Summary
Steffensen discovered that the iteration byy=ϕ(x) can be considerably improved if ϕ(x) is replaced by the function
This procedure has been generalized byHouseholder, who starts fromtwo iterationsy=ϕ1 (x), y=ϕ2 (x) with a common fix-point and builds up the new iterating function
We prove under very general conditions that any fix-point of ϕ(x), resp. any common fix-point of ϕ1(x) and ϕ2(x) becomes a point of attraction for Steffensen's or Householder's iterating function, and compare both procedures.
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References
Vergleiche zum BeispielFr. A. Willers,Methoden der praktischen Analysis, 2. Aufl. (Walter de Gruyter, Berlin 1950), S. 256.
J. F. Steffensen, Skand. Aktuarietidskr.16, 64–72 (1933).
Fr. A. Willers,Methoden der praktischen Analysis, 2. Aufl. (Walter de Gruyter, Berlin 1950), S. 259.
Fr. A. Willers, Z. angew. Math. Mech.28, 125–126 (1948).
A. S. Householder,Principles of Numerical Analysis (McGraw-Hill, New York 1953), S. 126–128.
A. C. Aitken,Studies in Practical Mathematics. II.The Evaluation of the Latent Roots and Latent Vectors of a Matrix, Proc. roy. Soc., Edinburgh,57, 291–295 (1937).
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Mauro Picone zum 70. Geburtstag
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Ostrowski, A. Über Verfahren von Steffensen und Householder zur Konvergenzverbesserung von Iterationen. Journal of Applied Mathematics and Physics (ZAMP) 7, 218–229 (1956). https://doi.org/10.1007/BF02044467
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DOI: https://doi.org/10.1007/BF02044467