Introduction
The construction of high-order iterative methods is one of the central questions in solving nonlinear equations and systems. However, increasing the order of convergence does not depend solely on choosing a suitable correction formula. The information obtained from the function and its derivatives during each iteration also matters. A natural question then arises: what is the highest order of convergence that a method can guarantee when only a limited number of evaluations is available?
For scalar equations, Kung and Traub [3 ] studied the relationship between the number of evaluations and the order of convergence and formulated a bound for memoryless iterative methods. In 2010, Arroyo, Cordero, and Torregrosa [6 ] proposed an extension of this question to systems of nonlinear equations. Subsequently, in 2011, they published this conjecture in [4 ] . Its formulation, known as the Cordero–Torregrosa conjecture, distinguishes evaluations of the function from those of its Jacobian. If we denote their numbers by N F N_F N F and N J N_J N J , respectively, the conjectured bound is
p ≤ 2 N F + N J − 1 , (1) p \le2^{N_F+N_J-1}, \tag*{(1)} p ≤ 2 N F + N J − 1 , (1)
under the condition N J ≤ N F N_J \le N_F N J ≤ N F .
In this work, we prove the order barrier conjectured by Cordero–Torregrosa for the universal local order of one iteration, without needing to impose the condition N J ≤ N F N_J \le N_F N J ≤ N F . In particular, our result also covers procedures that perform more Jacobian evaluations than function evaluations. Moreover, we broaden the class of methods considered, since we allow the evaluation points and the procedure’s decisions to be determined by arbitrary rules, without requiring them to be rational, continuous, or computable.
To obtain this generality, we retain three fundamental conditions: the method’s rules are fixed independently of the vector field, each decision uses only the information previously obtained, and no data from earlier iterations are received. Nor do we require the first queries to be evaluations of the function or its Jacobian at the initial point. In this way, we study the restrictions imposed by the available information without limiting the mathematical operations used to process it. The conditions of well-definedness and the evaluation budgets may be required only in neighborhoods of the roots.
The starting point of our proof is the scalar query theorem of Castro Marín [1 ] , which establishes an order barrier for memoryless methods with arbitrary rules. One of the contributions of this work is to prove that a vector execution on fields of the form
G f ( z 1 , … , z n ) = ( f ( z 1 ) , z 2 , … , z n ) T G_f(z_1,\ldots,z_n) = \left(f(z_1),z_2,\ldots,z_n\right)^T G f ( z 1 , … , z n ) = ( f ( z 1 ) , z 2 , … , z n ) T
can be reproduced by a scalar procedure that exactly preserves query responses and the first component of the output. To this end, it suffices to make one scalar query for each vector query, without requiring the evaluation points to remain on the first coordinate axis. We also prove that the representation preserves the procedure’s decisions, the budgets, and the local conditions of well-definedness. Thus, taking d = N F + N J d = N_F + N_J d = N F + N J , the scalar barrier yields inequality (1) .
Our second result shows that the distribution of evaluations can also impose stronger restrictions on the order of convergence. We say that a Jacobian evaluation is paired when the function has previously been evaluated at the same point. Under this condition, we prove that
p ≤ 2 N F − s + 1 3 s − 1 , s = min { N F , N J } , (2) p \le2^{N_F-s+1}3^{s-1}, \qquad s = \min\{N_F,N_J\}, \tag*{(2)} p ≤ 2 N F − s + 1 3 s − 1 , s = min { N F , N J } , (2)
for N F , N J ≥ 1 N_F, N_J \ge1 N F , N J ≥ 1 . In particular, when 1 ≤ N J ≤ N F 1 \le N_J \le N_F 1 ≤ N J ≤ N F , we obtain
p ≤ 2 N F − N J + 1 3 N J − 1 , p \le2^{N_F-N_J+1}3^{N_J-1}, p ≤ 2 N F − N J + 1 3 N J − 1 ,
whereas, if N J > N F N_J > N_F N J > N F , the bound reduces to
p ≤ 2 ⋅ 3 N F − 1 . p \le2 \cdot3^{N_F-1}. p ≤ 2 ⋅ 3 N F − 1 .
This improvement is strict relative to (1) when N J > 1 N_J > 1 N J > 1 . Therefore, the total number of evaluations does not, by itself, determine the restrictions on the order a method can guarantee.
A version of this refinement was previously studied for rational programs in [2 ] . In the present work, we prove that the bound remains valid for methods with arbitrary rules. To this end, we develop a construction independent of the scalar theorem used for the general barrier. Through polynomial perturbations, we preserve exactly the information obtained during the evaluations and control the separation between the root and the queried points. The argument admits adaptively chosen points, discontinuous decisions, and Jacobian evaluations performed long after the corresponding function evaluations.
An important property of this construction is that the obstruction does not depend on choosing a different function for each order we wish to rule out. Indeed, we prove that, for each method, there is a fixed entire function and a sequence of points approaching a simple root such that the error quotients diverge simultaneously for every exponent above the corresponding bound. Exact preservation of responses allows us to transfer this result to the limit without requiring continuity of the rules. Thus, impossibility is established by a fixed analytic field rather than by a family of problems that changes with the initial error.
The preceding construction also provides results for other distributions of information. In particular, when the procedure uses function evaluations only, we obtain an independent proof of the bound
p ≤ 2 N F − 1 . p \le2^{N_F-1}. p ≤ 2 N F − 1 .
We also show that, on the diagonal fields used in the proof, the pairing condition can be recognized through equality of the first coordinates of the nodes. These results make it possible to specify which properties of the queries actually enter into the construction of the barriers.
Furthermore, the scalar representation allows us to distinguish between the number of queries made and the new information obtained by a procedure. Indeed, two vector queries made at different points may correspond to the same scalar query on the test fields. We prove that known responses can be reused without changing the decisions or the output of the method. Consequently, if d e f d_{\mathrm{ef}} d ef is a uniform bound on the number of distinct scalar queries required by the simulation, we obtain
p ≤ 2 d e f − 1 . p \le2^{d_{\mathrm{ef}}-1}. p ≤ 2 d ef − 1 .
This estimate allows the general barrier to be improved when the procedure requests information that was already available. The improvement depends on the information acquired and not on the arithmetic cost of performing the internal operations.
The preceding results lead us to consider a more general question. So far, we have obtained restrictions on the order using the number of evaluations, their pairing, and the reuse of responses. However, for nonlinear systems it is also natural to ask whether the distribution of function evaluations among Jacobian evaluations can impose an additional restriction that depends on the vector structure of the problem.
In this direction, we return to the proposed product refinement considered in [2 ] and formulate the conjecture
p ≤ ( q + 2 ) N J − r ( q + 3 ) r , N F − 1 = q N J + r , 0 ≤ r < N J , (3) p \le(q+2)^{N_J-r}(q+3)^r,\qquad N_F-1=qN_J+r,\qquad0\le r<N_J, \tag*{(3)} p ≤ ( q + 2 ) N J − r ( q + 3 ) r , N F − 1 = q N J + r , 0 ≤ r < N J , (3)
for N F , N J ≥ 1 N_F,N_J\ge1 N F , N J ≥ 1 , under an additional condition on the dimension and requiring universal order over a sufficiently broad class of vector fields. In particular, we consider n ≥ N F + N J − 1 n\ge N_F+N_J-1 n ≥ N F + N J − 1 and the class of all real polynomial vector fields with a simple root. This expression may provide a more restrictive bound for certain evaluation budgets. Nevertheless, its general validity does not follow from the preceding results and remains open. The difficulty lies in obtaining an obstruction that takes advantage of vector information rather than only the information retained through a scalar reduction.
Finally, we must specify that our barriers concern the universal local order of one iteration. This means that the error estimate must hold for every point sufficiently close to each simple root in the class considered. It is not a restriction on the order a method may attain for a particular problem. Nor should we confuse this order with the Q Q Q -order of an iterative trajectory.
In this work, we prove that a local one-cycle estimate yields convergence for iterations started sufficiently close to the root. However, we show by means of a polynomial vector example that the behavior of trajectories does not, by itself, determine the local order of the output map. We then establish sufficient conditions for relating both concepts, either through invariance of a test axis and regularity of the induced scalar operator, or through a nondegeneracy condition on the first homogeneous term of the vector map. These additional hypotheses do not enter into the general one-cycle barriers.
The article is organized as follows. First, we introduce the query model and prove the scalar representation of vector procedures. Next, we establish the general Cordero–Torregrosa barrier and develop the construction that allows it to be improved when Jacobian evaluations are paired. We then transfer these results to the vector case and study the bounds obtained through the reuse of information. We also examine the scope of the improvements and present the proposed product refinement. Finally, we study the relationship between universal local order and trajectory order and discuss the questions that remain open.
Problems, queries, and local order
Problems and function classes
We write N = { 1 , 2 , … } \mathbb{N}=\{1,2,\ldots\} N = { 1 , 2 , … } and N 0 = N ∪ { 0 } \mathbb{N}_0=\mathbb{N}\cup\{0\} N 0 = N ∪ { 0 } . In R n \mathbb{R}^{n} R n , we use the maximum norm. A root α \alpha α of a vector field F : Ω → R n F:\Omega\to\mathbb{R}^{n} F : Ω → R n , where Ω ⊂ R n \Omega\subset\mathbb{R}^{n} Ω ⊂ R n is open and F ∈ C 1 ( Ω ) F\in C^{1}(\Omega) F ∈ C 1 ( Ω ) , is simple if
F ( α ) = 0 , det D F ( α ) ≠ 0. F(\alpha)=0,\qquad\det DF(\alpha)\ne0. F ( α ) = 0 , det D F ( α ) = 0.
A problem is a triple ( Ω , F , α ) (\Omega,F,\alpha) ( Ω , F , α ) with these properties. The procedure receives a point x x x , but does not receive α \alpha α , the expression of F F F , or its domain as additional information. The domain determines only which queries are available.
We denote by E R \mathcal{E}_{\mathbb{R}} E R the set of entire functions f : C → C f:\mathbb{C}\to\mathbb{C} f : C → C that are real-valued on R \mathbb{R} R . We define
E ∗ = { f ∈ E R : f ′ ( w ) > 1 2 ( − 1 ≤ u ≤ 1 ) , f has a root in ( − 1 2 , 1 2 ) } . \mathcal{E}_{*}=\left\{f\in\mathcal{E}_{\mathbb{R}}:f'(w)>\frac{1}{2}\ (-1\leq u\leq1),\quad f\text{ has a root in }\left(-\frac{1}{2},\frac{1}{2}\right)\right\}. E ∗ = { f ∈ E R : f ′ ( w ) > 2 1 ( − 1 ≤ u ≤ 1 ) , f has a root in ( − 2 1 , 2 1 ) } .
The root of each f ∈ E ∗ f\in\mathcal{E}_{*} f ∈ E ∗ is unique in [ − 1 , 1 ] [-1,1] [ − 1 , 1 ] , since f f f is strictly increasing there. We denote it by α f \alpha_f α f .
Fix I 0 = R I_0=\mathbb{R} I 0 = R or I 0 = ( − 1 , 1 ) I_0=(-1,1) I 0 = ( − 1 , 1 ) , and put Ω 0 = I 0 × R n − 1 \Omega_0=I_0\times\mathbb{R}^{n-1} Ω 0 = I 0 × R n − 1 . We denote by H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) the class of problems
( Ω 0 , G f , α f ) , G f ( z ) = ( f ( z 1 ) , z 2 , … , z n ) T , α f = ( α f , 0 , … , 0 ) T , f ∈ E ∗ . (4) (\Omega_0,G_f,\alpha_f),\qquad G_f(z)=\left(f(z_1),z_2,\ldots,z_n\right)^{T},\quad\alpha_f=(\alpha_f,0,\ldots,0)^{T},\quad f\in\mathcal{E}_{*}. \tag*{(4)} ( Ω 0 , G f , α f ) , G f ( z ) = ( f ( z 1 ) , z 2 , … , z n ) T , α f = ( α f , 0 , … , 0 ) T , f ∈ E ∗ . (4)
Each field is understood to be restricted to Ω 0 \Omega_0 Ω 0 . The same formula extends to an entire vector field on C n \mathbb{C}^{n} C n . For n = 1 n=1 n = 1 , we interpret R n − 1 \mathbb{R}^{n-1} R n − 1 as the set consisting of the empty tuple.
Definition 2.1 (Admissible function class). A class F n \mathcal{F}_n F n will be sufficient for our barriers if it contains H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) for either of the two choices of I 0 I_0 I 0 above.
In particular, the class of all real-analytic vector fields on open sets, together with their simple roots, satisfies this condition. So does the class of all vector fields of class C r C^r C r , for any integer r ≥ 1 r \ge1 r ≥ 1 , or of class C ∞ C^\infty C ∞ , provided the domains in (2.1) are admitted. The conclusion for a larger class follows from its inclusion of the test class, not from attributing analytic regularity to all its elements.
Data and rules
We define the set of queries
Q n = { 0 , 1 } × R n . Q_n = \{0,1\} \times\mathbb{R}^n. Q n = { 0 , 1 } × R n .
