A rational iteration function for solving equations

By P. Jarratt*
A new rational iteration function is given which is shown to enjoy high-order convergence.
Theoretical comparisons of computational efficiency are made with three other methods, and
some rules to assist in the selection of an iteration function are derived.

1. Introduction <f> = x — xn, we construct the rational function

The application of rational approximations to the i> — a
problem of computing solutions of equations of the y = (2.1)

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form
such that y and / and y' and / ' respectively coincide at
the points 0 and <£„_,. For this we see that a, j8, y and
has been investigated by a number of authors including 8 must satisfy the equations
Ostrowski (1960), Tornheim (1964), Traub (1964) and
Jarratt and Nudds (1965). In particular, Ostrowski 0
proposed a functional iteration in which a linear fraction *„-?/„-1
0
x—a (1.2)
bx + c
is fitted to f(x) at three points, two of which are co-
incident. Thus a step in the iteration consists of ^ » = I *»-i 1 (2.2)
x
matching / and y at the points xn_, and xn and / ' and y
y' at xn only, the next approximation being given by the >8/
zero of (1.2), i.e. by xn+l — a. Ostrowski showed that
the order of the process so obtained is 2-414 and as The next approximation is obtained from the zero of
each step requires the evaluation o f / a n d / ' , it therefore (2.1) at <f> — a. and hence, solving (2.2) for a, we find
compares favourably with the second-order Newton- l(/n ~ / n - l ) + 4>n- \jnf'n- l]
Raphson method. However, since the derivative f'n_ i +
is always available once an iteration has been started, ^ ' ~ <f>n- fnM'n) + VJn- fn- .)'
it seems natural to try to obtain more rapid convergence which gives us

2 (2.3)
2/ n / n _ ,(/„ - / „ _ , ) - (Xn -Xn_ {){f nf'n- , + / „ - \f'n)

by approximating/^) by a rational function of the form
x—a
bx2 +cx
where the parameters a, b, c and d are determined by
the conditions that / and y, f and y' coincide at both
*„_ i and xn. In this paper we first examine properties
of the iteration based on (1.3), and the usefulness of the
method is then assessed by some theoretical comparisons
with other iteration functions.
2. The basic method
The advantage of this incremental form lies in the fact
that the second term on the right-hand side of (2.3) can
be regarded as a correction term to xn. Thus, although
(1.3) as we approach the root this term will be computed on
a digital computer with relatively few significant figures,
nevertheless there will generally be sufficient accuracy to
calculate the root to nearly full precision.
3. Convergence of the method
In order to examine the convergence of the iterative
process defined by (2.3), we revert to the original co-
ordinates and consider the set of equations
x
a — n+\

In deriving the actual formula for the iteration (1.3), + + CX*/i +« = */ >
(3. 1)
we first shift our origin to the point xn so as to preserve 2*,/,) 7+7])+4 r; \
numerical accuracy. Thus, with new co-ordinates I = n, n — 1
* Bradford Institute of Technology, Bradford, Yorks.
304
 Rational iteration function
(3.1) is a set of five equations in the four unknowns by expanding the non-zero determinants of lowest order,
a, b, c, d and hence for consistency the determinantal the relations
condition
1 0 0 0
•X/i+1
..-. A 2c,c2c3 + ci)^e2_,(en - e n _,) 4
xn
1 X [ l + O £„,„_,)] (3.6)
Xn-i r = 0 (3.2)
1 0 and
1 0 1
must be satisfied, where F is the array (3.7)
x2f x f 0

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x
n-lfn-l *n-l/n-l /--I Combining (3.6) and (3.7) we have
X2 f 4 - 2 X f X f A- f Jn
VlJa-lTiVl/n-l *n-l/n- (3.8)

Next, by assuming a root of (1.1) at x = 6 and defining where K, the asymptotic error constant, is
the error en in the nth approximation by xn = en + 6, we
can substitute in (3.2) and use the elementary properties
of determinants to obtain
From (3.8) it can be seen that mono tonic convergence
will be guaranteed provided the initial estimates, x0 and
JCI, are chosen sufficiently close to the root. The limiting
difference equation obtained by neglecting O(enrn_!)
(3.3) can be linearized by taking logarithms of both sides and
1 its solution shown to be
1
0 log €„ = .4(1 + V3)n + B(l - V3)" - (3.9)
0
where A is the array where A and B are constants depending on the initial
values x0 and x{. The second term on the right-hand
fn side of (3.9) tends to zero for large n and we can hence
«»-?/«-1
e
n-lfn-l /-I show that asymptotically en+i = Kuvieln+V3. The
f 2£n/n enf'n +fn
order of the process defined by (2.3) is therefore
1 + V 3 = 2-732.
Le n _?/;_ 1 +2 e n _,/ n _ 1
For the analysis of the convergence in the presence of
(3.4) a double root we may set c, = 0 and, with c2 ¥= 0,
(3.3) can be further developed by using the Taylor expand (3.3) as before. In this case we obtain the results
CO

