x)t;= x:,
o 5 (f(x)t;)y= f(x$). f(z2)= lim f(xo')- f ( z ; )5 0 ,
x!

a'.

* = 0.
i.e. f(xn)

hence

Y+W

4. Intermediate value property

...

Throughout this section we assume that both xo, ,x, and f(xo),,... ,f(x,) constitute a nondegenerate n-simplex
[xo, ,x,] or [f(xo), ,f(x,)], respectively. Let y lie in [f(x,), ,f(x,)]. The question is, under which conditions
a point x E [xo, ,x,] exists so that f ( x ) = y. The case y = 0 is of particular interest for us.
To get a n answer let us a t first define an affine mapping h: Rn -,Rn with values

...

...

...

...

h(x)= A X b ,
which interpolates f a t x,, ... , xn, i.e. which maps x,,
has t o satisfy
(i = 0, ... ,n)
h(x,) = A x i
b =fi

...,x, subsequently into f,,

... ,f n = f(x,).

= f(xo),

(4.1)
Thus h

(4.2)

The (n, n)-matrix A , n-column b, hence the interpolate h for f is uniquely determined by

(4.3)
I n the sequel, however, it is more convenient to represent h by means of affine (barycentric) coordinates.
Each x E R" can be uniquely written as
n

x = 2 311x1

(4.4)

i-0

with the aid of certain numbers I.$ subject to

2 iZi = 1. Then the value h(x) corresponding to x in (4.4),reads

... ,xn] continuously and

Evidently, h maps Rn,[x,, ... , x,], its interior int [xo,... ,x,] and it's boundary 8[xo,
one-to-one onto M,, [fo, ,f n ] , int [f,,
,f,] or a[/,,, , f,], respectively.

...

...

...

L. BITTNER:
Simplicia1 Methods for Non-Linear Equations

70

Especially for y E int [fo,

... ,f,],

y=

xAdfi with
i=O

i.e. for

hf > 0

(i = 0, ... , n ) ,

ZAt=

1,

i=O

there is a unique y-point xh E int [xo,... ,x,], namely xh = Atxi,so that h(xh)= y. But the question to be
investigated is, whether there exists a y-point xf E [xo,... , x,] for f .
Let us consider [xo, , x,] as a n oriented n-simplex, the ordering xo,... , x, being a positive orientation,
and let us consider R as a n oriented space, [xo,..., x,] being a positive n-simplex. Then the so called index
j(h, xg, y) of the isolated y-point xh with respect to h i s well defined and equal to sgn det A (c. [5],p. 33). Note
that A i s nonsingular. If y E int [fo, ... ,f,] (c. (4.6)),then the so called local degree d(h, [xo,... , x,], y) of h at y
relative to [xo, ... ,x,] i s also well defined (c. [ 5 ] , p. 30) and equal to the index j(h, xh, y) of the only regular y-point
xh. Hence
(4.7)
d(h, [xo,*.. ,3 4 , Y) = -L f *
If the continuous mapping f has no y-point on the boundary a[xo, ,x,], then its local degree d(f, [x0,... ,
x,], y) has a definite meaning, too, and i s equal to d(h, [xo, , x,], y), hence different from 0, provided there
exists a continuGus mapping

...

@: [x0,... , x,]

x [O,

11

...

...

Rn

( a homotopy) with the following properties

(i)
(ii)
(c.

@(x, 1) = f ( x ) for all x E [xo,... ,x,] ,

@(x, 0) = h ( x ) >
@(x, t ) # y
for all x E a[xo,... , x,] ,
O S t S l

[51, P. 31).
As is well known, a continuous mapping @, which satisfies a t least condition (i), reads
@(x, t ) = ( 1 - t ) h ( x ) t f ( x )

(c.

(4.8)

I n case the local degree d ( f , [xa,... ,x,], y ) i s different from 0, f possesses at least one y-point E int [xo,...,x,]
P. 32).

