next up previous contents
Next: Implementation Up: Krawczyk method for solving Previous: Krawczyk method for solving   Contents

Mathematical background

Let ${\cal F}$ be a system of $n$ equations in the $n$ unknowns ${\bf
x}$. Let ${\bf X}$ be a range vector for ${\bf
x}$ and $y_0=Mid({\bf
X})$. Let $r_0$ be the norm of the matrix $I-YF^\prime({\bf X})$. Let the following iterative scheme for $k\ge 1$:

\begin{eqnarray*}
&&y_k=Mid({\bf X}_k)\\
&&Y_k=\left\{ \begin{array}{l}
(Mid(F...
...} \right.\\
&&r_k=\vert\vert I-Y_kF^\prime({\bf X}_k)\vert\vert
\end{eqnarray*}

Let define $K$ as:

\begin{displaymath}
K{\bf X}=y-YF(y)+\{I-YF^\prime({\bf X})\}({\bf X}-y)
\end{displaymath}

If

\begin{displaymath}
K({\bf X}_0) \subseteq {\bf X}_0~~~{\rm and}~~r_0<1
\end{displaymath}

then the previous iterative scheme will converge to the unique solution of $F$ in ${\bf X}$ [8]. The procedure described in section 3.1.1 enable to verify if the scheme will be convergent.

Jean-Pierre Merlet 2012-12-20