《数值计算方法》第二版习题2第 15 15 15题
题目:
设函数
f
(
x
)
f(x)
f(x)在
[
a
,
b
]
[a,b]
[a,b]上至少三阶连续可微,
p
∈
(
a
,
b
)
p\in(a,b)
p∈(a,b)为
f
(
x
)
f(x)
f(x)的一个
m
m
m重零点,求一个
λ
\lambda
λ值使改进的
N
e
w
t
o
n
Newton
Newton下山法
x
k
+
1
=
x
k
−
λ
f
(
x
k
)
f
′
(
x
k
)
x_{k+1}=x_{k}-\lambda\frac{f(x_k)}{f'(x_k)}
xk+1=xk−λf′(xk)f(xk)
至少是二阶收敛的。
求解:
首先,对于一个迭代过程
x
k
+
1
=
φ
(
x
k
)
x_{k+1}=\varphi{(x_{k})}
xk+1=φ(xk),如果
φ
(
p
)
(
x
)
\varphi^{(p)}(x)
φ(p)(x)在所求根
x
∗
x^*
x∗的附近连续,并且
φ
′
(
x
∗
)
=
φ
′
′
(
x
∗
)
=
⋯
=
φ
(
p
−
1
)
(
x
∗
)
=
0
,
φ
(
p
)
(
x
∗
)
≠
0
\varphi'(x^*)=\varphi''(x^*)=\cdots=\varphi^{(p-1)}(x^*)=0,\quad{\varphi^{{(p)}}(x^*)\ne0}
φ′(x∗)=φ′′(x∗)=⋯=φ(p−1)(x∗)=0,φ(p)(x∗)=0
则该迭代过程在点
x
∗
x^*
x∗附近是
p
p
p阶收敛的。
此定理的证明可由 φ ( x ) \varphi(x) φ(x)在根 x ∗ x^* x∗附近做 T a y l o r Taylor Taylor展开来证明,此处不详述。
因此,要证明一个迭代过程至少是二阶收敛的,我们只需证明 φ ( x ) \varphi{(x)} φ(x)在其根 x ∗ x^* x∗处的一阶导数为 0 0 0即可。
对于此题,我们首先将迭代过程标准化,即表示为
x
k
+
1
=
φ
(
x
)
x_{k+1}=\varphi(x)
xk+1=φ(x)的形式。因此我们得到:
φ
(
x
)
=
x
−
λ
f
(
x
)
f
′
(
x
)
(1)
\varphi(x)=x-\lambda\frac{f(x)}{f'(x)}\tag{1}
φ(x)=x−λf′(x)f(x)(1)
而
p
p
p为
f
(
x
)
=
0
f(x)=0
f(x)=0在
(
a
,
b
)
(a,b)
(a,b)的一个根,因此若要证明改进的
N
e
w
t
o
n
Newton
Newton下山法至少是二阶收敛的,只需要证明
φ
′
(
p
)
=
0
\varphi'(p)=0
φ′(p)=0即可。
由 p p p是 f ( x ) f(x) f(x)的 m m m重零点,因此我们可设 f ( x ) = ( x − p ) m g ( x ) f(x)=(x-p)^{m}g(x) f(x)=(x−p)mg(x),其中 g ( x ) g(x) g(x)满足 g ( p ) ≠ 0 g(p)\ne0 g(p)=0。
对
φ
(
x
)
\varphi(x)
φ(x)求一阶导有:
φ
′
(
x
)
=
1
−
λ
(
[
f
′
(
x
)
]
2
−
f
(
x
)
f
′
′
(
x
)
[
f
′
(
x
)
]
2
)
=
1
−
λ
+
λ
f
(
x
)
f
′
′
(
x
)
[
f
′
(
x
)
]
2
(2)
\begin{aligned} \varphi'(x)&=1-\lambda(\frac{[f'(x)]^2-f(x)f''(x)}{[f'(x)]^2})\\ &=1-\lambda+\lambda\frac{f(x)f''(x)}{[f'(x)]^2} \end{aligned} \tag{2}
φ′(x)=1−λ([f′(x)]2[f′(x)]2−f(x)f′′(x))=1−λ+λ[f′(x)]2f(x)f′′(x)(2)
由于
f
(
j
)
(
p
)
=
0
f^{(j)}(p)=0
f(j)(p)=0,其中
j
∈
[
0
,
m
−
1
]
j\in[0,m-1]
j∈[0,m−1]。因此,
φ
′
(
p
)
\varphi'(p)
φ′(p)中最后一项分子分母均为
0
0
0,故必须表示为如下极限形式:
φ
′
(
p
)
=
1
−
λ
+
λ
lim
x
→
p
f
(
x
)
f
′
′
(
x
)
[
f
′
(
x
)
]
2
(3)