PI,

TheEe facts from local degree theory immediately lead to

T h e o r e m 3: Let y be an interior point of the simplex

Under the (POINCAR$-BOHL-)
Condition

f ( f ( x )- h(x)) # y - h(x)

for all

05t

[to,... ,in]
and h the mapping defined by (4.4), (4.5).

5 1,

x a[xo,

* a -

,xnl

(4.9)

there exists at least one interior point x of [xo,... , xn] satisfying f ( x ) = y. Condition (4.9) holds, i f for each x = Z Atxi
with At 2 0 (i= 0, ... , n) 2 lLi= 1, A, . A, 1, = 0 any of the following special conditions i s valid
(4.10)
(4.11)

(4.12)

(4.13)

or equivalently

IZ A*i(Xi) - YI

> If(C

&Xi)

x AS(x,)l

It seems that conditions (4.11) and (4.13) are rather easy to be checked for the following reasons: firstly
the left-hand side of the inequalities is completely defined by the numerical values f(x,), is simply evaluated
and secondly, the right-hand side, the interpolation error Ilf(x)- h(x)II, can often be estimated and replaced
by a n upper bound. A geometric illustration of condition (4.11), for instance, makes the situation still more
transparent :
The boundary points x of [xo,... ,x,] are mapped by h into tJie boundary points h ( x ) of [fo, ... , in]. Let B,
be the closed ball with center h(x) and radius Ilf(z) - h(x)/l and U the union of all B, for x E
... ,x,]. Then
condition (4.11), i f required for each x of Qx,, ... ,x,], means nothing else than the fact that y has to belong to the
(sufficiently interior) subset [lo,
... ,fn]\U, in order to guarantee that y i s in the image f([xo,... , xn1).
With regard to practical applications we need estimations of the type

I/h(x)- YII 2 p
(may be with B, y dependent on x ) . Then y < p ensures condition (4.11). For this reason we shall derive an

Ilm - h(x)/liy

and

interpolation formula of NEwToNian type,

L. BITTNER:
Simplicia1 Methods for Non-Linear Equations

71

Let, us replace the variable n-vector x by a new one

a=

(")

= (xl - xo,

... ,5% - xo)-l

(z

- so).

(4.14)

An

=1

Ad, A,,

i=l

... ,A, are exactly the affine (barycentric) coordinates of x with respect to the vertices

xo>

... , x,. Furthermore let us set

@(A)

r(A)= h(z)

= f ( 4>

(4.15)

for A, x related to each other by (4.14), and define divided differences

(4.16)

for nominators different from 0.

Obviously,

2 q o , ... , 0, aio, A,.,,, ... ,a n p i = ...

i-1

+ 2 @[O,
fl

... , 0, A,lO,Ai+l, ... ,A,]

(At -

1) A$

(4.17)

i=l

The affine function

n

i.

(4.18)
... ,o, 10,0, ... , 0 1 4 ,
attains the values fo, fl, ... ,fa for A = 0, %, ... ,en, where e4 denotes the i-th (coordinate) unit vector. Since r
(c. (4.15)) has the same values and is the only affine function with these values, r and (4.18) coincide. Hence

@(O)

@[O,

i-1

(4.17) affords the i n t e r p o l a t i o n f o r m u l a

f(x) = W x ) 44 ,
where the remainder equals

(4.19)

T(X)

z @[O, ... ,0, aslo, A i + l , ... ,An] (A%- 1) a, +

i-I

n--1

+
and

i=l j A + l

i.

@[O,

... ,o, 10,0, ... ,O,A,O,Aj+,, ... ,an]LiA,

(4.20)

x,A are related to each other according to (4.14).2)

AS is known, there is alinear functional I over R" with norm IIlII = 1 such that 11r(x)/l= ZT(X). Let
denote the composite function with the real values Z(@(A)). Evidently
... ,A,]) = Z o @[O, , 0, AJ0,
Z(@[O, ... ,0, &lo,
,A,]

...