Type 0 requests the value of the function; type 1 requests its full Jacobian. The response spaces are
R 0 = R n , R 1 = R n × n . \mathcal{R}_0 = \mathbb{R}^n, \qquad\mathcal{R}_1 = \mathbb{R}^{n \times n}. R 0 = R n , R 1 = R n × n .
For a field F F F on Ω \Omega Ω , the response to an available query is
E F ( 0 , y ) = F ( y ) , E F ( 1 , y ) = D F ( y ) , y ∈ Ω . E_F(0,y) = F(y), \qquad E_F(1,y) = DF(y), \qquad y \in\Omega. E F ( 0 , y ) = F ( y ) , E F ( 1 , y ) = D F ( y ) , y ∈ Ω.
A query outside Ω \Omega Ω has no response and does not provide a datum that the method can use.
A record of length k k k is a list
R k = ( ( τ i , y i , A i ) ) i = 1 k , τ i ∈ { 0 , 1 } , y i ∈ R n , A i ∈ R τ i . R_k = \left((\tau_i,y_i,A_i)\right)_{i=1}^{k}, \qquad\tau_i \in\{0,1\}, \quad y_i \in\mathbb{R}^n, \quad A_i \in\mathcal{R}_{\tau_i}. R k = ( ( τ i , y i , A i ) ) i = 1 k , τ i ∈ { 0 , 1 } , y i ∈ R n , A i ∈ R τ i .
We write R 0 = ( ) R_0 = () R 0 = ( ) and by a history of level k k k we mean the pair ( x , R k ) (x,R_k) ( x , R k ) . The set of these histories is denoted by H k \mathcal{H}_k H k .
Let c and s be two distinct labels. A decision belongs to the disjoint union
A n = ( { c } × Q n ) ∪ ( { s } × R n ) . \mathcal{A}_n = (\{c\} \times Q_n) \cup(\{s\} \times\mathbb{R}^n). A n = ({ c } × Q n ) ∪ ({ s } × R n ) .
The decision ( c , ( τ , y ) ) (c,(\tau,y)) ( c , ( τ , y )) instructs a query, whereas ( s , v ) (s,v) ( s , v ) instructs termination with output v v v .
Definition 2.2 (Query method). A deterministic, causal, memoryless method is a family of partial rules
Φ k : D k ⟶ A n , D k ⊂ H k , k ∈ N 0 , \Phi_k : D_k \longrightarrow\mathcal{A}_n, \qquad D_k \subset\mathcal{H}_k, \qquad k \in\mathbb{N}_0, Φ k : D k ⟶ A n , D k ⊂ H k , k ∈ N 0 , fixed independently of the vector field and its root. No continuity, rationality, measurability, or computability is required of the rules or their domains.
We say that a method is total with budget d ≥ 1 d \ge1 d ≥ 1 if its rules at levels 0 , … , d 0,\ldots,d 0 , … , d are defined on every history and every level-d d d decision is an output. Only these levels are used in an execution. For fields defined on all of R n \mathbb{R}^n R n , every query has a response and the execution terminates after at most d d d queries. On a proper domain, it is still necessary that the queried nodes belong to that domain.
Determinism means that each history in the domain has a unique decision. Causality means that this decision depends only on the available history. Memorylessness means that each cycle begins only with x x x and the method’s constants, without data depending on F F F from previous cycles.
Definition 2.3 (Valid execution). A valid execution from x x x on F F F is a record R m R_m R m and an output v v v such that, for 0 ≤ k < m 0 \le k < m 0 ≤ k < m ,
( x , R k ) ∈ D k , Φ k ( x , R k ) = ( c , ( τ k + 1 , y k + 1 ) ) , (x, R_k) \in D_k,\qquad\Phi_k(x, R_k) = (c,(\tau_{k+1}, y_{k+1})), ( x , R k ) ∈ D k , Φ k ( x , R k ) = ( c , ( τ k + 1 , y k + 1 )) , y k + 1 ∈ Ω , A k + 1 = E F ( τ k + 1 , y k + 1 ) , y_{k+1} \in\Omega,\qquad A_{k+1} = E_F(\tau_{k+1}, y_{k+1}), y k + 1 ∈ Ω , A k + 1 = E F ( τ k + 1 , y k + 1 ) , and, finally,
( x , R m ) ∈ D m , Φ m ( x , R m ) = ( s , v ) . (x, R_m) \in D_m,\qquad\Phi_m(x, R_m) = (s,v). ( x , R m ) ∈ D m , Φ m ( x , R m ) = ( s , v ) . We write M F ( x ) = v \mathcal{M}_F(x) = v M F ( x ) = v . If no such finite execution exists, the output is undefined.
The queries and decisions are unique whenever they exist: starting from the same x x x , induction on k k k shows that the rules receive the same history and produce the same next datum. In particular, an execution cannot terminate with two different outputs.
We define the counters
n F ( R m ) = # { i : τ i = 0 } , n J ( R m ) = # { i : τ i = 1 } . n_F(R_m) = \#\{i : \tau_i = 0\},\qquad n_J(R_m) = \#\{i : \tau_i = 1\}. n F ( R m ) = # { i : τ i = 0 } , n J ( R m ) = # { i : τ i = 1 } .
Each request is counted once, even when it exactly repeats a previous one. Reusing a known response is not a new query. Arithmetic operations, factorizations, and internal comparisons are not counted here.
Definition 2.4 (Local budget). We say that M \mathcal{M} M has local budget ( N F , N J ) (N_F,N_J) ( N F , N J ) on F n \mathcal{F}_n F n if, for every ( Ω , F , α ) ∈ F n (\Omega,F,\alpha) \in\mathcal{F}_n ( Ω , F , α ) ∈ F n , there exists δ F , α > 0 \delta_{F,\alpha} > 0 δ F , α > 0 such that whenever
0 < ∥ x − α ∥ ∞ < δ F , α , 0 < \lVert x-\alpha\rVert_\infty< \delta_{F,\alpha}, 0 < ∥ x − α ∥ ∞ < δ F , α , the execution is valid and satisfies n F ≤ N F n_F \le N_F n F ≤ N F and n J ≤ N J n_J \le N_J n J ≤ N J . The budget need not hold outside these neighborhoods.
Definition 2.5 (Universal local order). The method has universal local order at least p > 1 p > 1 p > 1 on F n \mathcal{F}_n F n if, for every problem in that class, there exist C F , α , ρ F , α > 0 C_{F,\alpha},\rho_{F,\alpha} > 0 C F , α , ρ F , α > 0 such that the execution is valid and
∥ M F ( x ) − α ∥ ∞ ≤ C F , α ∥ x − α ∥ ∞ p ( 0 < ∥ x − α ∥ ∞ < ρ F , α ) . (5) \lVert\mathcal{M}_F(x)-\alpha\rVert_\infty\le C_{F,\alpha}\lVert x-\alpha\rVert_\infty^p \qquad(0 < \lVert x-\alpha\rVert_\infty< \rho_{F,\alpha}). \tag*{(5)} ∥ M F ( x ) − α ∥ ∞ ≤ C F , α ∥ x − α ∥ ∞ p ( 0 < ∥ x − α ∥ ∞ < ρ F , α ) . (5) The exponent is common to the class; the constants are not. By intersecting the neighborhoods in the two definitions, we can require well-definedness, budget, and error estimate simultaneously.
Preservation of responses and internal procedures
Lemma 2.6 (Indistinguishability). Suppose that an execution of M \mathcal{M} M on F F F from x x x is valid. If another field F ~ \widetilde{F} F is defined at all the nodes of that execution and provides the same responses there, then the execution on F ~ \widetilde{F} F from x x x has exactly the same record and the same output.
Proof. The initial histories coincide. Suppose that they coincide after k k k queries. The rule Φ k \Phi_k Φ k is the same in both problems and receives the same history. Therefore, it is defined in both and produces the same decision. If it instructs termination, the output coincides. If it instructs a query, the type and node coincide; by hypothesis, the response also coincides. Thus the histories of level k + 1 k+1 k + 1 are equal. The induction reaches the termination of the original execution. We have not used continuity of any rule.
Finite budgets and scalar representation
Extension of the rules with budget control
Lemma 3.1 (Truncation and total extension). Let N F , N J ∈ N 0 N_F, N_J \in\mathbb{N}_0 N F , N J ∈ N 0 and d = N F + N J ≥ 1 d = N_F + N_J \ge1 d = N F + N J ≥ 1 . From the rules of M \mathcal{M} M , a method M ^ \widehat{\mathcal{M}} M is constructed that, on fields defined on all of R n \mathbb{R}^n R n , terminates after at most d d d queries and respects both counters. It preserves every valid execution of M \mathcal{M} M that respects those counters.
Proof. For k < d k < d k < d , we preserve an original output decision whenever the rule is defined. We preserve a query decision only if the rule is defined and making that query does not exceed the corresponding counter. In every other case, we instruct termination with the zero vector. At level d d d , we preserve a defined original output and, in the other cases, return the zero vector. On histories formally incompatible with previous decisions, we may also define the zero output.
The rules so obtained are total maps and are fixed without knowledge of F F F . Every execution on a globally defined field obtains a response to each query it makes; the counters are not exceeded, and at level d d d termination necessarily occurs.
Now consider a valid original execution with counters no greater than the budgets. At each of its prefixes, the original rule is defined. No query exceeds its counter, and the final output is reached at a level no greater than d d d . By induction, each decision, each response, and the output are preserved. Membership in the domains of the rules need not be algorithmically decidable.
The extension also preserves a valid execution on a field defined on an open set if we compare it with an extension of the field that agrees at all its nodes. Only the responses at those nodes are used.
Reconstruction of a vector response
For s ∈ R s \in\mathbb{R} s ∈ R , we define
ι ( s ) = ( s , 0 , … , 0 ) T . \iota(s) = (s, 0, \ldots, 0)^{T}. ι ( s ) = ( s , 0 , … , 0 ) T .
Given Y ∈ R n Y \in\mathbb{R}^{n} Y ∈ R n and a real number η \eta η , we define
R 0 ( Y , η ) = ( η , Y 2 , … , Y n ) T , R 1 ( Y , η ) = diag ( η , 1 , … , 1 ) . \mathcal{R}_0(Y,\eta) = (\eta, Y_2, \ldots, Y_n)^{T}, \qquad\mathcal{R}_1(Y,\eta) = \operatorname{diag}(\eta,1,\ldots,1). R 0 ( Y , η ) = ( η , Y 2 , … , Y n ) T , R 1 ( Y , η ) = diag ( η , 1 , … , 1 ) .
Equation not extracted
(6)
These maps do not depend on f f f or its root. For the diagonal field, we have
G f ( Y ) = R 0 ( Y , f ( Y 1 ) ) , D G f ( Y ) = R 1 ( Y , f ′ ( Y 1 ) ) . G_f(Y) = \mathcal{R}_0(Y,f(Y_1)), \qquad DG_f(Y) = \mathcal{R}_1(Y,f'(Y_1)). G f ( Y ) = R 0 ( Y , f ( Y 1 )) , D G f ( Y ) = R 1 ( Y , f ′ ( Y 1 )) .
Theorem 3.2 (Exact simulation without additional queries). Let M \mathcal{M} M be a vector method with arbitrary rules. There exists a scalar method T T T making queries to f f f and f ′ f' f ′ that reproduces the first component of the execution on G f G_f G f from ι ( s ) \iota(s) ι ( s ) . For every valid execution,
T f ( s ) = ( M G f ( ι ( s ) ) ) 1 . (7) T_f(s) = \left(\mathcal{M}_{G_f}(\iota(s))\right)_1. \tag*{(7)} T f ( s ) = ( M G f ( ι ( s )) ) 1 . (7) Each vector function query corresponds to a query to f f f , and each Jacobian query to one to f ′ f' f ′ . The counters are preserved exactly, even when queries are repeated. The assertion holds both on R n \mathbb{R}^n R n and on a cylinder I × R n − 1 I \times\mathbb{R}^{n-1} I × R n − 1 .
Proof. The initial scalar datum is s s s . From it, we construct ι ( s ) \iota(s) ι ( s ) and apply the first vector rule. If it instructs termination with v v v , the scalar rule terminates with v 1 v_1 v 1 . If it requests type τ \tau τ at Y Y Y , we request f ( τ ) ( Y 1 ) f^{(\tau)}(Y_1) f ( τ ) ( Y 1 ) . Upon receiving η \eta η , we reconstruct the vector response by (3.1) and add it to the vector record.
Suppose that, after k k k scalar queries, we have reconstructed the vector history up to that level. The next vector rule depends only on that history. Therefore, the next type and node, or the output, can be determined from s s s and the previous k k k scalar responses. We repeat the same construction. If a vector rule is undefined, the corresponding scalar rule is also undefined.
This defines scalar rules that depend only on the initial datum and previous responses. The vector nodes, their coordinates, and their types can be reconstructed inductively; they are not supplied as external data. On numerical histories that do not correspond to a reconstruction, we may leave the rule undefined or, for an already truncated total method, return zero.
