ATTRACTION BASINS OF BROYDENS METHOD (NUMERICAL EXPERIMENTS)

O. CIRA, C. M. CIRA

Abstract. In this article we shall study the attraction basins of Broydens method considering initial matrix H. There has been built a function that denes the attraction basins of the method and the equation that is to be solved. The graphic representation of this function on a rectangular domain allows us to compare dierent attraction basins of Broydens method; this, from the point of view of the convergence, which is determined by the choice of the initial iteration and of the initial matrix H.

1. Introduction Let F : D Rn Rn be a dierential Fr echet application. For solving the equation F (x) = 0 an iterative method is used: xk = (xkp , xkp+1 , . . . , xk1 ) k = p, km x0 , x1 , . . . , xp1 are given

Let dF,, : Rnp R+ N N be the application which depends on F and , dened as follows: smallest k if (xkp , . . . , xk1 ) F (xk ) < km if (xkp , . . . , xk1 ) F (xk ) k

dF,,

(x0 , . . . , xp1 , , km) =

from k p k km. This application counts the iterations of the method for approximating the roots of the equation F (x) = 0. The result in an integer k, p k km, if k = km the method does not converge in km steps, if k = km the method converges in k steps to a root that carries out the condition F (xk ) < . The condition for (xp1 , xp2 , . . . , xps ) to be dened may be stated, if the case is concrete, through mathematical conditions, as seen in [3], [4]. In order to exemplify the Newton method is presented. Let there be the application F and the iterative method: N (x) = x F (x)1 F (x) xk = N (xk1 ) k = 1, m then
1991 Mathematics Subject Classication. AMS 65H05. Key words and phrases. Nonlinear equation, Broyden method, Attraction Basin.
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x0 given

dF,N,

(x0 , , km) =

smallest k f or F (xk1 ) = 0 F (xk ) < km if F (xk1 ) = 0 F (xk ) k

from k p k km. The function dF,, depends on the chosen norm. A procedure that denes the application d, is now presented ( the notation dF,, is dropped ). The application is dened in Mathcad 2001, where the vector x, the precision , the value of km and the application F are dened and the application F is F s Jacobean. For n = 2 in the rectangle [a, b] [c, d] we consider the discrete points given by the formulas: x0 = where l = 0, m, j = 0, s, h = a + lh c + jq

dc ba and q = if we equalize the (l, j ) pair to m s 0 the x point, then we can dene function d as follows: k if the method converges in k steps, with an precision km if method does not converges km steps, with an precision

d(l, j, , km) =

These two allow us to compare dierent iterative methods, considering the attraction basin [2] inside the [a, b] [c, d] rectangle. The graphic representation of the d function can supply us a synthetic image of the attraction basins. The regions colored in bright shads represent the bigger values of function d (otherwise said, they represent the regions in which the number of iterations is large). If the value of the d function is km then the method does not converge in km steps with a precision. The numerical experiments of Broydens method [1], for one nonlinear equation (1.1) but dierent initial matrix H, have been compared: x2 1 x2 = 0 x1 x2 + x1 2 = 0

(1.1)

The studied rectangle is [5, 15] [5, 25]; the number of discrete points equals 962001 = 801 1201; the imposed precision is of 0.001; km is 15. The convergence order of the Broyden method is 2. Obviously, if the method does not converge in 15 steps to a solution (with precision); it will most likely not converge for a bigger km. The Broyden method needs an initial matrix H from which the approximation of the Jacobean begins. In capture 2 the attraction basins of Broyden method are presented. In gure 1, there is the attraction basin for Newtons method. In gure 2, there is the attraction basin for Broydens method with the matrix H = J (x )1 , where x is the solution of the equation. In gure 3, there is the attraction basin for Broydens method with the matrix H = J (x ), where x is the solution of the equation. In gure 4, there is the attraction basin for Broydens method with the matrix H = I , where I is the identity matrix.
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 In gure 5, there is the attraction basin for Broydens method with the matrix H = J (x0 )1 , where x0 is the initial iteration. Program 1.1. Broydens program B (l, j, r, , km) := k 0 a+lh c+jq k km on error w F (x) k km on error no(r, w) 1 0 H 0 1 while ( ) (k < km) k k+1 k km on error s (H w) k km on error y F (x + s) w k km on error v H y (s v ) sT k km on error H H + H sv k km on error x x + s k km on error w F (x) k km on error no(r, w) return k x 2. Attraction Basins References
1. M aru ster S t., Metode numerice n rezolvarea ecuat iilor neliniare, Ed. Tehnic a, 1981. 2. Ortega J., Stability of diference equations and convergence of iterative procesess, Siam. J. Numer. Anal. 10 (1973), 268282. 3. Cira O., Numerical experiments for convergence domain, Bulletins for Applied and Computer Mathematics BAM-1646 (LXXXVII) (1999), 129146. , Numerical experiments on attraction basin, Advanced Modelling and Optimization 2 4. (2000), no. 3, 122134. Aurel Vlaicu University of Arad E-mail address : info.uav@inext.ro

Figure 1. Attraction Basin for Newtons Method

Figure 2. Attraction Basin for Broydens Method H= 0.25 0.5 0.25 0.5

Figure 3. Attraction Basin for Broydens Method H= 2 1 2 1

Figure 4. Attraction Basin for Broydens Method H= 1 0 0 1

Figure 5. Attraction Basin for Broydens Method x1 2x2 + x2 + 0.99 1 = (x2 + 1) 2x2 1 + x2 + 0.99 1 2x2 1 + x2 + 0.99 2x1 2x2 1 + x2 + 0.99

H = J (x0 )1