1. Introduction
A new family of iterative methods for numerical solution of systems of nonlinear equations, achieving orders of convergence from two to four, is developed and presented. The main contribution of this work is in the generalization and extension of several well-known approaches, including methods originally formulated for single-variable nonlinear equations [
1].
Methods that accelerate Newton’s method are commonly encountered in the literature. Multistep methods of order three, four, and higher can be constructed using weight functions [
1,
2,
3,
4]. The convergence order of classical methods has been improved through numerous approaches, including those of Chebyshev, Halley, King, Newton–Steffensen, Ostrowski, and Potra-Pták; see [
1] and references therein.
Methods that avoid second- and higher-order derivatives are of particular interest for nonlinear equations [
1,
5,
6,
7,
8,
9]. Likewise, approaches that optimize or eliminate function, matrix, and Jacobian evaluations, while emphasizing computational efficiency, are especially relevant in the context of nonlinear systems [
10,
11,
12,
13,
14,
15,
16]. For example, in [
15], the authors propose a parametric fourth-order method that reduces evaluation complexity by employing divided differences in place of full Jacobian evaluations. In [
17], a parametric family of fourth-order Chebyshev–Halley type methods for systems of nonlinear equations is introduced. Fourth-order convergence is achieved in just two steps, without requiring second derivatives. In [
18], a one-parameter family of iterative methods for solving nonlinear systems is proposed that avoids Jacobian computation by using divided differences. Fourth-order convergence is attained with minimal computational cost, requiring only one function evaluation, one divided difference, and one matrix inversion per iteration. Emphasis is placed on maximizing computational efficiency and balancing convergence order with operation count. In [
19], a new class of frozen Jacobian multi-step iterative methods is presented, requiring only one Jacobian evaluation and LU decomposition per iteration. The two-step method achieves third-order convergence, while the three-step method is of order four. In [
20], a new fourth-order parametric family is introduced. This two-step iterative method achieves fourth-order convergence using a single Jacobian inversion per iteration. The method depends on one free parameter, allowing for tuning in terms of stability and performance. The concept of maximally efficient iterative schemes is introduced in [
21], defined as methods that attain the highest possible efficiency index for a given convergence order. The work builds on the Cordero–Torregrosa conjecture, which generalizes Kung–Traub’s optimality principle to vector-valued systems and helps define new metrics for method comparison. The approach is validated on large-scale nonlinear systems.
A central feature of this work is the use of Padé approximations to construct higher-order iteration functions. The well-known Cauchy’s method is defined as
where
However, the method depends on the square root function and second derivatives that can make the iterative process costly or impractical. To address this, the term is replaced with a rational approximant, and a suitable substitute for is chosen. Padé approximation of order (p, q) is employed as the rational approximant. By varying the order (p, q) of the Padé approximation, one obtains a family of methods, including extensions of several classical root-finding methods to the setting of systems of nonlinear equations.
We establish the theoretical convergence rates of the proposed methods and validate them through high-precision numerical experiments, demonstrating both accuracy and computational efficiency.
The paper is structured as follows:
Section 2 presents the development of the new family of methods, based on the generalization of single-variable techniques to nonlinear systems.
Section 3 provides the convergence analysis.
Section 4 illustrates several well-known methods that fall within our proposed family.
Section 5 offers numerical examples, along with a discussion and comparison of computational complexity between the proposed methods and other recently developed approaches.
Table 1 summarizes the third- and fourth-order methods cited in references, including their convergence order and computational complexity, expressed in terms of function evaluations, first derivative evaluations, and matrix inversions or linear system solutions performed in each iterative step.
5. Numerical Examples
All computations were carried out using high-precision arithmetic with up to 20,000 digits in Mathematica 8. For each group of nonlinear systems, we used the exit criterion, which was used in the respective original paper. Initial values were also taken from the corresponding original papers for each system. They are listed either with the systems or in tables.
The proposed family of methods is denoted by PM. In all cases, the computational order of convergence of our methods was very close to the corresponding theoretical order of convergence, which supports the theoretical result obtained in this paper. Theoretical order of convergence given by . Members of the proposed family with third-order convergence are denoted by PM(3), and those with fourth-order convergence by PM(4).
Every iterate is obtained from the previous one, , by adding one or more terms of the form where M is a real matrix and . The matrix M and the vector v differ across the methods used, but in any case, the inverse calculation is carried out, solving the linear system using Gaussian elimination with partial pivoting. This part of the calculation can be delegated to standard linear solvers, such as the LinearSolve function in Mathematica.