When applying these rules to a function f f f , we prove again by induction that each reconstructed response is the true response of G f G_f G f . For type 0, all components except the first are coordinates of the known node. For type 1, all entries except the first diagonal entry are known zeros and ones. Only one unknown number is requested in each case. Thus the entire execution is preserved and (3.2) follows.
If f f f is defined on I I I , a vector node Y Y Y belongs to I × R n − 1 I \times\mathbb{R}^{n-1} I × R n − 1 if and only if Y 1 ∈ I Y_1 \in I Y 1 ∈ I . Therefore, the availability of queries also coincides. No mechanism for responding to out-of-domain queries is used.
Finally, every request is replaced by exactly one of the same type. We have not assumed that Y 2 = ⋯ = Y n = 0 Y_2 = \cdots= Y_n = 0 Y 2 = ⋯ = Y n = 0 at the internal nodes, nor that the rules constructing them have any regularity. □ \square □
Corollary 3.3 (Transfer of a local estimate). If M \mathcal{M} M satisfies (2.2) on a diagonal problem with root α = ι ( a ) \alpha= \iota(a) α = ι ( a ) , then the induced scalar method satisfies
∣ T f ( s ) − a ∣ ≤ C G f , α ∣ s − a ∣ p |T_f(s)-a| \le C_{G_f,\alpha}|s-a|^p ∣ T f ( s ) − a ∣ ≤ C G f , α ∣ s − a ∣ p for s s s sufficiently close to a a a . The local budget is also preserved.
Proof. We have ∥ ι ( s ) − ι ( a ) ∥ ∞ = ∣ s − a ∣ \|\iota(s)-\iota(a)\|_\infty= |s-a| ∥ ι ( s ) − ι ( a ) ∥ ∞ = ∣ s − a ∣ and
∣ T f ( s ) − a ∣ ≤ ∥ M G f ( ι ( s ) ) − ι ( a ) ∥ ∞ . |T_f(s)-a| \le\left\|\mathcal{M}_{G_f}(\iota(s))-\iota(a)\right\|_\infty. ∣ T f ( s ) − a ∣ ≤ M G f ( ι ( s )) − ι ( a ) ∞ .
We apply the vector estimate and shrink the neighborhood so that the budgets also hold. □ \square □
Scalar rules on response vectors
Lemma 3.4 (Compatibility with the scalar query model). Let M ^ \widehat{\mathcal{M}} M be a total vector method with budget d d d , whose level-d d d rules produce outputs only. There exist total maps
Ψ k : R k + 1 ⟶ ( { c } × ( R × N 0 ) ) ⊔ ( { s } × R ) , 0 ≤ k ≤ d , \Psi_k : \mathbb{R}^{k+1} \longrightarrow\left(\{\mathsf{c}\} \times(\mathbb{R} \times\mathbb{N}_0)\right) \sqcup\left(\{\mathsf{s}\} \times\mathbb{R}\right), \qquad0 \le k \le d, Ψ k : R k + 1 ⟶ ( { c } × ( R × N 0 ) ) ⊔ ( { s } × R ) , 0 ≤ k ≤ d ,
with Ψ d \Psi_d Ψ d taking values among outputs, which define a method of the scalar model of [1 Definition 2.4] . Only derivatives of orders zero and one are requested. For every real entire function f f f and every s ∈ R s \in\mathbb{R} s ∈ R , the scalar method preserves the number and types of queries of M ^ \widehat{\mathcal{M}} M on G f G_f G f from ι ( s ) \iota(s) ι ( s ) , and returns the first component of its output. The rules depend only on M \mathcal{M} M and d d d , not on f f f or its root.
Proof. The level-k k k scalar data vector is
h k = ( s , η 1 , … , η k ) ∈ R k + 1 . h_k = (s,\eta_1,\ldots,\eta_k) \in\mathbb{R}^{k+1}. h k = ( s , η 1 , … , η k ) ∈ R k + 1 .
We must also define the rules on numerical vectors that occur in no execution. To this end, we add a label ⊥ \perp ⊥ , distinct from those used previously, and consider the disjoint union
S k = H k ⊔ ( { ⊥ } × R n ) . S_k = \mathcal{H}_k \sqcup(\{\perp\} \times\mathbb{R}^n). S k = H k ⊔ ({ ⊥ } × R n ) .
An element of the second part indicates that reconstruction has already terminated with a vector output, which we shall preserve without using new responses.
We define total maps ρ k : R k + 1 → S k \rho_k:\mathbb{R}^{k+1} \to S_k ρ k : R k + 1 → S k inductively. At the initial level, put
ρ 0 ( s ) = ( ι ( s ) , ( ) ) . \rho_0(s) = (\iota(s),()). ρ 0 ( s ) = ( ι ( s ) , ( )) .
Suppose ρ k \rho_k ρ k is defined for k < d k<d k < d . If ρ k ( h k ) = ( ⊥ , v ) \rho_k(h_k)=(\perp,v) ρ k ( h k ) = ( ⊥ , v ) , put
ρ k + 1 ( h k , η ) = ( ⊥ , v ) ( η ∈ R ) . \rho_{k+1}(h_k,\eta)=(\perp,v) \qquad(\eta\in\mathbb{R}). ρ k + 1 ( h k , η ) = ( ⊥ , v ) ( η ∈ R ) .
If ρ k ( h k ) = ( ι ( s ) , R k ) ∈ H k \rho_k(h_k)=(\iota(s),R_k)\in\mathcal{H}_k ρ k ( h k ) = ( ι ( s ) , R k ) ∈ H k , we apply the total rule Φ ^ k \widehat{\Phi}_k Φ k to that history. When it returns ( s , v ) (s,v) ( s , v ) , we again define ρ k + 1 ( h k , η ) = ( ⊥ , v ) \rho_{k+1}(h_k,\eta)=(\perp,v) ρ k + 1 ( h k , η ) = ( ⊥ , v ) . When it returns ( c , ( τ , Y ) ) (c,(\tau,Y)) ( c , ( τ , Y )) , we define
ρ k + 1 ( h k , η ) = ( ι ( s ) , R k ∥ ( τ , Y , R τ ( Y , η ) ) ) , \rho_{k+1}(h_k,\eta)=\left(\iota(s),R_k\mathbin{\|}\left(\tau,Y,\mathcal{R}_{\tau}(Y,\eta)\right)\right), ρ k + 1 ( h k , η ) = ( ι ( s ) , R k ∥ ( τ , Y , R τ ( Y , η ) ) ) ,
where R k ∥ ( τ , Y , A ) R_k\mathbin{\|}(\tau,Y,A) R k ∥ ( τ , Y , A ) denotes the list obtained by appending that triple to R k R_k R k . The map R τ \mathcal{R}_{\tau} R τ is the one in (6) . Its value belongs to the response space of the corresponding type, regardless of η \eta η .
Now define Ψ k \Psi_k Ψ k . If ρ k ( h k ) = ( ⊥ , v ) \rho_k(h_k)=(\perp,v) ρ k ( h k ) = ( ⊥ , v ) , take Ψ k ( h k ) = ( s , v 1 ) \Psi_k(h_k)=(s,v_1) Ψ k ( h k ) = ( s , v 1 ) . Otherwise, we calculate Φ ^ k ( ρ k ( h k ) ) \widehat{\Phi}_k(\rho_k(h_k)) Φ k ( ρ k ( h k )) . An output ( s , v ) (s,v) ( s , v ) is transformed into ( s , v 1 ) (s,v_1) ( s , v 1 ) , and a query ( c , ( τ , Y ) ) (c,(\tau,Y)) ( c , ( τ , Y )) is transformed into
Ψ k ( h k ) = ( c , ( Y 1 , τ ) ) . \Psi_k(h_k)=(c,(Y_1,\tau)). Ψ k ( h k ) = ( c , ( Y 1 , τ )) .
In the last expression, we write the node first and then the derivative order, as in the model of [1 ] . The totality of ρ k \rho_k ρ k and Φ ^ k \widehat{\Phi}_k Φ k proves that of Ψ k \Psi_k Ψ k . At level d d d , only an output can be obtained, whether reconstruction terminated earlier or reaches a level-d d d history.
Now fix f ∈ E R f\in\mathcal{E}_{\mathbb{R}} f ∈ E R and s ∈ R s\in\mathbb{R} s ∈ R . Before the scalar execution terminates, we prove by induction that ρ k ( h k ) \rho_k(h_k) ρ k ( h k ) coincides with the true vector history after k k k queries. This holds for k = 0 k=0 k = 0 . If the history coincides and ( Y 1 , τ ) (Y_1,\tau) ( Y 1 , τ ) is requested, the response is η = f ( τ ) ( Y 1 ) \eta=f^{(\tau)}(Y_1) η = f ( τ ) ( Y 1 ) . By (6) , the appended triple contains exactly the response of G f G_f G f or D G f DG_f D G f at Y Y Y . Thus coincidence is preserved. If an output is obtained, both executions terminate at that level and the scalar output is its first component.
The states labeled ⊥ \perp ⊥ serve only to define the rules on response vectors that artificially extend a terminated execution. They add no queries to any true execution. We conclude that the counters, types, and output are preserved, and that the constructed maps satisfy exactly the domains and terminal rule required by the scalar model.
The general Cordero–Torregrosa barrier
The scalar result used
The following theorem is the query result that we shall use from [1 ] . Its complete analytic construction is developed there: the version for one exponent is Theorem 7.5 and the simultaneous choice is Proposition 7.7. We state precisely the form required for our transfer.
Theorem 4.1 (Scalar query barrier, Castro Marín). Let T T T be a total, deterministic, causal, memoryless scalar method with budget d ≥ 1 d \ge1 d ≥ 1 . Its rules are independent of the function and may request derivative values at real nodes, without continuity or computability conditions. Then there exist f ∈ E ∗ f \in\mathcal{E}_* f ∈ E ∗ , its root a a a , and a sequence s m > a s_m > a s m > a , s m → a s_m \to a s m → a , such that, simultaneously for every p > 2 d − 1 p > 2^{d-1} p > 2 d − 1 ,
∣ T f ( s m ) − a ∣ ( s m − a ) p ⟶ + ∞ . (8) \frac{\lvert T_f(s_m)-a\rvert}{(s_m-a)^p} \longrightarrow+\infty. \tag*{(8)} ( s m − a ) p ∣ T f ( s m ) − a ∣ ⟶ + ∞. (8)
In our case, the only derivative orders queried by the induced method will be zero and one. This restriction yields a subclass of the procedures admitted by the theorem. Lemma 3.4 explicitly identifies the induced rules with total maps on the response vectors of the scalar model.
Theorem 4.1 is used as a previous result from [1 Proposition 7.7] ; its analytic construction is not reproduced in this section. The following general barrier is a consequence of that result and exact simulation. In contrast, the paired barrier of Section 9 will be proved through the construction developed in the present work, without using Theorem 4.1.
A fixed analytic field for general methods
Theorem 4.2 (Vector barrier with arbitrary rules). Let n ≥ 1 n \ge1 n ≥ 1 , N F , N J ∈ N 0 N_F, N_J \in\mathbb{N}_0 N F , N J ∈ N 0 , and d = N F + N J ≥ 1 d = N_F+N_J \ge1 d = N F + N J ≥ 1 . Let M \mathcal{M} M be a deterministic, causal, memoryless method with local budget ( N F , N J ) (N_F,N_J) ( N F , N J ) on H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) . Then there exist f ∈ E ∗ f \in\mathcal{E}_* f ∈ E ∗ , a fixed field G f G_f G f , its root α = ι ( a f ) \alpha= \iota(a_f) α = ι ( a f ) , and a sequence X m = ι ( s m ) X_m = \iota(s_m) X m = ι ( s m ) , with s m > a f s_m > a_f s m > a f and s m → a f s_m \to a_f s m → a f , such that the original executions are valid for all sufficiently large m m m and
∥ M G f ( X m ) − α ∥ ∞ ∥ X m − α ∥ ∞ p ⟶ + ∞ for every p > 2 N F + N J − 1 . (9) \frac{\lVert\mathcal{M}_{G_f}(X_m)-\alpha\rVert_\infty}{\lVert X_m-\alpha\rVert_\infty^p} \longrightarrow+\infty\qquad\text{for every } p > 2^{N_F+N_J-1}. \tag*{(9)} ∥ X m − α ∥ ∞ p ∥ M G f ( X m ) − α ∥ ∞ ⟶ + ∞ for every p > 2 N F + N J − 1 . (9) The field, root, and sequence are chosen before the final exponent p p p .
Proof. We apply Lemma 3.1 to the rules of M \mathcal{M} M . We obtain M ^ \widehat{\mathcal{M}} M , which terminates within the indicated budgets on any global field. Its rules depend on neither I 0 I_0 I 0 nor f f f .