expansions of / and / ' about 9. We have / = £ crer, ..-. A

f = £ rce'-1 where c r = fM(d)/r\ and c0 = f(ff) = 0, (3.10)
r=l
and substituting in (3.4) results in 1
Z i »-Pen 1
r=l r=l r=l 0 + €„_ ,)(en - e n _ ,) 4
oo
0 X [l+Ofo.,,.,)], (3.11)
ZJ c r e n—1
r=l r=l
A = and from (3.10) and (3.11) we have
r=l r=l
<=«+ ;„,„-,)]• (3-12)
(r
(3.12) can be linearized by writing /xn = l/en and,
(3-5) neglecting O(enin_ [), the limiting solution is
Using (3.5) we may now develop the numerator and
denominator of (3.3) as infinite series of determinants. £#.+1 = = 0-3652eB.
"+' 1 + V3
Thus, assuming that the root at 6 is simple so that
c, =^0and writing ?„,„_, = maxflej.le,,-!!} we obtain, In this case we have linear convergence where we gain
305
 Rational iteration function
one extra significant figure approximately every three
iterations.
The behaviour of (2.3) in the presence of higher-order
roots has been investigated but no analytic results were
found. However, numerical evidence suggests that we
again obtain geometric convergence in which the
asymptotic error constant tends to 1 as the order of
the root increases.
The method described may be readily generalized to
one of fitting a rational function t o / a n d / ' at the latest
m points, and in this case we should have
x —a
boxm b2m
2 m_- 2
By proceeding as before it can readily be shown that
for simple roots, the limiting difference equation des-
cribing the behaviour of the errors is of the form
en+1 = A<?nf.nJ\ . . . ej;_ m + 1 , where ^ is a constant.
Traub (1964, pp. 46-52) has proved that for difference
equations of this type, e n + i is proportional to e£m
where pm tends slowly to 3 as m becomes large. How-
ever, there seems little practical advantage gained in such
processes since the iterative formula soon becomes very
expensive to evaluate, and the benefit of the higher-order
convergence is not obtained anyway until late in the
iteration.
4. Some criteria for selecting an iteration function
The choice of an iteration function with which to
attack a given root-finding problem depends closely, of
course, on the nature of the problem itself, and it is
therefore difficult to make any precise recommendations.
However, we shall show that using an approach due to
Traub (1964, Appendix C), it is possible to compare the
efficiencies of iteration functions without making unduly
restrictive assumptions. Thus in what follows we shall
suppose (i) that a simple and strongly isolated root of
the transcendental equation f(x) = 0 is sought, (ii) that
good initial approximations to the required root are
available and (iii) that the cost of computing one iterative
step is primarily due to the cost of evaluating / and any
necessary derivatives. These conditions are met in a
good proportion of practical problems. Following
Traub, we now consider two iterative methods, A and
B, which start with the same initial approximation and
which are terminated after M and N iterations, respec-
tively, when some given accuracy of S significant figures
has been achieved. We suppose that the errors of the
two methods satisfy e n + 1 = KAe%A, t)n+l = KBtfnB and
we write Tn= — Iog 10 |e n |, Un = — log, 0 |rj n |. It now
follows that
Tn+1 = - logl0KA +pATn, Un+l = - log I0 K B +pBUn
where these difference equations have solutions
Tn = KA
and Un = UOPB -
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Further, since TM and UN are both approximately equal
to S and also To = Uo, we find that M and N are related
by the equation
K,
= 0. (4.1)
K,
Also, since the second term in (4.1) will generally be
small compared with the first, we may write approxi-
mately
PA = PB- (4.2)
Let now the costs per iterative step of A and B be CA
and CB. Then the total costs will be PA = MCA and
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PB = NCB and hence, using (4.2),
p^CAlogl0PBp^ ( 4 j )
We now select what appear, on balance, to be the most
efficient methods with which to compare our iteration
function (2.3). Among techniques which do not require
derivatives, the most attractive are Muller's method
(Muller, 1956), the method of linear fractions (Jarratt
and Nudds, 1965) and the method of inverse parabolic
interpolation (Ostrowski, 1960 ch. 13), all of which
enjoy an order of 1 • 839 and require one evaluation of
/ per iteration. Of these techniques, Muller's method
may predict complex approximations if real arithmetic
is used, but there seems little to choose between the
other two. If anything, inverse parabolic interpolation
is computationally slightly more convenient than the
method of linear fractions. Now for comparison pur-
poses, we designate the method given by (2.3) as method
A and the method of inverse parabolic interpolation as
method B. Then using (4.3) we have
(l+rfpiog.o 1-839 (!+</,)
A B
log 10 2-732 1 - 6 5 B' K ' '
where the cost of evaluating / has been taken as 1 and
that of evaluating/' as dv We see from (4.4) that if
/ ' can be computed in less than 0-65 of the time taken
to evaluate/ then (2.3) is a more efficient method than
inverse parabolic interpolation.
A second class of iterative methods with which to
compare (2.3) are the multipoint iteration functions,
which use/and a number of values of/' at each iteration.
In particular the author has shown (Jarratt, 1965;
Jarratt, 1966) that fourth- and fifth-order methods exist
which cost one function and, respectively, two or three
derivative evaluations per iteration. Designating the
fourth-order method as method C, we therefore have
,pc,
(1 +2rf,)k)gio 2-732"
which leads to PA < Pc if d, > 0-611.
Again, labelling the fifth-order multipoint method as
method D, we find
(1 + dj) login 5Pp
rA
(1 +3rf,)log, 0 2-732'
and this gives PA < PD if dx > 0-434.
 Rational iteration function
(0
Table 1
Best methods for 0 < dx < 1