Since it holds that
from (9), (10), and (11), it follows that
and
Within the procedure, each iteration involves two Jacobian evaluations and one function evaluation, accompanied by two LU factorizations used to construct the LM and FB operators, for PM members with fourth-order convergence. Subsequently, three linear systems are solved—two using the LM operator and one using the FB operator. These computational steps are comparable to the profiles presented in
Table 1.
For and any p, the FB operator is omitted, resulting in only two linear system solves per iteration. Nevertheless, for p > 1, the method retains fourth-order convergence, consistent with the theoretical results.
The computational cost of the PM family can be compared with the fourth-order method (2) from [
17], which will be referred to as KC. Both the PM family and the KC method share the same structure, as both involve one function evaluation, two Jacobian evaluations, and the solution of two linear systems. The first step is identical in both methods. The distinction appears in the second step, where the involved matrices are different. In the general case of the KC method, matrices are raised to the second or third power, except in the special case for
, where no matrix powers are needed. In PM, the maximum matrix exponent is limited to
. Additionally, for
, the PM family requires one fewer linear system solution. Notably, both KC and PM include Jarratt’s method as a special case.
Following the analysis outlined in [
18], the total number of products and quotients required by fourth-order PM family methods can be expressed as follows:
while the fourth-order KC methods require a similar number of operations, depending on the value of the parameter
a:
In
Figure 1, the operational efficiency index
, as defined in [
18], is compared across different parameter values for the PM(4) and KC methods. It can be concluded that the computational cost of our proposed family lies within the range of the computational costs of the KC family.
In the presented examples, the equation
was solved using test functions from [
10,
11,
12,
17,
18,
19,
20,
31,
33,
35,
36,
40,
41,
42] with corresponding starting values.
Example 1. We consider the following nonlinear systems of equations: system (1f), appearing in [10,12,20,36], system (1g), also appearing in [42], and the remaining systems, taken from [33]: | (1a) | , , |
| (1b) | , |
| (1c) | , |
| (1d) | , , |
| (1e) | , |
| (1f) | , for odd n, , , |
| (1g) | , |
Exact solutions are denoted as or, if there are two exact solutions, as and . In cases where the exact solution was not available, we used approximations.
The computational order of convergence (COC) was calculated as
In the presented examples, a COC value of 4 was reached after several initial iterations.
Corresponding starting values
for the following systems of equations are listed in
Table 5. The stopping criterion, as in [
33], was
Members of the PM family were generated for all .
In
Table 5 and
Figure 2, we present a comparison of results obtained using the proposed family of methods, PM (with orders of convergence being three and four), alongside methods from [
33]: CN (order 2), Tr (order 3), and NAd (order 4). For each system, the initial estimate is specified, and the number of iterations (
iter) required to satisfy the exit criterion is reported for each method. Results for CN, Tr, and NAd are quoted directly from [
33]. Results for PM include the corresponding (
p,
q) pairs for which the reported number of iterations was obtained. For PM(4), “all” refers to all (
p,
q) pairs except (0, 1), (1, 0), and (0, 0), as these values yield third- and second-order convergence, respectively.
Overall, the PM methods demonstrate strong stability and require fewer iterations compared to the methods from [
33], while also exhibiting higher orders of convergence. When considering only the number of iterations to reach the exit criterion, the third-order method Tr outperforms the third-order PM method in one instance (Example 1d), whereas in all other cases, PM performs equally or better. Compared to NAd, the fourth-order PM methods perform better in 10 cases, require one additional iteration in two cases, and yield identical results in the remaining cases.
Figure 2 shows the iteration counts across methods and examples, derived from the data presented in
Table 5. Fourth-order methods are marked in blue, third-order methods in green, and Newton’s method in red.
Example 2. We consider nonlinear systems of equations from [35]. Example (2b) also appears in [39]. | (2a) | , , |
| (2b) | , , |
| (2c) | , , |
The following stopping criterion was used:
Table 6 refers to methods and examples from [
35], which are the sources of the reported results for methods NM, AM(3), AM(4), and NR, compared to the members of the proposed family PM(3) and PM(4).
NM refers to Newton’s method. AM(3) is the third-order method free from second derivatives, defined by (2.7) in [
35], while AM(4) is the improved fourth-order Arithmetic Mean Newton method given by (3.5) in [
35].
NR denotes the iterative scheme defined by (1.1) in [
35]. PM(3) and PM(4) are third- and fourth-order members of the proposed family, with specific values of (
p,
q).
Observing only the number of iterations required to satisfy the exit criterion in
Table 6, the third-order method, AM, outperforms the third-order PM method in Example (2a). Similarly, in Example (2b), the fourth-order method NR performs better than the fourth-order PM method. In all other cases, PM requires fewer or equal iterations compared to AM and NR while also achieving a smaller error (
Err).