By Theorem 3.2 and Lemma 3.4, the execution of M ^ \widehat{\mathcal{M}} M on the global fields G f G_f G f induces a scalar method whose rules are defined on all of R k + 1 \mathbb{R}^{k+1} R k + 1 for 0 ≤ k ≤ d 0 \le k \le d 0 ≤ k ≤ d , whose level-d d d rule produces outputs only, and which makes at most d d d queries. Its rules are independent of f f f ; only orders zero and one are queried. Thus all the hypotheses of Theorem 4.1 are satisfied. This result provides f f f , a = a f a = a_f a = a f , and ( s m ) (s_m) ( s m ) for which (4.1) holds.
Now consider the problem in (2.1), with the domain Ω 0 \Omega_0 Ω 0 fixed in the statement. By the local-budget hypothesis, for all sufficiently large m m m the original execution from X m = ι ( s m ) X_m=\iota(s_m) X m = ι ( s m ) is valid, uses only nodes in Ω 0 \Omega_0 Ω 0 , and respects both counters. The execution on the global field with the extended rules preserves its responses exactly: the values of the extension and restriction coincide at all these nodes. Lemma 3.1 and the induction for indistinguishability give
M G f ( X m ) = M ^ G f ( X m ) \mathcal{M}_{G_f}(X_m)=\widehat{\mathcal{M}}_{G_f}(X_m) M G f ( X m ) = M G f ( X m )
for all these indices. On the right we use the global field, and on the left its restriction when I 0 = ( − 1 , 1 ) I_0=(-1,1) I 0 = ( − 1 , 1 ) .
The first component of the right-hand side is T f ( s m ) T_f(s_m) T f ( s m ) . Moreover,
∥ X m − α ∥ ∞ = s m − a , ∥ M G f ( X m ) − α ∥ ∞ ≥ ∣ T f ( s m ) − a ∣ . \lVert X_m-\alpha\rVert_\infty=s_m-a,\qquad\lVert\mathcal{M}_{G_f}(X_m)-\alpha\rVert_\infty\geq\lvert T_f(s_m)-a\rvert. ∥ X m − α ∥ ∞ = s m − a , ∥ M G f ( X m ) − α ∥ ∞ ≥ ∣ T f ( s m ) − a ∣ .
Dividing by ( s m − a ) p (s_m-a)^p ( s m − a ) p and using (8) , we obtain (9) . The index from which the executions coincide depends only on the problem and its budget neighborhood, not on p p p . The simultaneity of the scalar theorem is preserved.
Corollary 4.3 (Cordero–Torregrosa bound). Under the preceding hypotheses, if M \mathcal{M} M has universal local order at least p > 1 p>1 p > 1 on a class F n ⊃ H n ( I 0 ) \mathcal{F}_n\supset\mathcal{H}_n(I_0) F n ⊃ H n ( I 0 ) , then
p ≤ 2 N F + N J − 1 . (10) p\leq2^{N_F+N_J-1}. \tag*{(10)} p ≤ 2 N F + N J − 1 . (10)
Proof. If p p p were larger, (2.2) applied to the single problem constructed in Theorem 4.2 would bound the quotient in (4.2) by a fixed constant. This contradicts its divergence. Inclusion of the classes ensures that this problem belongs to the class on which the estimate is required.
Remark 4.4 (Hypotheses not used). The proof does not prescribe the first node or the order of queries. It does not require starting with F ( x ) F(x) F ( x ) and D F ( x ) DF(x) D F ( x ) , pairing the Jacobians, separating the nodes, maintaining an exact query profile, or imposing a uniform bound on the number of internal operations. New information must, however, come exclusively from the complete queries that are counted. External memory and access to the expression of the field are not admitted.
Remark 4.5 (The function class cannot be arbitrarily small). The theorem uses entire test fields. With arbitrary rules, it does not establish a barrier on the class consisting only of polynomials of a fixed degree. Nor does a prohibition of high order hold on every subclass: for affine fields with invertible Jacobian, one Newton step solves the problem exactly. The generality of the rules and the breadth of the function class are distinct conditions.
Paired queries and construction integers
Pairing and repetition
Definition 5.1 (Causal pairing). A record is paired if, for every Jacobian query ( 1 , y ) (1,y) ( 1 , y ) , there is an earlier function query ( 0 , y ) (0,y) ( 0 , y ) at exactly the same node. The two queries need not be consecutive. A method is locally paired if this property holds in the neighborhoods where its well-definedness and budgets are required.
Repeating F ( y ) F(y) F ( y ) does not provide a new function value. Likewise, repeating D F ( y ) DF(y) D F ( y ) does not provide a higher-order derivative. This distinction will be important for constructing the perturbations.
Lemma 5.2 (Extension preserving pairing). If M \mathcal{M} M has local budget ( N F , N J ) (N_F,N_J) ( N F , N J ) and is locally paired, one can choose a truncated total extension that respects the counters and whose record is paired in all its global executions. It preserves the valid original executions that respect the budget and pairing.
Proof. We add a condition to Lemma 3.1 before preserving a type-1 query: the history must contain an earlier type-0 query at the same node. If it does not, we return zero instead of querying. This check uses only the record and equality of two known points. Every preserved execution satisfies the condition. By induction, the extension never makes an unpaired derivative query. In an original execution with the required property, the substitution is not activated and all its data are preserved.
The simulation in Theorem 3.2 preserves pairing. Indeed, if D F ( Y ) DF(Y) D F ( Y ) is queried after F ( Y ) F(Y) F ( Y ) , then f ′ ( Y 1 ) f'(Y_1) f ′ ( Y 1 ) is requested after f ( Y 1 ) f(Y_1) f ( Y 1 ) . Distinct vector nodes may coincide upon projection; this can increase scalar repetitions but cannot destroy pairing.
Integers associated with a record
Consider a paired scalar record. To each distinct function node u i u_i u i , we assign an integer e i ≥ 1 e_i \ge1 e i ≥ 1 and a multiplicity μ i ∈ { 1 , 2 } \mu_i \in\{1,2\} μ i ∈ { 1 , 2 } . The multiplicity is 1 while only f ( u i ) f(u_i) f ( u i ) is known, and becomes 2 when f ′ ( u i ) f'(u_i) f ′ ( u i ) is queried for the first time.
We start with an empty list and E = 0 E=0 E = 0 . When adding a new function node, we define
e n e w = max { 1 , E } , μ n e w = 1 , E + = E + e n e w . (11) e_{\mathrm{new}}=\max\{1,E\},\qquad\mu_{\mathrm{new}}=1,\qquad E^+=E+e_{\mathrm{new}}. \tag*{(11)} e new = max { 1 , E } , μ new = 1 , E + = E + e new . (11)
When first querying the derivative at a node of multiplicity 1, we put
μ i + = 2 , E + = E + e i . (12) \mu_i^+=2,\qquad E^+=E+e_i. \tag*{(12)} μ i + = 2 , E + = E + e i . (12)
A repeated query does not change the list. At every stage,
E = ∑ i μ i e i . E=\sum_i \mu_i e_i. E = i ∑ μ i e i .
These integers are used in the proof. We do not suppose that the nodes depend regularly on a parameter or have any prescribed asymptotic order.
For N F ≥ 1 N_F \ge1 N F ≥ 1 and N J ≥ 0 N_J \ge0 N J ≥ 0 , we define s = min { N F , N J } s=\min\{N_F,N_J\} s = min { N F , N J } and
B ( N F , N J ) = { 2 N F − 1 , s = 0 , 2 N F − s + 1 3 s − 1 , s ≥ 1. (13) B(N_F,N_J)=
\begin{cases}
2^{N_F-1}, & s=0,\\
2^{N_F-s+1}3^{s-1}, & s\ge1.
\end{cases} \tag*{(13)} B ( N F , N J ) = { 2 N F − 1 , 2 N F − s + 1 3 s − 1 , s = 0 , s ≥ 1. (13)
If 1 ≤ N J ≤ N F 1\le N_J\le N_F 1 ≤ N J ≤ N F , this expression coincides with (2) .
Lemma 5.3 (Growth of the construction integers). For every paired record with at most N F N_F N F function queries and N J N_J N J Jacobian queries, the preceding integers satisfy
max { 1 , E } ≤ B ( N F , N J ) . (14) \max\{1,E\}\le B(N_F,N_J). \tag*{(14)} max { 1 , E } ≤ B ( N F , N J ) . (14) Proof. If there are no nodes, E = 0 E=0 E = 0 and the inequality is immediate. Suppose there are v ≥ 1 v\ge1 v ≥ 1 distinct function nodes and r r r nodes at which the derivative has been queried. By pairing,
v ≤ N F , r ≤ min { v , N J } . v\le N_F,\qquad r\le\min\{v,N_J\}. v ≤ N F , r ≤ min { v , N J } . The first node receives exponent e 1 = 1 e_1=1 e 1 = 1 and leaves E = 1 E=1 E = 1 . Each subsequent function node receives the previous value of E E E and therefore doubles E E E .
Consider a first derivative query at a node other than the first. Let e i e_i e i be its exponent. Before that node was added, the integer was e i e_i e i ; after the function query, it became 2 e i 2e_i 2 e i . Since the integer does not decrease, before querying the derivative we have E ≥ 2 e i E\ge2e_i E ≥ 2 e i . Consequently,
E + = E + e i ≤ 3 2 E E^+=E+e_i\le\frac{3}{2}E E + = E + e i ≤ 2 3 E
For the first node, we only need e 1 = 1 ≤ E e_1 = 1 \le E e 1 = 1 ≤ E , whence E + ≤ 2 E E^+ \le2E E + ≤ 2 E . This latter contribution can occur at most once.
If r = 0 r = 0 r = 0 , we obtain E ≤ 2 v − 1 E \le2^{v-1} E ≤ 2 v − 1 . If r ≥ 1 r \ge1 r ≥ 1 and the derivative at the first node has been queried, then
E ≤ 2 v − 1 2 ( 3 2 ) r − 1 = 2 v − r + 1 3 r − 1 . E \le2^{v-1} 2 \left(\frac{3}{2}\right)^{r-1} = 2^{v-r+1}3^{r-1}. E ≤ 2 v − 1 2 ( 2 3 ) r − 1 = 2 v − r + 1 3 r − 1 .
If that derivative has not been queried, all r r r derivative contributions multiply by a factor no greater than 3 / 2 3/2 3/2 , and
E ≤ 2 v − 1 ( 3 2 ) r = 3 4 2 v − r + 1 3 r − 1 ≤ 2 v − r + 1 3 r − 1 . E \le2^{v-1}\left(\frac{3}{2}\right)^r = \frac{3}{4}2^{v-r+1}3^{r-1} \le2^{v-r+1}3^{r-1}. E ≤ 2 v − 1 ( 2 3 ) r = 4 3 2 v − r + 1 3 r − 1 ≤ 2 v − r + 1 3 r − 1 .
Repetitions do not change these estimates.
The bound 2 v − 1 2^{v-1} 2 v − 1 increases with v v v . Going from zero derivatives to one derivative multiplies the corresponding bound by 2, and each additional distinct derivative multiplies it by 3 / 2 3/2 3/2 . For a fixed number of derivatives, adding a function node multiplies the expression by 2. Therefore, the maximum permitted by v ≤ N F v \le N_F v ≤ N F and r ≤ min { v , N J } r \le\min\{v,N_J\} r ≤ min { v , N J } is precisely (5.3). This proves (5.4). □
Remark 5.4. The maximum of the integer process is attained by starting with one function node, querying its derivative when s ≥ 1 s \ge1 s ≥ 1 , then making s − 1 s - 1 s − 1 new pairs of value and derivative, and adding the remaining N F − s N_F - s N F − s values. Each subsequent pair multiplies by 3, and each remaining value by 2. This remark concerns only the integer process; it does not assert that a vector method attaining the barrier exists for every budget.
Polynomial tools for preserving responses
Norms on disks and normalized factors
For a real polynomial h h h and R > 0 R > 0 R > 0 , we write
∥ h ∥ R = max ∣ z ∣ ≤ R ∣ h ( z ) ∣ . \|h\|_R = \max_{|z|\le R}|h(z)|. ∥ h ∥ R = ∣ z ∣ ≤ R max ∣ h ( z ) ∣.
where its extension to the complex variable is used. If R ≥ 3 R \ge3 R ≥ 3 and u ∈ [ − 1 , 1 ] u \in[-1,1] u ∈ [ − 1 , 1 ] , Cauchy’s formula on the circle ∣ z − u ∣ = 1 |z-u|=1 ∣ z − u ∣ = 1 gives
∣ h ′ ( u ) ∣ ≤ ∥ h ∥ R . (15) |h'(u)| \le\|h\|_R. \tag*{(15)} ∣ h ′ ( u ) ∣ ≤ ∥ h ∥ R . (15)
For any compact disk contained in the interior, bounds for each derivative of fixed order are obtained in the same way.
