# ATTRACTION BASINS OF BROYDEN’S METHOD (NUMERICAL EXPERIMENTS

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O. CIRA, C. M. CIRA

Abstract. In this article we shall study the attraction basins of Broyden’s method considering initial matrix H. There has been built a function that deﬁnes 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 diﬀerent attraction basins of Broyden’s 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 diﬀerential Fr´ echet application. For solving the equation F (x) = 0 an iterative method is used: xk = Φ(xk−p , xk−p+1 , . . . , xk−1 ) k = p, km x0 , x1 , . . . , xp−1 are given

Let dF,Φ, · : Rn×p × R+ × N → N be the application which depends on F and Φ, deﬁned as follows: smallest k if ∃ Φ(xk−p , . . . , xk−1 ) ∧ F (xk ) < ε km if ∃ Φ(xk−p , . . . , xk−1 ) ∨ F (xk ) ≥ ε ∀ k

dF,Φ,

·

(x0 , . . . , xp−1 , ε, km) =

from k p ≤ k ≤ km. This application counts the iterations of the Φ 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 ) < ε. The condition for Φ(xp−1 , xp−2 , . . . , xp−s ) to be deﬁned 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 (xk−1 ) k = 1, m then
1991 Mathematics Subject Classiﬁcation. AMS 65H05. Key words and phrases. Nonlinear equation, Broyden method, Attraction Basin.
1

x0 given

the imposed ε precision is of 0. with an ε precision d(l. d] rectangle. The convergence order of the Broyden method is 2. km) = smallest k f or F (xk−1 ) = 0 ∧ F (xk ) < ε km if F (xk−1 ) = 0 ∨ F (xk ) ≥ ε ∀ k from k p ≤ k ≤ km. if the method does not converge in 15 steps to a solution (with ε precision). The numerical experiments of Broyden’s method [1]. where x∗ is the solution of the equation. there is the attraction basin for Broyden’s method with the matrix H = I . the precision ε. where the vector x. · (x0 . If the value of the d function is km then the method does not converge in km steps with a ε precision. Obviously. ε. j = 0. • In ﬁgure 2. ε. • In ﬁgure 4. • In ﬁgure 3. The function dF. considering the attraction basin [2] inside the [a. · is dropped ). In capture 2 the attraction basins of Broyden method are presented. km) = These two allow us to compare diﬀerent iterative methods. 25]. The regions colored in bright shad’s represent the bigger values of function d (otherwise said. A procedure that deﬁnes the application d. there is the attraction basin for Broyden’s method with the matrix H = J (x∗ )−1 . is now presented ( the notation dF. 15] × [−5. m. they represent the regions in which the number of iterations is large). it will most likely not converge for a bigger km. the number of discrete points equals 962001 = 801 × 1201. 2 . b] × [c. km is 15. where x∗ is the solution of the equation. there is the attraction basin for Newton’s method. For n = 2 in the rectangle [a. then we can deﬁne function d as follows: k if the method converges in k steps. j ) pair to m s 0 the x point. The Broyden method needs an initial matrix H from which the approximation of the Jacobean begins.Φ. b] × [c.N. s.001.1) The studied rectangle is [−5. j. · depends on the chosen norm.1) but diﬀerent initial matrix H.dF. The application is deﬁned in Mathcad 2001.Φ. The graphic representation of the d function can supply us a synthetic image of the attraction basins. the value of km and the application F are deﬁned and the application F is F ’s Jacobean. h = a + lh c + jq d−c b−a and q = if we equalize the (l. d] we consider the discrete points given by the formulas: x0 = where l = 0. with an ε precision km if method does not converges km steps. there is the attraction basin for Broyden’s method with the matrix H = J (x∗ ). have been compared: x2 1 − x2 = 0 x1 x2 + x1 − 2 = 0 (1. • In ﬁgure 1. where I is the identity matrix. for one nonlinear equation (1.

Stability of diference equations and convergence of iterative procesess.uav@inext. km) := k ← 0 a+l·h c+j·q k ← km on error w ← F (x) k ← km on error δ ← no(r. Numerical experiments for convergence domain. Numer. ε.1. Ed. Siam. there is the attraction basin for Broyden’s method with the matrix H = J (x0 )−1 . (2000).. Numerical experiments on attraction basin. 10 (1973). 268–282.ro 3 . 129–146. w) 1 0 H← 0 1 while (δ ≥ ε) ∧ (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 s·v k ← km on error x ← x + s k ← km on error w ← F (x) k ← km on error δ ← no(r. Ortega J. w) return k x← 2. r. Program 1. Metode numerice ˆ ın rezolvarea ecuat ¸iilor neliniare. Bulletins for Applied and Computer Mathematics BAM-1646 (LXXXVII) (1999). Advanced Modelling and Optimization 2 4. no. Attraction Basins References 1. where x0 is the initial iteration..• In ﬁgure 5. 3. 3. 2. Tehnic˘ a. J. 122–134. j. . 1981. Broyden’s program B (l. ”Aurel Vlaicu” University of Arad E-mail address : info. Anal.. M˘ aru¸ ster S ¸ t. Cira O.

Attraction Basin for Newton’s Method 4 .Figure 1.

25 0.5 5 .Figure 2. Attraction Basin for Broyden’s Method H= 0.25 −0.5 0.

Attraction Basin for Broyden’s Method H= 2 −1 2 1 6 .Figure 3.

Figure 4. Attraction Basin for Broyden’s Method H= 1 0 0 1 7 .

99   1  2x2 1 + x2 + 0. Attraction Basin for Broyden’s Method x1  2x2 + x2 + 0.99 1 =  − (x2 + 1) 2x2 1 + x2 + 0.99 H = J (x0 )−1 8 .Figure 5.99  2x1 2x2 1 + x2 + 0.