Example 3. We consider Example 1 from [17], which also appears in [3,11]: | (3a) | . |
Performance of fourth-order methods from PM is compared to the method (2) from [
17], referred to as KC, with KC1, KC2, and KC3 denoting the cases with parameter values
,
, and
, respectively. A comparison of the results in
Table 7 and
Table 8 highlights a favorable performance of the PM(4) methods.
Example 4. We consider Example 5 from [17], also known as the Bratu problem, which also appears in [18]: Taking and , with an equidistant mesh , and using the standard second-order difference schemewe obtain the nonlinear system| (4a) | . |
Results are compared between the KC1, KC2, and KC3 methods from [
17] and the PM(4) methods in the same manner as in Example 3, and are presented in
Table 9 and
Table 10.
Example 5. The Broyden Banded Function is often used for numerical verification of iterative methods for nonlinear systems of equations. The proposed family of methods is tested on Example 5 from [18]: | (5a) | . |
The dimension of the system and the stopping criterion were the same as in [
18]:
and
.
The performance of several best-performing members of our family is shown in
Table 11. The results are presented after three iterations and are comparable to the methods compared in
Table 5 in [
18]. Our family exhibits slightly better performance than the best methods in
Table 5 in [
18] for (
p,
q) = (4, 2) and (
p,
q) = (2, 2).
Example 6. The proposed family of methods is tested on Examples 1 to 4 from [20], using identical initial estimates and stopping criterion, , or . Example (6d) is also studied in [10,12,20,31,36].| (6a) | |
| (6b) | |
| (6c) | |
| (6d) | |
We present the range of parameters
that yielded the best results for each example. Notably, our family includes Jarratt’s method as a special case for
, which was also favorably compared to other methods in [
20]. As shown in
Table 12,
Table 13,
Table 14,
Table 15 and
Table 16, a specific subset of the proposed family exhibits good performance across the tested examples, both in absolute terms and when compared with Jarratt’s method.
Example 7. The performance of the proposed family of methods was evaluated using three problems (Experiments 1 to 3) from [19]. Example (7c) also appears in [40]. | (7a) | |
| (7b) | |
| (7c) | |
In [
19], the stopping criteria were
for Experiment 1, and
for Experiments 2 and 3. These criteria were satisfied after four iterations in most cases, in one case in five iterations, and after three iterations in the remaining ones, using fourth-order methods.
Table 17,
Table 18 and
Table 19 present the results obtained with methods from the PM(4) family after four iterations, which enables comparison with the computations reported in [
19]. For each example, the range of parameters
that yielded the best results is presented, including the case (
p,
q) = (1, 1), which corresponds to Jarratt’s method.
Performance in the case of large nonlinear systems is an important aspect to investigate. We tested several examples on a Windows 11 PC equipped with an Intel Core i5-1135G7 CPU (2.4 GHz) and 8 GB RAM. Example (7c) was analyzed by measuring the CPU time required for the fifth iteration, with
, across varying system sizes
and different numerical precisions (100, 500, 1000, and 2000 digits), as shown in
Figure 3. A similar dependence can be observed in all three cases.
Furthermore, we provide a comparison of the quantity
among different fourth-order members of the PM family
, computed with a 2000-digit precision, and
. The results for Examples (7b) and (7c), each after five iterations, with the initial approximations
and
, respectively, are shown in
Figure 4 and
Figure 5. These results highlight the influence of the parameters
p and
q, i.e., the Padé approximations employed. In
Figure 4, we observe that for larger values of the parameters
p and
q, the norm
does not change significantly, whereas the computational time increases.
In both cases, for each choice of the parameters
p and
q, all methods converged. A comparison of the results in
Figure 4 and
Figure 5 indicates that, in general, no single member of the proposed family can be regarded as “best”, since convergence depends on the problem, the choice of
, and other parameters. It should be noted that for
, the PM family member corresponds to a generalization of the Ostrowski method [
43] for systems of equations, which exhibits numerical results comparable to those of other members of the PM family. A particular case with
is noteworthy, since the denominator in (4) reduces to 1 and the FB operator is omitted, lowering the number of linear solves per iteration from three to two, and reducing CPU time.
Figure 6 and
Figure 7 present the ratios of CPU times for three iterations of Example (7c), computed with 1000-digit precision, using the PM(4) methods.
Figure 6 shows the ratio of CPU time for
n = 100 relative to
n = 50, while
Figure 7 shows the ratio for
n = 200 relative to
n = 100. Although the value of
changes only slightly as the system size increases, the CPU time grows noticeably.