For a real node u u u , we define the factor
L u ( z ) = z − u 1 + ∣ u ∣ . (16) L_u(z) = \frac{z-u}{1+|u|}. \tag*{(16)} L u ( z ) = 1 + ∣ u ∣ z − u . (16)
It has real coefficients and vanishes exactly at u u u . If R ≥ 1 R \ge1 R ≥ 1 , then
∥ L u ∥ R ≤ R + 1 , ∣ L u ( b ) ∣ ≤ 1 if ∣ b ∣ ≤ 1 2 . (17) \|L_u\|_R \le R+1,\qquad|L_u(b)|\le1\quad\text{if }|b|\le\frac{1}{2}. \tag*{(17)} ∥ L u ∥ R ≤ R + 1 , ∣ L u ( b ) ∣ ≤ 1 if ∣ b ∣ ≤ 2 1 . (17)
Indeed,
∣ L u ( z ) ∣ ≤ ∣ z ∣ + ∣ u ∣ 1 + ∣ u ∣ ≤ R + 1 , ∣ L u ( b ) ∣ ≤ 1 / 2 + ∣ u ∣ 1 + ∣ u ∣ ≤ 1. |L_u(z)| \le\frac{|z|+|u|}{1+|u|}\le R+1,\qquad|L_u(b)|\le\frac{1/2+|u|}{1+|u|}\le1. ∣ L u ( z ) ∣ ≤ 1 + ∣ u ∣ ∣ z ∣ + ∣ u ∣ ≤ R + 1 , ∣ L u ( b ) ∣ ≤ 1 + ∣ u ∣ 1/2 + ∣ u ∣ ≤ 1.
These bounds are uniform with respect to u u u , even when the nodes move arbitrarily far away.
Let P P P be a fixed polynomial and let I ⊂ ( − 1 / 2 , 1 / 2 ) I \subset(-1/2,1/2) I ⊂ ( − 1/2 , 1/2 ) be a compact interval on which P P P does not vanish. Consider
H ( z ) = P ( z ) ∏ i = 1 ν L u i ( z ) μ i , μ i ∈ { 1 , 2 } , ∑ i μ i ≤ d . (18) H(z)=P(z)\prod_{i=1}^{\nu}L_{u_i}(z)^{\mu_i},\qquad\mu_i\in\{1,2\},\qquad\sum_i\mu_i\le d. \tag*{(18)} H ( z ) = P ( z ) i = 1 ∏ ν L u i ( z ) μ i , μ i ∈ { 1 , 2 } , i ∑ μ i ≤ d . (18)
We define
p − : = min I ∣ P ∣ > 0 , K 0 : = max { 1 , max I ∣ P ∣ } , K R : = max { 1 , ∥ P ∥ R ( R + 1 ) d } . p_-:=\min_I|P|>0,\qquad K_0:=\max\{1,\max_I|P|\},\qquad K_R:=\max\{1,\|P\|_R(R+1)^d\}. p − := I min ∣ P ∣ > 0 , K 0 := max { 1 , I max ∣ P ∣ } , K R := max { 1 , ∥ P ∥ R ( R + 1 ) d } .
Then
∥ H ∥ R ≤ K R , ∣ H ( b ) ∣ ≤ K 0 ( b ∈ I ) . (19) \|H\|_R\le K_R,\qquad|H(b)|\le K_0\quad(b\in I). \tag*{(19)} ∥ H ∥ R ≤ K R , ∣ H ( b ) ∣ ≤ K 0 ( b ∈ I ) . (19)
Moreover, for each node present and every b ∈ I b\in I b ∈ I ,
∣ H ( b ) ∣ ≤ K 0 ∣ b − u i ∣ . (20) |H(b)|\le K_0|b-u_i|. \tag*{(20)} ∣ H ( b ) ∣ ≤ K 0 ∣ b − u i ∣. (20)
To verify the last inequality, we extract one copy of the factor L u i L_{u_i} L u i in (6.4). The remaining factors have absolute value at most one, and 1 / ( 1 + ∣ u i ∣ ) ≤ 1 1/(1+|u_i|)\le1 1/ ( 1 + ∣ u i ∣ ) ≤ 1 .
Lemma 6.1 (Preservation by simple and double factors). Suppose that a scalar record is paired. If each node at which only the function value is known has multiplicity 1, and each node at which the derivative is also known has multiplicity 2, the polynomial H H H in (6.4) satisfies
H ( u ) = 0 at every function query , H ′ ( v ) = 0 at every derivative query . H(u)=0\quad\text{at every function query},\qquad H'(v)=0\quad\text{at every derivative query}. H ( u ) = 0 at every function query , H ′ ( v ) = 0 at every derivative query . Therefore, adding a multiple of H H H preserves the record exactly.
Proof. A simple factor imposes the first vanishing condition. At each derivative node there is a double factor, so both the product and its derivative vanish there. An additional factor P P P does not change these properties. We apply Lemma 2.6 in dimension one.
Roots in a fixed interval
Lemma 6.2 (Uniform neighborhood of a polynomial). Let f , P ∈ R [ z ] f,P\in\mathbb{R}[z] f , P ∈ R [ z ] , a ∈ ( − 1 / 2 , 1 / 2 ) a\in(-1/2,1/2) a ∈ ( − 1/2 , 1/2 ) , f ( a ) = 0 f(a)=0 f ( a ) = 0 , f ′ ( a ) > 0 f'(a)>0 f ′ ( a ) > 0 , and P ( a ) ≠ 0 P(a)\ne0 P ( a ) = 0 . Fix R ≥ 3 R\ge3 R ≥ 3 and ε > 0 \varepsilon>0 ε > 0 . There exist r , δ , m , M > 0 r,\delta,m,M>0 r , δ , m , M > 0 such that I = [ a − r , a + r ] ⊂ ( − 1 / 2 , 1 / 2 ) I=[a-r,a+r]\subset(-1/2,1/2) I = [ a − r , a + r ] ⊂ ( − 1/2 , 1/2 ) , P P P does not vanish on I I I , δ ≤ ε \delta\le\varepsilon δ ≤ ε , and every real polynomial g g g with ∥ g − f ∥ R < δ \|g-f\|_R<\delta ∥ g − f ∥ R < δ has a unique root b ∈ I b\in I b ∈ I , lying in its interior, and satisfies
0 < m ≤ g ′ ( u ) ≤ M ( u ∈ I ) . (21) 0<m\le g'(u)\le M\qquad(u\in I). \tag*{(21)} 0 < m ≤ g ′ ( u ) ≤ M ( u ∈ I ) . (21)
Proof. By continuity, choose r > 0 r>0 r > 0 so that I ⊂ ( − 1 / 2 , 1 / 2 ) I\subset(-1/2,1/2) I ⊂ ( − 1/2 , 1/2 ) , f ′ > 0 f'>0 f ′ > 0 , and P ≠ 0 P\ne0 P = 0 on I I I . Let
m = 1 2 min I f ′ > 0 , M = max I f ′ + 1. m=\frac{1}{2}\min_I f'>0,\qquad M=\max_I f'+1. m = 2 1 I min f ′ > 0 , M = I max f ′ + 1.
Choose
0 < δ < min { ε , 1 , m , m r } . 0<\delta<\min\{\varepsilon,1,m,mr\}. 0 < δ < min { ε , 1 , m , m r } .
By (6.1), ∣ g ′ − f ′ ∣ ≤ ∥ g − f ∥ R < δ |g'-f'|\le\|g-f\|_R<\delta ∣ g ′ − f ′ ∣ ≤ ∥ g − f ∥ R < δ on I I I , from which (6.7) follows. Moreover, since f ( a ) = 0 f(a)=0 f ( a ) = 0 and f ′ ≥ 2 m f'\ge2m f ′ ≥ 2 m ,
f ( a + r ) ≥ 2 m r , f ( a − r ) ≤ − 2 m r . f(a+r)\ge2mr,\qquad f(a-r)\le-2mr. f ( a + r ) ≥ 2 m r , f ( a − r ) ≤ − 2 m r .
The bound ∣ g − f ∣ < δ < m r |g-f|<\delta<mr ∣ g − f ∣ < δ < m r preserves the signs at the endpoints. The intermediate value theorem provides an interior root. The inequality g ′ ≥ m g'\ge m g ′ ≥ m proves its uniqueness and simplicity.
Lemma 6.3 (Choice between two roots). Suppose that g g g and g ± η H g \pm\eta H g ± η H , with η > 0 \eta> 0 η > 0 , satisfy (6.7) on I I I and have roots b b b , b + b_{+} b + , b − b_{-} b − there, respectively. If H ( b ) ≠ 0 H(b) \ne0 H ( b ) = 0 , then b + b_{+} b + and b − b_{-} b − lie on opposite sides of b b b and
η ∣ H ( b ) ∣ M ≤ ∣ b ± − b ∣ ≤ η ∣ H ( b ) ∣ m . (22) \frac{\eta\lvert H(b)\rvert}{M} \le\lvert b_{\pm}-b\rvert\le\frac{\eta\lvert H(b)\rvert}{m}. \tag*{(22)} M η ∣ H ( b )∣ ≤ ∣ b ± − b ∣ ≤ m η ∣ H ( b )∣ . (22) For every y ∈ R y \in\mathbb{R} y ∈ R , at least one of the two roots satisfies
∣ b ± − y ∣ ≥ η ∣ H ( b ) ∣ M . (23) \lvert b_{\pm}-y\rvert\ge\frac{\eta\lvert H(b)\rvert}{M}. \tag*{(23)} ∣ b ± − y ∣ ≥ M η ∣ H ( b )∣ . (23)
Proof. We have ( g ± η H ) ( b ) = ± η H ( b ) (g \pm\eta H)(b) = \pm\eta H(b) ( g ± η H ) ( b ) = ± η H ( b ) . Applying the mean value theorem between b b b and b ± b_{\pm} b ± ,
b ± − b = ∓ η H ( b ) ( g ± η H ) ′ ( ξ ± ) b_{\pm}-b = \frac{\mp\eta H(b)}{(g \pm\eta H)'(\xi_{\pm})} b ± − b = ( g ± η H ) ′ ( ξ ± ) ∓ η H ( b )
for intermediate points ξ ± ∈ I \xi_{\pm} \in I ξ ± ∈ I . The denominators are positive and belong to [ m , M ] [m,M] [ m , M ] . This proves the bounds and opposite signs. Therefore,
∣ b + − b − ∣ = ∣ b + − b ∣ + ∣ b − − b ∣ ≥ 2 η ∣ H ( b ) ∣ M . \lvert b_{+}-b_{-}\rvert= \lvert b_{+}-b\rvert+ \lvert b_{-}-b\rvert\ge\frac{2\eta\lvert H(b)\rvert}{M}. ∣ b + − b − ∣ = ∣ b + − b ∣ + ∣ b − − b ∣ ≥ M 2 η ∣ H ( b )∣ .
The triangle inequality implies
max { ∣ b + − y ∣ , ∣ b − − y ∣ } ≥ 1 2 ∣ b + − b − ∣ , \max\{\lvert b_{+}-y\rvert,\lvert b_{-}-y\rvert\} \ge\frac{1}{2}\lvert b_{+}-b_{-}\rvert, max {∣ b + − y ∣ , ∣ b − − y ∣} ≥ 2 1 ∣ b + − b − ∣ ,
and we obtain (6.9).
An amplitude that controls the root without losing the exponent
Fix λ > 0 \lambda> 0 λ > 0 and 0 < t < 1 0 < t < 1 0 < t < 1 . For H ( b ) ≠ 0 H(b) \ne0 H ( b ) = 0 , define
η = λ min { 1 , t ∣ H ( b ) ∣ } . (24) \eta= \lambda\min\left\{1,\frac{t}{\lvert H(b)\rvert}\right\}. \tag*{(24)} η = λ min { 1 , ∣ H ( b )∣ t } . (24)
Then
η ∣ H ( b ) ∣ = λ min { ∣ H ( b ) ∣ , t } , 0 < η ≤ λ . (25) \eta\lvert H(b)\rvert= \lambda\min\{\lvert H(b)\rvert,t\}, \qquad0 < \eta\le\lambda. \tag*{(25)} η ∣ H ( b )∣ = λ min {∣ H ( b )∣ , t } , 0 < η ≤ λ . (25)
The constant λ \lambda λ will be chosen before t t t . The amplitude η \eta η may depend on the data already constructed, since it belongs to the perturbation used in the proof, not to the method’s rules.
Lemma 6.4 (Preservation of separations and a new node). Suppose that H H H has the form (6.4), that b ∈ I b \in I b ∈ I coincides with none of its nodes, and that η \eta η is chosen by (6.10). Also suppose that Lemma 6.3 applies and that λ K 0 / m ≤ 1 / 2 \lambda K_{0}/m \le1/2 λ K 0 / m ≤ 1/2 .