\varphi'(p)=1-\lambda+\lambda\lim_{x\to{p}}\frac{f(x)f''(x)}{[f'(x)]^2}\tag{3}
φ′(p)=1−λ+λx→plim[f′(x)]2f(x)f′′(x)(3)
对
f
(
x
)
f(x)
f(x)分别求一阶和二阶导有:
f
′
(
x
)
=
m
(
x
−
p
)
m
−
1
g
(
x
)
+
(
x
−
p
)
m
g
′
(
x
)
=
(
x
−
p
)
m
−
1
[
m
g
(
x
)
+
(
x
−
p
)
g
′
(
x
)
]
f
′
′
(
x
)
=
m
[
(
m
−
1
)
(
x
−
p
)
m
−
2
g
(
x
)
+
(
x
−
p
)
m
−
1
g
′
(
x
)
]
+
m
(
x
−
p
)
m
−
1
g
′
(
x
)
+
(
x
−
p
)
m
g
′
′
(
x
)
=
m
(
m
−
1
)
(
x
−
p
)
m
−
2
g
(
x
)
+
2
m
(
x
−
p
)
m
−
1
g
′
(
x
)
+
(
x
−
p
)
m
g
′
′
(
x
)
=
(
x
−
p
)
m
−
2
[
m
(
m
−
1
)
g
(
x
)
+
2
m
(
x
−
p
)
g
′
(
x
)
+
(
x
−
p
)
2
g
′
′
(
x
)
]
(4)
\begin{aligned} f'(x)&=m(x-p)^{m-1}g(x)+(x-p)^{m}g'(x)\\ &=(x-p)^{m-1}[mg(x)+(x-p)g'(x)]\\ \end{aligned}\tag{4}\\ \begin{aligned} f''(x)&=m[(m-1)(x-p)^{m-2}g(x)+(x-p)^{m-1}g'(x)]+m(x-p)^{m-1}g'(x)+(x-p)^{m}g''(x)\\ &=m(m-1)(x-p)^{m-2}g(x)+2m(x-p)^{m-1}g'(x)+(x-p)^{m}g''(x)\\ &=(x-p)^{m-2}[m(m-1)g(x)+2m(x-p)g'(x)+(x-p)^2g''(x)] \end{aligned}
f′(x)=m(x−p)m−1g(x)+(x−p)mg′(x)=(x−p)m−1[mg(x)+(x−p)g′(x)]f′′(x)=m[(m−1)(x−p)m−2g(x)+(x−p)m−1g′(x)]+m(x−p)m−1g′(x)+(x−p)mg′′(x)=m(m−1)(x−p)m−2g(x)+2m(x−p)m−1g′(x)+(x−p)mg′′(x)=(x−p)m−2[m(m−1)g(x)+2m(x−p)g′(x)+(x−p)2g′′(x)](4)
将式(4)代入式(3),并将分子分母约分和代入,有:
φ
′
(
p
)
=
1
−
λ
+
λ
lim
x
→
p
g
(
x
)
[
m
(
m
−
1
)
g
(
x
)
+
2
m
(
x
−
p
)
g
′
(
x
)
+
(
x
−
p
)
2
g
′
′
(
x
)
]
[
m
g
(
x
)
+
(
x
−
p
)
g
′
(
x
)
]
2
=
1
−
λ
+
λ
lim
x
→
p
m
(
m
−
1
)
g
2
(
x
)
m
2
g
2
(
x
)
=
1
−
λ
+
λ
m
−
1
m
=
1
−
λ
m
(5)
\begin{aligned} \varphi'(p)&=1-\lambda+\lambda\lim_{x\to{p}}\frac{g(x)[m(m-1)g(x)+2m(x-p)g'(x)+(x-p)^2g''(x)]}{[mg(x)+(x-p)g'(x)]^2}\\ &=1-\lambda+\lambda\lim_{x\to{p}}\frac{m(m-1)g^2(x)}{{m^2}{g^2(x)}}\\ &=1-\lambda+\lambda\frac{m-1}{m}\\ &=1-\frac{\lambda}{m} \end{aligned} \tag{5}
φ′(p)=1−λ+λx→plim[mg(x)+(x−p)g′(x)]2g(x)[m(m−1)g(x)+2m(x−p)g′(x)+(x−p)2g′′(x)]=1−λ+λx→plimm2g2(x)m(m−1)g2(x)=1−λ+λmm−1=1−mλ(5)
我们令
φ
′
(
p
)
=
0
\varphi'(p)=0
φ′(p)=0,即可得到
λ
=
m
\lambda=m
λ=m。
因此,当取 λ = m \lambda=m λ=m时,改进的 N e w t o n Newton Newton下山法至少是二阶收敛的。