How to prove sequence converges quadratically to a root of multiplicity

Click For Summary
SUMMARY

The discussion focuses on proving that the iteration sequence defined by $x_{k+1}=x_k-mf(x_k)/f'(x_k)$ converges quadratically to a root of multiplicity $m>1$ at the point $x_*$. It is established that if $f^{(m)}(x_*) \neq 0$, the sequence converges quadratically. The proof involves expanding the function $f(x_k)$ using Taylor's series up to the $m$-th order derivative, which leads to the necessary form for demonstrating quadratic convergence.

PREREQUISITES
  • Understanding of Taylor's series expansion
  • Knowledge of roots of multiplicity in functions
  • Familiarity with iterative methods for finding roots
  • Basic calculus, including derivatives and limits
NEXT STEPS
  • Study the properties of Taylor's series in detail
  • Learn about Newton's method and its convergence properties
  • Explore numerical methods for root-finding in higher multiplicity cases
  • Investigate examples of functions with multiple roots and their behavior
USEFUL FOR

Mathematicians, students studying numerical analysis, and anyone interested in advanced calculus and root-finding techniques.

i_a_n
Messages
78
Reaction score
0
A function f has a root of multiplicity $m>1$ at the point $ x_*$ if $f(x_*)=f'(x_*)=...=f^{(m-1)}(x_*)=0$. Assume that the iteration$ x_{k+1}=x_k-mf(x_k)/f'(x_k)$ converges to $x_*$. If$ f^{(m)}(x_*)≠0$, prove that this sequence converges quadratically.(We may use the Taylor's series, but I cannot get the result we need to prove.
Expand expand $f(x_k)$ around $x_*$ until $m$-th order derivative term, which has the form
$(x_k - x_*)^m f^{(m)} (x_k) / m!$, and similarly for $ f ' (x_k)$ )
 
Last edited:
Physics news on Phys.org
Re: how to prove sequence converges quadratically to a root of multiplicity

In an effort to let our helpers know where you are stuck, can you post your working so far and/or your thoughts on what you should try?
 
Re: how to prove sequence converges quadratically to a root of multiplicity

ianchenmu said:
A function f has a root of multiplicity $m>1$ at the point $ x_*$ if $f(x_*)=f'(x_*)=...=f^{(m-1)}(x_*)=0$. Assume that the iteration$ x_{k+1}=x_k-mf(x_k)/f'(x_k)$ converges to $x_*$. If$ f^{(m)}(x_*)≠0$, prove that this sequence converges quadratically.(We may use the Taylor's series, but I cannot get the result we need to prove.
Expand expand $f(x_k)$ around $x_*$ until $m$-th order derivative term, which has the form
$(x_k - x_*)^m f^{(m)} (x_k) / m!$, and similarly for $ f ' (x_k)$ )


Hey!
This looks a lot like the other thread, where I posted http://www.mathhelpboards.com/f16/optimization-problem-Newtons-method-3447/#post15282.
Heck, you can even copy and paste it, and tweak it a little to be more generalized.
How far can you get?
 
Re: how to prove sequence converges quadratically to a root of multiplicity

Hmm, I thought you would be able to do this.
I guess I was wrong.
Ah well, it wouldn't be the first time I was wrong.
 

Similar threads

  • · Replies 15 ·
Replies
15
Views
2K
  • · Replies 17 ·
Replies
17
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
Replies
32
Views
3K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 9 ·
Replies
9
Views
2K
  • · Replies 21 ·
Replies
21
Views
4K
  • · Replies 13 ·
Replies
13
Views
2K
  • · Replies 44 ·
2
Replies
44
Views
7K
  • · Replies 5 ·
Replies
5
Views
2K