For either root b ± b_{\pm} b ± and each previous node,
∣ b ± − u i ∣ 1 + ∣ u i ∣ ≥ 1 2 ∣ b − u i ∣ 1 + ∣ u i ∣ . (26) \frac{\lvert b_{\pm}-u_i\rvert}{1+\lvert u_i\rvert} \ge\frac{1}{2}\frac{\lvert b-u_i\rvert}{1+\lvert u_i\rvert}. \tag*{(26)} 1 + ∣ u i ∣ ∣ b ± − u i ∣ ≥ 2 1 1 + ∣ u i ∣ ∣ b − u i ∣ . (26) For every new node y y y , one of the two roots satisfies
∣ b ± − y ∣ 1 + ∣ y ∣ ≥ κ min { ∣ H ( b ) ∣ , t } , κ = min { λ 3 M , 1 2 } . (27) \frac{\lvert b_{\pm}-y\rvert}{1+\lvert y\rvert} \ge\kappa\min\{\lvert H(b)\rvert,t\}, \qquad\kappa= \min\left\{\frac{\lambda}{3M},\frac{1}{2}\right\}. \tag*{(27)} 1 + ∣ y ∣ ∣ b ± − y ∣ ≥ κ min {∣ H ( b )∣ , t } , κ = min { 3 M λ , 2 1 } . (27) Moreover, ∣ b ± − b ∣ ≤ λ t / m \lvert b_{\pm}-b\rvert\le\lambda t/m ∣ b ± − b ∣ ≤ λ t / m .
Proof. By (22) , (20) , and η ≤ λ \eta\le\lambda η ≤ λ ,
∣ b ± − b ∣ ≤ λ K 0 m ∣ b − u i ∣ ≤ 1 2 ∣ b − u i ∣ . |b_{\pm}-b| \le\frac{\lambda K_0}{m}|b-u_i| \le\frac{1}{2}|b-u_i|. ∣ b ± − b ∣ ≤ m λ K 0 ∣ b − u i ∣ ≤ 2 1 ∣ b − u i ∣.
The reverse triangle inequality, followed by division by 1 + ∣ u i ∣ 1+|u_i| 1 + ∣ u i ∣ , proves (26) .
We choose the sign in (23) for y y y . If ∣ y ∣ ≤ 2 |y|\le2 ∣ y ∣ ≤ 2 , then 1 + ∣ y ∣ ≤ 3 1+|y|\le3 1 + ∣ y ∣ ≤ 3 and
∣ b ± − y ∣ 1 + ∣ y ∣ ≥ λ 3 M min { ∣ H ( b ) ∣ , t } . \frac{|b_{\pm}-y|}{1+|y|}\ge\frac{\lambda}{3M}\min\{|H(b)|,t\}. 1 + ∣ y ∣ ∣ b ± − y ∣ ≥ 3 M λ min { ∣ H ( b ) ∣ , t } .
If ∣ y ∣ > 2 |y|>2 ∣ y ∣ > 2 , since ∣ b ± ∣ < 1 / 2 |b_{\pm}|<1/2 ∣ b ± ∣ < 1/2 ,
∣ b ± − y ∣ 1 + ∣ y ∣ ≥ ∣ y ∣ − 1 / 2 1 + ∣ y ∣ > 1 2 . \frac{|b_{\pm}-y|}{1+|y|}\ge\frac{|y|-1/2}{1+|y|}>\frac{1}{2}. 1 + ∣ y ∣ ∣ b ± − y ∣ ≥ 1 + ∣ y ∣ ∣ y ∣ − 1/2 > 2 1 .
The right-hand side is at least 1 2 min { ∣ H ( b ) ∣ , t } \frac{1}{2}\min\{|H(b)|,t\} 2 1 min { ∣ H ( b ) ∣ , t } because t < 1 t<1 t < 1 . This proves (27) . The last assertion follows from (25) and the upper bound in (22) .
Lemma 6.5 (Lower bound for the product). Let 0 < c ≤ 1 0<c\le1 0 < c ≤ 1 and 0 < t < 1 0<t<1 0 < t < 1 . If
∣ b − u i ∣ 1 + ∣ u i ∣ ≥ c t e i for all nodes present , \frac{|b-u_i|}{1+|u_i|}\ge ct^{e_i}\qquad\text{for all nodes present}, 1 + ∣ u i ∣ ∣ b − u i ∣ ≥ c t e i for all nodes present , and E = ∑ i μ i e i E=\sum_i\mu_i e_i E = ∑ i μ i e i , then
∣ H ( b ) ∣ ≥ p − c d t E , min { ∣ H ( b ) ∣ , t } ≥ min { p − c d , 1 } t max { 1 , E } . (28) |H(b)|\ge p^{-c^d t^E},\qquad\min\{|H(b)|,t\}\ge\min\{p^{-c^d},1\}t^{\max\{1,E\}}. \tag*{(28)} ∣ H ( b ) ∣ ≥ p − c d t E , min { ∣ H ( b ) ∣ , t } ≥ min { p − c d , 1 } t m a x { 1 , E } . (28) The assertion includes the empty list, for which E = 0 E=0 E = 0 .
Proof. By the product and ∑ i μ i ≤ d \sum_i\mu_i\le d ∑ i μ i ≤ d ,
∣ H ( b ) ∣ = ∣ P ( b ) ∣ ∏ i ( ∣ b − u i ∣ 1 + ∣ u i ∣ ) μ i ≥ p − c ∑ i μ i t E ≥ p − c d t E . |H(b)|=|P(b)|\prod_i\left(\frac{|b-u_i|}{1+|u_i|}\right)^{\mu_i}\ge p^{-c\sum_i\mu_i t^E}\ge p^{-c^d t^E}. ∣ H ( b ) ∣ = ∣ P ( b ) ∣ i ∏ ( 1 + ∣ u i ∣ ∣ b − u i ∣ ) μ i ≥ p − c ∑ i μ i t E ≥ p − c d t E . If E ≥ 1 E\ge1 E ≥ 1 , both p − c d t E p^{-c^d t^E} p − c d t E and t t t are at least min { p − c d , 1 } t E \min\{p^{-c^d},1\}t^E min { p − c d , 1 } t E . If E = 0 E=0 E = 0 , both p − c d p^{-c^d} p − c d and t t t are at least min { p − c d , 1 } t \min\{p^{-c^d},1\}t min { p − c d , 1 } t . This proves the second inequality. With an empty list, the product equals one and the first inequality still holds.
Finite stage for arbitrary paired queries
Proposition 7.1 (Constants fixed before the scale). Let T T T be a total paired scalar method that queries only f f f and f ′ f' f ′ , with budgets N F ≥ 1 N_F\ge1 N F ≥ 1 and N J ≥ 0 N_J\ge0 N J ≥ 0 . Put d = N F + N J d=N_F+N_J d = N F + N J and B = B ( N F , N J ) B=B(N_F,N_J) B = B ( N F , N J ) . Let f , P ∈ R [ z ] f,P\in\mathbb{R}[z] f , P ∈ R [ z ] and a ∈ ( − 1 / 2 , 1 / 2 ) a\in(-1/2,1/2) a ∈ ( − 1/2 , 1/2 ) satisfy
f ( a ) = 0 , f ′ ( a ) > 0 , P ( a ) ≠ 0. f(a)=0,\qquad f'(a)>0,\qquad P(a)\ne0. f ( a ) = 0 , f ′ ( a ) > 0 , P ( a ) = 0. For each R ≥ 3 R\ge3 R ≥ 3 and ε > 0 \varepsilon>0 ε > 0 , there exist c , τ > 0 c,\tau>0 c , τ > 0 , fixed before t t t , such that for every 0 < t < τ 0<t<\tau 0 < t < τ , with x = a + t x=a+t x = a + t , we can construct a real polynomial g g g and a simple root b b b satisfying
∥ g − f ∥ R < ε , P ∣ ( g − f ) , deg ( g − f ) ≤ deg P + d , (29) \|g-f\|_R<\varepsilon,\qquad P\mid(g-f),\qquad\deg(g-f)\le\deg P+d, \tag*{(29)} ∥ g − f ∥ R < ε , P ∣ ( g − f ) , deg ( g − f ) ≤ deg P + d , (29) ∣ b − a ∣ < t / 8 , ∣ T g ( x ) − b ∣ ≥ c t B . (30) |b-a|<t/8,\qquad|T_g(x)-b|\ge ct^B. \tag*{(30)} ∣ b − a ∣ < t /8 , ∣ T g ( x ) − b ∣ ≥ c t B . (30) Moreover, P ( b ) ≠ 0 P(b)\ne0 P ( b ) = 0 and b b b is distinct from every node queried in that execution. The constants can be chosen in terms of f f f , P P P , a a a , R R R , ε \varepsilon ε , N F N_F N F , N J N_J N J , without depending on the nodes that the method will query.
Proof. We apply Lemma 6.2 and fix I , r , δ , m , M I,r,\delta,m,M I , r , δ , m , M . We also fix p − , K 0 , K R p_{-},K_{0},K_{R} p − , K 0 , K R as in § 6 , with the integer d d d . Choose
0 < λ ≤ min { 1 , m 8 K 0 , m 32 ( d + 1 ) , δ 4 ( d + 1 ) K R } , 0 < τ < min { 1 / 4 , r / 2 } . (31) 0<\lambda\le\min\left\{1,\frac{m}{8K_{0}},\frac{m}{32(d+1)},\frac{\delta}{4(d+1)K_{R}}\right\},\qquad0<\tau<\min\{1/4,r/2\}. \tag*{(31)} 0 < λ ≤ min { 1 , 8 K 0 m , 32 ( d + 1 ) m , 4 ( d + 1 ) K R δ } , 0 < τ < min { 1/4 , r /2 } . (31)
These choices precede t t t and every query.
Define κ = min { λ / ( 3 M ) , 1 / 2 } \kappa=\min\{\lambda/(3M),1/2\} κ = min { λ / ( 3 M ) , 1/2 } , c 0 = 1 c_{0}=1 c 0 = 1 , and, for 0 ≤ j ≤ d 0\le j\le d 0 ≤ j ≤ d ,
c j + 1 = min { c j 2 , κ min { p − c j d , 1 } } . (32) c_{j+1}=\min\left\{\frac{c_{j}}{2},\kappa\min\{p_{-}c_{j}^{d},1\}\right\}. \tag*{(32)} c j + 1 = min { 2 c j , κ min { p − c j d , 1 } } . (32)
All these numbers are positive, no greater than one, and nonincreasing. Let c ∗ = c d + 1 c_{*}=c_{d+1} c ∗ = c d + 1 and put
c = min { 1 8 , λ M min { p − c ∗ d , 1 } } > 0. (33) c=\min\left\{\frac{1}{8},\frac{\lambda}{M}\min\{p_{-}c_{*}^{d},1\}\right\}>0. \tag*{(33)} c = min { 8 1 , M λ min { p − c ∗ d , 1 } } > 0. (33)
Now fix 0 < t < τ 0<t<\tau 0 < t < τ and x = a + t x=a+t x = a + t . Initially, we use the polynomial f f f and its root a a a , with no responses acquired. We shall construct an execution of T T T and, simultaneously, a current polynomial g 0 g_{0} g 0 , a current root b 0 b_{0} b 0 , and the list of distinct function nodes. We use subscripts only where necessary; at a given step we write simply g , b g,b g , b .
During the construction, we maintain the following properties. The current polynomial preserves all responses already provided. Its root belongs to I I I , coincides with no function node in the list, and does not vanish under P P P . After j j j polynomial modifications, each node in the list satisfies
∣ b − u i ∣ 1 + ∣ u i ∣ ≥ c j t ϵ i . (34) \frac{|b-u_{i}|}{1+|u_{i}|}\ge c_{j}t^{\epsilon_{i}}. \tag*{(34)} 1 + ∣ u i ∣ ∣ b − u i ∣ ≥ c j t ϵ i . (34)
The multiplicities and integers are updated by (5.1) and (5.2).
Let us first see that all the perturbations we shall use are admissible in the neighborhood of Lemma 6.2. Each modification will have the form g ↦ g ± η H g\mapsto g\pm\eta H g ↦ g ± η H , where H H H is (6.4) for the current record and η \eta η is (6.10). Then
∥ η H ∥ R ≤ λ K R ≤ δ 4 ( d + 1 ) . \lVert\eta H\rVert_{R}\le\lambda K_{R}\le\frac{\delta}{4(d+1)}. ∥ η H ∥ R ≤ λ K R ≤ 4 ( d + 1 ) δ .
We shall make at most one modification per new function node and one final modification; thus no more than N F + 1 ≤ d + 1 N_{F}+1\le d+1 N F + 1 ≤ d + 1 . All intermediate polynomials and both candidates at each choice remain at distance at most δ / 4 < δ \delta/4<\delta δ /4 < δ from f f f . Consequently, they have a unique simple root in I I I and satisfy the same derivative bounds m , M m,M m , M .
Moreover, each root displacement is at most λ t / m \lambda t/m λ t / m , by Lemma 6.4. The sum of all displacements is at most
( d + 1 ) λ t m ≤ t 32 < t 8 . (35) (d+1)\frac{\lambda t}{m}\le\frac{t}{32}<\frac{t}{8}. \tag*{(35)} ( d + 1 ) m λ t ≤ 32 t < 8 t . (35)
The existence of the candidates was established earlier from the norm bound, not from this estimate; there is no circular dependence.
Consider a method decision from the current history. If it asks for a function query at a node already in the list, we respond with the value of g g g at that node. The value agrees with the previous response, and we change neither the polynomial nor the integers.