2 0

...

where the right-hand side designates the corresponding divided difference for the scalar-valued function I o @.
If f has continuous partial derivatives up to the second order, then @ has such derivatives, too. According to
the known relations between divided differences and derivatives (of a real-valued function depending on a
2 ) It is supposed that all points necessary to compute the divided differencea, belong to the domain of @. The form
given above for the remainder, is not the only possible one.

L. BITTNER:
Simplicia1 Methods for Non-Linear Equations

72

real variable) we obtain

1 0

1
2

... ,o, % J O , % i + I , ... , %,I

@[O,

= ---I

__

a2

alg

@(0, ... , 0,1.110, &+I,

... ,A,)

where D
A is a certain mean value between min ( 0 , 1,&} and max { 0, 1,All.
Quite similarly we obtain
i.

I (@[O,

i.

... , 0, 10, 0, ... , O,h,O, 5 + 1 , ... , An])

... , 0, 10, 0, ... , 0, AfO, lqAl,... ,A,]

= I 0 @LO,

-lo-

as@

a ~ah,% (0, ... ,0, 10, 0, ... , o,@,

Aj+b

... ,%),

w h e r e 3 and@ denote certain mean values between 0 and 1 or 0 and A,, respectively.
By j denote the operator (second FR~CHET
derivative) which assigns to every triple of n-vectors (columns)

u = (ul, ... , Z I n ) T ,

v = (z+,

*. ,vn)T

w = (?A+,

*.. , wn)T

the n-vector

and by Ilf(u)ll the number (norm of /(u))

~ ~ f =
( ~ niax
~ ) ~ ~llf(u) vwll
lldl =Ilwll=1

Then we get

% and x being subject to (4.14).

Let be a suitable upper bound for the values I lf(?)l

= (0, ... , 0, &lo,

... ,An)T

and

I of all those points 2, which correspond to

(0, ... , 0, lo,0, ... , 0, S O , A j + l , ... ,A,)T

under the mapping (4.14);thereby A is restricted to the set I., 2 0, ... ,I,,

2 0,

zA, 5 1.
1

Now (4.19), (4.20) together with the succeeding considerations yield upper bounds for lif(z) - h(z)ll:
n

For all x =

cAtxa

[xo,... , x,], especially for x

a[x0, ... , rnl we h a w

a -0

llf(4 - h ( 4 l l

llr(4ll 2

zf

n-1

01

2=1

11%

- ~ O l i 2 U 1- 14

-ti c
ca
=l j = i + l

1 / 2 1 --

xoil

IIZg -

oil

Ad, I
(4.21)

I n order to get a lower bound for I/h(x)- yI 1 over 8[zo, ... , 4,construct the hyperplane H i (i = 0,
... ,f,]. Hiis defined by the equation
through the side [fo, ... ,f i - l , fit
ciz - ci0 :== det

1 1

... , n)
(4.22)

The distance between H Zand y amounts t o

(4.23)
where 11./1* designates thedual norm I/cI/*= sup lcz] (for the row c). This finally implies:
I l Z l l =1

For all x

... ,xnl w e have

E ?[ro,

/lh(z)- 1/11 2 min dist ($I<,y)

i=O,

...,n

(4.24)

1,. BITTNER:Simplicia1Methods for Non-Linear Equations

73

5. Simplicia1 approximation and triangulation

Jn this section let 1) be an arbitrary bounded subset of Rn with a nonempty interior and f a continuous
mapping of D into Rn as previously. Consider a n (homogeneous) n-dimensional simplicial complex consisting of
(nondegenerate closed) n-simplexes s c B and their sides. Recall that a simplicial complex K is a (finite) set of
simplexes si with the property: For s, s, E K either s, n s2 = 0 or s, n s, is a common side of s, s2. The union
of all n-simplexes s E K , the point set IKI, is regarded as an (internal) approximation for D. The number
SUP {dist (2,jK1) I z E D} is taken as a measure for the quality of approximation. Further, let h be a simplicial
approximation for f , i.e. a continuous n-vector-valued function that is affine over each n-simplex s = [x,, ... ,
xn] E K . The simplest possibility to define h over any s E K is the one represented in section 4:

zazx,
12

E s

qz)=

-+

i=O

i=O

The number sup Ilf(x) - h(z)ll is taken as a measure for the quality of approximation.
z~IW

