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Introduction
In this paper, we study the influence that the convexity of a real function f
has in Halley's method [-5, 7], in order to get the solution o f f ( x ) = 0. References
[-2] and [-3] give global convergence theorems of this method.
For each strictly convex function f i.e. f with f " > 0, we introduce an index of
convexity. This is the number of times that we need to compose the function with
the logarithmic function in order to get a concave one. This index, called degree
of logarithmic convexity, provides a measure of the convexity o f f at each point.
We apply induction again and see that (2) holds for all n.
(ii) If Xo is a minimum of f, then (2) shows that F"(Xo)>0 for all heN, and
therefore f is infinitely-logarithmically convex at x o. Conversely, the condition
f ' ( x o ) - n [ f ( x o ) ] 2 > O for all n E N implies f ( x o ) = 0 . Since f is strictly convex
at Xo, this is a minimum of f
Part (iii) follows easily from (i). []
In order to generalize this measure of convexity, we introduce the degree
of logarithmic convexity.
Definition 3. Let f~C~2)+(V) be strictly convex, and f ( x o ) = 1. If x o is not a
minimum of f, the degree of logarithmic convexity of f is defined to be the
real positive n u m b e r given by
f"(Xo)
Lr = [f,(xo)]2 9
f(xo) f"(Xo)
Ly(Xo) = Ly,(Xo) =" [f,(xo)]2
A note on Halley's method 275
When f is a locally convex function at Xo, i.e. f"(Xo)>O, all the previous
results turn out to be true with slight modifications, but the same definition
for the degree of logarithmic convexity [4]. Besides, we can extend this definition
to every function fsC(2)(V).
f(x) 2
(3) x,=F(x,_l) with F(x)=x
f'(x) 2--Ls(x ) "
f'(x)
h"(x) = 4 I f ' (x)] 1/2 Ly (x) [3 - 2 L f, (x)]
d h(x) d f(x) 2
with C(x)=
2 - Ly(x)"
276 M.A.H. Ver6n
Then, [Lh (x)[ < 1 .~.f' (x)(2 -- L I ( x ) ) - f (x) L'y(x) > 0. On the other hand,
f"(x~
L'f (x) = ~ [ 1 + L f (x) (L I, (x) -- 2)3.
Therefore, we obtain
that [ L h ( x ) l < l if and only if 2 - L i ( x ) >
Li(x ) [l+Li(x)(Li,(x)--2)]. Taking into account that Li,(x)e(3/2, 2) and
L I ( x ) < 1 in I-a, b], it follows that JLh(x)l < 1 in [a, b]. Thus, there exists Me(0, 1)
such that ILh(x)l < M in [a, b].
h(x)
If we let H ( x ) = x - - h w ~ and x . = H ( x , _ 1), it is immediate that H(xo)e(a, s).
Since x l - s = H ( x o ) - - H ( s ) = H ' ( ~ o ) ( X o - S ) for r xo) and H'(x)=Lh(x), we
get I x l - s l < M b x o - S l . By induction, we obtain that H(x2.)e(s,b) and
H (x2. + l)e(a, s) for n > 0 . Besides, xn-- s = H (x,_ I) - H (s) = H' (~,_ O(xn_ 1 - s) for
~,_~ e(min {x._~, s}, max {X,_l, s}). Then I x , - s I < M Ix,-~ - s I. Reiterating this
procedure, we obtain I x . - s l < M " l x o - s l and therefore l i m x , = s . []
n
References
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2. Davis, M., Dawson, B.: On global convergence of Halley's iteration formula. Numer. Math.
24, 133-135 (1975)
3. Gander, W.: On Halley's iteration method. Monthly 92, 131 134 (1985)
4. Hernandez, M.A.: Funciones Cardanianas, Grado de Convexidad. Tesis Doctoral, Universi-
dad de Zaragoza (1985)
5. Ostrowski, A.M.: Solution of equations and systems of equations. New York, London:
Academic Press 1973
6. Roberts, A.W., Varberg, D.E.: Convex functions. New York, London: Academic Press 1973
7. Traub, J.F.: Iterative methods for solution of equations. Englewood-Cliffs, New Jersey: Pren-
tice Hall 1964