RANGE MOST EFFICIENT METHOD

0- 237 Fifth Order Multipoint

Method
0-237 <</, < 0- 611 Fourth Order Multipoint
Method
0-611 <d{ < 0- 650 Rational Iteration Function
of (2.3)
0-650 <dx < 1 Inverse Parabolic Interpola-

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tion

By making the other possible comparisons, i.e. B with

C, B with D and C with D, we obtain a guide to the
best choice of iteration functions for each part of the
range (0, 1) of du and the results are presented in Table 1.
From the table it is apparent that there is only a
small range 0-611 < rf, < 0-65 for which the method
given by (2.3) is superior to other methods. However,
in certain commonly occurring problems, once the
function/has been computed most of the parts required
for evaluation of the derivative / ' are available. For
instance, as a simple example, if / = f(e*, sin x, cos x)
then we have / ' = /'(e*, sin x, cos x). In such cases,
method (2.3) may gain at the expense of the multipoint
iterative formulae which, although requiring /„ and /„',
also need one or two further derivatives at points for
which / has not been computed. Let now d2 be the cost
of computing / ' when the corresponding / is also
required, and let d3 be the cost otherwise. Then com-
paring (2.3) with the fourth-order multipoint method
we have
(1 +rf 2 )log 10 4
(1 + d2 + d3) log,0 2-732
and hence PA < Pc if d2 < 2-64 d3 — 1. Similarly,
comparing (2.3) with the fifth-order multipoint method,
we obtain
Fig. 1.—Graph showing regions for which methods A, B, C,
and D are respectively optimum
(1 + d2) log.o 5
PA =
log10 2-732
and PA < PD if d2 < 3-32^ — 1.
We can again make the other comparisons, B with C,
B with D and C with D, and the following results are
obtained: PB<PC if d2 > 1 -28 — d3, PB < PD if
d2 > 1 -64 - 2d3 and Pc < PD if d2 < 5-2ld3 - 1.
The comparison between methods A and B is, of course,
unchanged. Now considering the ranges 0 < d2 < 1,
0 < d3 < 1, the inequalities derived define regions in
each of which one of the four methods A, B, C and D
is superior to the other three. These regions are
presented in Fig. 1.
5. Acknowledgement
I am grateful to Dr. R. J. Ord-Smith for a number of
stimulating discussions on the material presented in this
paper.

References

JARRATT, P. (1965). "Some Fourth Order Multipoint Iterative Methods for Solving Equations" (to be published in Mathematics
of Computation).
JARRATT, P. (1966). "Multipoint iterative methods for solving certain equations", The Computer Journal, Vol. 8, p. 398.
JARRATT, P., and NUDDS, D. (1965). "The use of rational functions in the iterative solution of equations on a digital computer",
The Computer Journal, Vol. 8, pp. 62-65.
OSTROWSKI, A. M. (1960). Solutions of Equations and Systems of Equations, New York and London: Academic Press.
TORNHEIM, L. (1964). "Convergence of Multipoint Iterative Methods", / . Assoc. Comp. Mach., Vol. 11, p. 210.
TRAUB, J. F. (1964). Iterative Methods for the Solution of Equations, Englewood Cliffs, N J . : Prentice-Hall.

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