Now i t seems reasonable to calculate the zeroes of the simplicial approximation h and t o regard them as
approximate zeroes for f . What can be said about the legitimacy of such a procedure 2
T h e o r e m 4: Suppose that h is a simplicial approximation for f over the polyhedral approximation IKI for

D,s = [z,, ... , x,] is any n-simplex of the cmplez K , E and q are upper bounds for I If(x) - h(x)ll or If(%) - h(z)l
( j = 1, ... ,n), respectively, over s(ff, hf = j-th component o f f , h), o denotes the continuity mdule o f f over a subset
containing s or a proper majorant (i.e. a(@) 0 f o r e 0 , nondecreasing,
~
I If(x) - f(y)II 5 o(e) for I jz - yI I 5
5 e) and ril denotes the distance 11x2 - z,/ I.

(i) Ifh has no zero in s and Ilh(x)ll

>

for a22 x E s, then f has no zero in s.

>

(ii) Ifh has a zero in the interior of s and either llh(z)11 Ilf(x) - h(z)ll or llh(x)11
or Ih(x)j >,E, for all z E as, then f has a zero in int s, too.
(iii) If h has a zero i n int s, and

>

or lh(z)/

> Iff(%)

- h(z)/

iI.,I(.J > iaiw( inlri,)

i=o

j-0

i=O

for all?,,

2 0, ... , A n 2 0 with 2 AL = 1 and A, ...A,

i=O

P r o o f . (i) For all z E s we have ilf(z)ll

= 0,

then f has u zero in int s.

2 Ijh(x)/j- llf(z) - h ( z ) [>

/ 0.

(ii) This is an immediate consequence of theorem 3, condition (4.11) and (4.13)for

(iii) For z = cAizzE as we have

5 ZAtW
i

en,

11z1 -

(j

4
1
)

<
I

Qnd(z*)
l

/I

ZJ = 0.

Il4z)ll.

Thus (ii) (with the first condition) is valid.

References
1 ALEXANDROFF,
P., HOPF,H., Topologie I, Springer-Verlag Berlin 1936,
2 BITTNER,L., Mehrpunktverfahren zur Auflosung von Gleichungssystemen, ZAMM 43,111 -126 (1963).
3 BITTNER,L., Verfahren zur numerischen Auflosung nichtlinearer Gleichungssysteme, die Eingablungs- bzw. Sekantenebenenmethode, Dissertation TH Dresden 1959.
4 BOLTJANSKI,
W. G., Mathematische Methoden der optimalen Steuerung (ubers. aus dem Russ.), Akad. Verlagsgesellschaft
Leipzig, 1971, S.167ff. u. S. 16lff.
5 CRONIN, W., Fixed Points and Topological Degree in Nonlinear Analysis, Math. Surveys No. 11, America1 Math. Soc.,
Providence 1964.
6 SCHEFFERS,
G., Sitzungsberichte der Berliner Math. Gesellschaft 1916, S. 29-34.
7 WILLERS,A., Methoden der praktischen Analysis, 3. Auflage, Goschens Lehrbucherei, Band 12, S. 256ff., Berlin 1957.
8 WOLFE,PEL,The secant method for simultaneous nonlinear equations, Commun. Assoc. Comput. Machin. 1, No. 8, 12-13
(1959).

Eingereicht am 26. 6. 1975

Anschrift: Prof. Dr. L. BITTNER,Universitiit Greifswald, Sektion Mathematik, DDR-22 Greifswald, L.-Jahn-Str. 15