Suppose it asks for a function query at a new node y y y . The node is determined by the history already fixed. We form H H H by (6.4). Since P ( b ) ≠ 0 P(b)\ne0 P ( b ) = 0 and b b b is none of the previous nodes, we have H ( b ) ≠ 0 H(b)\ne0 H ( b ) = 0 . We choose η \eta η by (6.10) and consider the two candidates g ± η H g\pm\eta H g ± η H .
Both candidates preserve the history exactly, by Lemma 6.1. Therefore, the method requests the same node y y y on both. We choose the sign from Lemma 6.4, replace the current polynomial and root with that candidate and its root, and only then respond to the new function query.
For previous nodes, (26) preserves at least half the separation. For the new node, Lemmas 6.4 and 6.5 give
∣ b n e w − y ∣ 1 + ∣ y ∣ ≥ κ min { p − c j d , 1 } t max { 1 , E } . \frac{\lvert b_{\mathrm{new}}-y\rvert}{1+\lvert y\rvert}\ge\kappa\min\{p-c_j^d,1\}t^{\max\{1,E\}}. 1 + ∣ y ∣ ∣ b new − y ∣ ≥ κ min { p − c j d , 1 } t m a x { 1 , E } .
We assign e n e w = max { 1 , E } e_{\mathrm{new}}=\max\{1,E\} e new = max { 1 , E } and multiplicity 1. By (32) , (34) holds with j + 1 j+1 j + 1 for all nodes. The new root is distinct from y y y and remains distinct from previous nodes. Moreover, P P P does not vanish on I I I .
Now suppose that the next query is a derivative query. By pairing, its node u i u_i u i belongs to the function-node list. We respond with g ′ ( u i ) g'(u_i) g ′ ( u i ) without modifying the polynomial or root. If the derivative has not been queried before, we change multiplicity 1 to 2 and add e i e_i e i to E E E . If it is a repetition, we leave the list unchanged. From then on, the double factor will also preserve the derivative response in all subsequent modifications. The separation estimate does not change.
The budget and totality ensure that this procedure reaches an output q ∈ R q\in\mathbb{R} q ∈ R after at most d d d queries. Each history is a true history of the current polynomial, because all its previous responses were preserved exactly. Thus the method’s arbitrary decisions present no additional difficulty.
We now form H H H for the complete record and make one final modification. The two polynomials g ± η H g\pm\eta H g ± η H produce the same record and the same output q q q . By Lemma 6.3, we choose a sign for which the new root, denoted by b b b , satisfies
∣ q − b ∣ ≥ λ M min { ∣ H ( b p r e v i o u s ) ∣ , t } . \lvert q-b\rvert\ge\frac{\lambda}{M}\min\{\lvert H(b_{\mathrm{previous}})\rvert,t\}. ∣ q − b ∣ ≥ M λ min {∣ H ( b previous )∣ , t } .
Before this modification, all nodes have separation at least c ∗ t e i c_\ast t^{e_i} c ∗ t e i , since the number of modifications does not exceed d + 1 d+1 d + 1 and the c j c_j c j are nonincreasing. Lemma 6.5 implies
∣ q − b ∣ ≥ λ M min { p − c ∗ d , 1 } t max { 1 , E } . \lvert q-b\rvert\ge\frac{\lambda}{M}\min\{p-c_\ast^d,1\}t^{\max\{1,E\}}. ∣ q − b ∣ ≥ M λ min { p − c ∗ d , 1 } t m a x { 1 , E } .
By Lemma 5.3, max { 1 , E } ≤ B \max\{1,E\}\le B max { 1 , E } ≤ B . Since 0 < t < 1 0<t<1 0 < t < 1 , we conclude that ∣ q − b ∣ ≥ c t B \lvert q-b\rvert\ge ct^B ∣ q − b ∣ ≥ c t B .
The final polynomial preserves the output q = T g ( x ) q=T_g(x) q = T g ( x ) . All its corrections are multiples of P P P and have degree at most deg P + d \deg P+d deg P + d , since the sum of the current multiplicities does not exceed the number of queries made. Its total norm is less than δ ≤ ϵ \delta\le\epsilon δ ≤ ϵ . Estimate (35) proves the control of the root. Finally, (26) preserves the separation of all nodes through the last modification, and P ( b ) ≠ 0 P(b)\ne0 P ( b ) = 0 because b ∈ I b\in I b ∈ I . This proves all the assertions.
Remark 7.2 (Absence of regularity of the nodes). The record, its coincidences, and its decisions may vary discontinuously as t t t varies. The proposition applies separately at each scale, with the same constants c , τ c,\tau c , τ . The integers e i e_i e i are not valuations of functions of t t t : they express only lower bounds maintained during an execution. This is why a stable rational branch is not needed.
Remark 7.3 (Order of the choices). The effective amplitude η \eta η may vary with t t t and with the constructed product, but it always satisfies 0 < η ≤ λ 0<\eta\le\lambda 0 < η ≤ λ . Identity (25) and the second inequality in (28) explicitly show that this reduction in amplitude does not lose the required exponent. The constants λ \lambda λ , c j c_j c j , c c c , and τ \tau τ were chosen before fixing t t t .
A single entire function for the refinement
Proposition 7.1 provides a polynomial for each scale. This does not yet rule out a local estimate whose constants depend on the polynomial. We shall now construct a single limit that preserves the outputs of all stages. We use the strategy of exact preservation and successive approximations from [1 ] , with the paired stage just proved.
Successive choice of data
Theorem 8.1 (Paired scalar barrier with a fixed witness). Let T T T be a total, deterministic, causal, memoryless scalar method that queries only values and first derivatives, always paired. Suppose its counters do not exceed N F ≥ 1 N_F \ge1 N F ≥ 1 and N J ≥ 0 N_J \ge0 N J ≥ 0 . Let B = B ( N F , N J ) B = B(N_F,N_J) B = B ( N F , N J ) .
There exist f ∈ E ∗ f \in\mathcal{E}_* f ∈ E ∗ , its root a a a , and a sequence x m > a x_m > a x m > a , x m → a x_m \to a x m → a , such that
∣ T f ( x m ) − a ∣ ( x m − a ) p ⟶ + ∞ for each p > B . (36) \frac{\lvert T_f(x_m)-a\rvert}{(x_m-a)^p} \longrightarrow+\infty\qquad\text{for each } p>B. \tag*{(36)} ( x m − a ) p ∣ T f ( x m ) − a ∣ ⟶ + ∞ for each p > B . (36) The function, root, and sequence do not depend on the final exponent.
Proof. We begin with
f 0 ( z ) = z , a 0 = 0 , S 0 = ∅ . f_0(z)=z,\qquad a_0=0,\qquad S_0=\varnothing. f 0 ( z ) = z , a 0 = 0 , S 0 = ∅ .
The set S m S_m S m will collect all nodes queried in the first m m m stages. We adopt dist ( a , ∅ ) = + ∞ \operatorname{dist}(a,\varnothing)=+\infty dist ( a , ∅ ) = + ∞ .
Suppose f 0 , … , f m − 1 f_0,\ldots,f_{m-1} f 0 , … , f m − 1 , their roots a i a_i a i , the sets S i S_i S i , and positive numbers h 1 , … , h m − 1 h_1,\ldots,h_{m-1} h 1 , … , h m − 1 have been constructed. Define
R m = m + 3 , ε m = 2 − m − 10 min { 1 , h 1 , … , h m − 1 } , (37) R_m=m+3,\qquad\varepsilon_m=2^{-m-10}\min\{1,h_1,\ldots,h_{m-1}\}, \tag*{(37)} R m = m + 3 , ε m = 2 − m − 10 min { 1 , h 1 , … , h m − 1 } , (37)
where for m = 1 m=1 m = 1 the minimum equals one. Let
P m − 1 ( z ) = ∏ u ∈ S m − 1 ( z − u ) 2 . (38) P_{m-1}(z)=\prod_{u\in S_{m-1}}(z-u)^2. \tag*{(38)} P m − 1 ( z ) = u ∈ S m − 1 ∏ ( z − u ) 2 . (38)
We shall verify that P m − 1 ( a m − 1 ) ≠ 0 P_{m-1}(a_{m-1})\ne0 P m − 1 ( a m − 1 ) = 0 and f m − 1 ′ ( a m − 1 ) > 0 f'_{m-1}(a_{m-1})>0 f m − 1 ′ ( a m − 1 ) > 0 ; for m = 1 m=1 m = 1 both properties are immediate.
We apply Proposition 7.1 to f m − 1 f_{m-1} f m − 1 , P m − 1 P_{m-1} P m − 1 , a m − 1 a_{m-1} a m − 1 , R m R_m R m , ε m \varepsilon_m ε m . We obtain c m , τ m > 0 c_m,\tau_m>0 c m , τ m > 0 , with c m ≤ 1 / 8 c_m\le1/8 c m ≤ 1/8 , before choosing the new scale. Define
p m = B + 1 m . p_m=B+\frac{1}{m}. p m = B + m 1 .
Choose t m > 0 t_m>0 t m > 0 so that
t m < min { τ m , 2 − m , 1 4 , ( c m 2 p m + 1 m ) 1 / ( p m − B ) } . (39) t_m<\min\left\{\tau_m,2^{-m},\frac{1}{4},\left(\frac{c_m}{2^{p_m+1}m}\right)^{1/(p_m-B)}\right\}. \tag*{(39)} t m < min { τ m , 2 − m , 4 1 , ( 2 p m + 1 m c m ) 1/ ( p m − B ) } . (39)
The minimum is positive because p m − B = 1 / m > 0 p_m-B=1/m>0 p m − B = 1/ m > 0 . In particular,
c m t m B − p m > 2 p m + 1 m . (40) c_m t_m^{B-p_m}>2^{p_m+1}m. \tag*{(40)} c m t m B − p m > 2 p m + 1 m . (40)
Put x m = a m − 1 + t m x_m=a_{m-1}+t_m x m = a m − 1 + t m . The finite stage provides a polynomial f m f_m f m and a simple root a m a_m a m such that
∥ f m − f m − 1 ∥ R m < ε m , P m − 1 ∣ ( f m − f m − 1 ) , (41) \lVert f_m-f_{m-1}\rVert_{R_m}<\varepsilon_m,\qquad P_{m-1}\mid(f_m-f_{m-1}), \tag*{(41)} ∥ f m − f m − 1 ∥ R m < ε m , P m − 1 ∣ ( f m − f m − 1 ) , (41)
∣ a m − a m − 1 ∣ < t m / 8 , ∣ T f m ( x m ) − a m ∣ ≥ A m , A m = c m t m B > 0. (42) \lvert a_m-a_{m-1}\rvert<t_m/8,\qquad\lvert T_{f_m}(x_m)-a_m\rvert\ge A_m,\qquad A_m=c_m t_m^B>0. \tag*{(42)} ∣ a m − a m − 1 ∣ < t m /8 , ∣ T f m ( x m ) − a m ∣ ≥ A m , A m = c m t m B > 0. (42)
The root belongs neither to S m − 1 S_{m-1} S m − 1 nor to the nodes of the current execution. We add the latter to form S m S_m S m and define
h m = min { 1 , A m , t m , dist ( a m , S m ) } > 0. (43) h_m=\min\{1,A_m,t_m,\operatorname{dist}(a_m,S_m)\}>0. \tag*{(43)} h m = min { 1 , A m , t m , dist ( a m , S m )} > 0. (43)
Let us see that the induction can continue. Since R j ≥ 3 R_j\ge3 R j ≥ 3 and ε j ≤ 2 − j − 10 \varepsilon_j\le2^{-j-10} ε j ≤ 2 − j − 10 ,
∥ f m − z ∥ 3 ≤ ∑ j = 1 m ∥ f j − f j − 1 ∥ 3 < ∑ j = 1 m 2 − j − 10 < 2 − 10 . (44) \lVert f_m-z\rVert_3\le\sum_{j=1}^{m}\lVert f_j-f_{j-1}\rVert_3<\sum_{j=1}^{m}2^{-j-10}<2^{-10}. \tag*{(44)} ∥ f m − z ∥ 3 ≤ j = 1 ∑ m ∥ f j − f j − 1 ∥ 3 < j = 1 ∑ m 2 − j − 10 < 2 − 10 . (44)
By (15) ,
∣ f m ′ ( u ) − 1 ∣ < 2 − 10 ( − 1 ≤ u ≤ 1 ) . \lvert f_m'(u)-1\rvert< 2^{-10}\qquad(-1\le u\le1). ∣ f m ′ ( u ) − 1 ∣ < 2 − 10 ( − 1 ≤ u ≤ 1 ) .
Hence f m ′ > 1 / 2 f_m'>1/2 f m ′ > 1/2 on this interval. The finite stage places a m a_m a m in ( − 1 / 2 , 1 / 2 ) (-1/2,1/2) ( − 1/2 , 1/2 ) , and, using f m ( a m ) = 0 f_m(a_m)=0 f m ( a m ) = 0 ,
∣ a m ∣ = ∣ a m − f m ( a m ) ∣ ≤ ∥ f m − z ∥ 3 < 2 − 10 . \lvert a_m\rvert=\lvert a_m-f_m(a_m)\rvert\le\lVert f_m-z\rVert_3<2^{-10}. ∣ a m ∣ = ∣ a m − f m ( a m )∣ ≤ ∥ f m − z ∥ 3 < 2 − 10 .
Moreover, a m ∉ S m a_m\notin S_m a m ∈ / S m , so P m ( a m ) ≠ 0 P_m(a_m)\ne0 P m ( a m ) = 0 . All hypotheses required at the next stage are satisfied.
Convergence of the polynomials and their roots
Fix a disk ∣ z ∣ ≤ R \lvert z\rvert\le R ∣ z ∣ ≤ R . For ℓ > m \ell>m ℓ > m sufficiently large, so that R m + 1 ≥ R R_{m+1}\ge R R m + 1 ≥ R ,
∥ f ℓ − f m ∥ R ≤ ∑ j = m + 1 ℓ ε j ≤ ∑ j > m 2 − j − 10 ⟶ 0. \lVert f_\ell-f_m\rVert_R\le\sum_{j=m+1}^{\ell}\varepsilon_j\le\sum_{j>m}2^{-j-10}\longrightarrow0. ∥ f ℓ − f m ∥ R ≤ j = m + 1 ∑ ℓ ε j ≤ j > m ∑ 2 − j − 10 ⟶ 0.
By completeness of the space of continuous functions on each disk, there is a uniform limit there. The limits are compatible when restricted to smaller disks and define a function f f f on C \mathbb{C} C .
To verify that f f f is entire, fix a circle contained in a larger disk. Cauchy’s formula for f m f_m f m passes to the limit by uniform convergence on the circle. The resulting integral is holomorphic in its interior and coincides with f f f . The same formula, with the differentiated kernel, shows that f m ( j ) → f ( j ) f_m^{(j)}\to f^{(j)} f m ( j ) → f ( j ) uniformly on compact sets for each fixed j j j . Since every f m f_m f m is real-valued on R \mathbb{R} R , so is f f f . Therefore f ∈ E R f\in\mathcal{E}_{\mathbb{R}} f ∈ E R .
From (44) , we deduce
∥ f − z ∥ 3 ≤ 2 − 10 , f ′ ( u ) ≥ 1 − 2 − 10 > 1 2 ( − 1 ≤ u ≤ 1 ) . \lVert f-z\rVert_3\le2^{-10},\qquad f'(u)\ge1-2^{-10}>\frac{1}{2}\qquad(-1\le u\le1). ∥ f − z ∥ 3 ≤ 2 − 10 , f ′ ( u ) ≥ 1 − 2 − 10 > 2 1 ( − 1 ≤ u ≤ 1 ) .
It remains to identify its root and control the distance to previous roots. By the mean value theorem applied to f j f_j f j between a j − 1 a_{j-1} a j − 1 and a j a_j a j ,
∣ a j − a j − 1 ∣ ≤ 2 ∣ f j ( a j − 1 ) ∣ = 2 ∣ ( f j − f j − 1 ) ( a j − 1 ) ∣ < 2 ε j . \lvert a_j-a_{j-1}\rvert\le2\lvert f_j(a_{j-1})\rvert=2\lvert(f_j-f_{j-1})(a_{j-1})\rvert<2\varepsilon_j. ∣ a j − a j − 1 ∣ ≤ 2 ∣ f j ( a j − 1 )∣ = 2 ∣( f j − f j − 1 ) ( a j − 1 )∣ < 2 ε j .
The roots form a Cauchy sequence. Let a a a be its limit. For each m ≥ 1 m\ge1 m ≥ 1 ,
∣ a − a m ∣ ≤ 2 ∑ j > m ε j ≤ 2 ∑ j > m 2 − j − 10 h m = 2 − m − 9 h m < h m 4 . (45) \lvert a-a_m\rvert\le2\sum_{j>m}\varepsilon_j\le2\sum_{j>m}2^{-j-10}h_m=2^{-m-9}h_m<\frac{h_m}{4}. \tag*{(45)} ∣ a − a m ∣ ≤ 2 j > m ∑ ε j ≤ 2 j > m ∑ 2 − j − 10 h m = 2 − m − 9 h m < 4 h m . (45)
The limit satisfies ∣ a ∣ ≤ 2 − 10 < 1 / 2 \lvert a\rvert\le2^{-10}<1/2 ∣ a ∣ ≤ 2 − 10 < 1/2 . Continuity of f f f and uniform convergence of f m f_m f m on [ − 1 , 1 ] [-1,1] [ − 1 , 1 ] imply f ( a ) = 0 f(a)=0 f ( a ) = 0 . Since f ′ > 1 / 2 f'>1/2 f ′ > 1/2 there, this root is simple and unique. Consequently, f ∈ E ∗ f\in\mathcal{E}_* f ∈ E ∗ .
Exact preservation of the records
Fix a stage m m m and a node u u u in its record. For every j > m j>m j > m , the factor P j − 1 P_{j-1} P j − 1 contains ( z − u ) 2 (z-u)^2 ( z − u ) 2 . By (41) ,
f j ( u ) = f j − 1 ( u ) , f j ′ ( u ) = f j − 1 ′ ( u ) . f_j(u)=f_{j-1}(u),\qquad f_j'(u)=f_{j-1}'(u). f j ( u ) = f j − 1 ( u ) , f j ′ ( u ) = f j − 1 ′ ( u ) .
Iterating and passing to the limit,
f ( u ) = f m ( u ) , f ′ ( u ) = f m ′ ( u ) . (46) f(u)=f_m(u),\qquad f'(u)=f_m'(u). \tag*{(46)} f ( u ) = f m ( u ) , f ′ ( u ) = f m ′ ( u ) . (46)
For the passage to the limit, it suffices to choose a disk containing that fixed node, even if the nodes of different stages do not remain in a bounded set.
Lemma 2.6, applied to the finite record at stage m m m , yields
T f ( x m ) = T f m ( x m ) . (47) T_f(x_m)=T_{f_m}(x_m). \tag*{(47)} T f ( x m ) = T f m ( x m ) . (47)
This equality follows from (46) , not from continuity of the rules. The limiting root also belongs to none of the S m S_m S m , since (45) and (43) give
dist ( a , S m ) ≥ dist ( a m , S m ) − ∣ a − a m ∣ > 0. \operatorname{dist}(a,S_m)\ge\operatorname{dist}(a_m,S_m)-\lvert a-a_m\rvert>0. dist ( a , S m ) ≥ dist ( a m , S m ) − ∣ a − a m ∣ > 0.
Error estimate and simultaneity of the exponents
By (42) , (45) , and (47) ,
∣ T f ( x m ) − a ∣ ≥ ∣ T f m ( x m ) − a m ∣ − ∣ a m − a ∣ > A m − A m 4 ≥ A m 2 . \lvert T_f(x_m)-a\rvert\ge\lvert T_{f_m}(x_m)-a_m\rvert-\lvert a_m-a\rvert>A_m-\frac{A_m}{4}\ge\frac{A_m}{2}. ∣ T f ( x m ) − a ∣ ≥ ∣ T f m ( x m ) − a m ∣ − ∣ a m − a ∣ > A m − 4 A m ≥ 2 A m .
Moreover,
x m − a = t m + ( a m − 1 − a m ) + ( a m − a ) . x_m-a=t_m+(a_{m-1}-a_m)+(a_m-a). x m − a = t m + ( a m − 1 − a m ) + ( a m − a ) .
The last two differences have absolute values smaller than t m / 8 t_m/8 t m /8 and t m / 4 t_m/4 t m /4 , respectively. Thus,
5 8 t m < x m − a < 11 8 t m < 2 t m . (48) \frac{5}{8}t_m<x_m-a<\frac{11}{8}t_m<2t_m. \tag*{(48)} 8 5 t m < x m − a < 8 11 t m < 2 t m . (48)
In particular, x m > a x_m>a x m > a and x m → a x_m\to a x m → a .
Applying (40) ,
∣ T f ( x m ) − a ∣ ( x m − a ) p m ≥ c m t m B 2 ( 2 t m ) p m = c m 2 p m + 1 t m B − p m > m . \frac{\lvert T_f(x_m)-a\rvert}{(x_m-a)^{p_m}}\ge\frac{c_m t_m^B}{2(2t_m)^{p_m}}=\frac{c_m}{2^{p_m+1}}t_m^{B-p_m}>m. ( x m − a ) p m ∣ T f ( x m ) − a ∣ ≥ 2 ( 2 t m ) p m c m t m B = 2 p m + 1 c m t m B − p m > m .
Now fix any p > B p>B p > B . For all sufficiently large m m m , we have p m ≤ p p_m\le p p m ≤ p and 0 < x m − a < 1 0<x_m-a<1 0 < x m − a < 1 . Therefore,
∣ T f ( x m ) − a ∣ ( x m − a ) p ≥ ∣ T f ( x m ) − a ∣ ( x m − a ) p m > m . \frac{\lvert T_f(x_m)-a\rvert}{(x_m-a)^p}\ge\frac{\lvert T_f(x_m)-a\rvert}{(x_m-a)^{p_m}}>m. ( x m − a ) p ∣ T f ( x m ) − a ∣ ≥ ( x m − a ) p m ∣ T f ( x m ) − a ∣ > m .
This proves (36) . All objects in the construction were chosen before fixing p p p . □
Remark 8.2 (Preserving more responses between stages). The factor (38) preserves both the value and the first derivative at every node from previous stages, even where only the value had been queried. This does not increase the method’s budget. It is an additional condition imposed on the perturbations between stages. Its degree may grow with m m m , and its effect is incorporated into c m c_m c m and τ m \tau_m τ m before choosing t m t_m t m . Within each stage, however, we use the precise multiplicities, since they determine the exponent B B B .
Vector refinement without rationality assumptions
Theorem 9.1 (Paired barrier for arbitrary rules). Let n ≥ 1 n\ge1 n ≥ 1 , N F ≥ 1 N_F\ge1 N F ≥ 1 , and N J ≥ 0 N_J\ge0 N J ≥ 0 . Let M \mathcal{M} M be a deterministic, causal, memoryless method with local budget ( N F , N J ) (N_F,N_J) ( N F , N J ) on H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) . Suppose that its records are paired in those neighborhoods.
Then there exist a fixed field G f G_f G f with f ∈ E ∗ f\in\mathcal{E}_* f ∈ E ∗ , a simple root α \alpha α , and a sequence X m → α X_m\to\alpha X m → α such that the original executions are valid for all sufficiently large m m m and
∥ M G f ( X m ) − α ∥ ∞ ∥ X m − α ∥ ∞ p ⟶ + ∞ for every p > B ( N F , N J ) . (49) \frac{\lVert\mathcal{M}_{G_f}(X_m)-\alpha\rVert_\infty}{\lVert X_m-\alpha\rVert_\infty^p}\longrightarrow+\infty
\qquad\text{for every }p>B(N_F,N_J). \tag*{(49)} ∥ X m − α ∥ ∞ p ∥ M G f ( X m ) − α ∥ ∞ ⟶ + ∞ for every p > B ( N F , N J ) . (49)
In particular, if M \mathcal{M} M has universal local order at least p > 1 p > 1 p > 1 on a class containing H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) , then
p ≤ B ( N F , N J ) . (50) p \le B(N_F,N_J). \tag*{(50)} p ≤ B ( N F , N J ) . (50)
The first node is not prescribed; a start with F ( x ) F(x) F ( x ) , D F ( x ) DF(x) D F ( x ) is not required, and no regularity is imposed on the rules.
Proof. By Lemma 5.2 , the original rules admit a truncated total extension with paired records. Theorem 3.2 produces a total scalar method with the same counters. Each query to f ′ f' f ′ has a preceding query to f f f at its node, because the simulation preserves pairing.
We apply Theorem 8.1 . We obtain f ∈ E ∗ f \in\mathcal{E}_* f ∈ E ∗ , a = a f a = a_f a = a f , and x m > a x_m > a x m > a , x m → a x_m \to a x m → a , satisfying scalar divergence for all exponents larger than B ( N F , N J ) B(N_F,N_J) B ( N F , N J ) . Put
α = ι ( a ) , X m = ι ( x m ) . \alpha= \iota(a), \qquad X_m = \iota(x_m). α = ι ( a ) , X m = ι ( x m ) .
For all sufficiently large m m m , the original execution on the diagonal problem is valid, respects the budgets, and is paired. By preservation of executions under extension and simulation,
( M G f ( X m ) ) 1 = T f ( x m ) . (\mathcal{M}_{G_f}(X_m))_1 = T_f(x_m). ( M G f ( X m ) ) 1 = T f ( x m ) .
If I 0 = ( − 1 , 1 ) I_0 = (-1,1) I 0 = ( − 1 , 1 ) , we compare the restricted field with its global extension exactly as in the proof of Theorem 4.2 : every node of the valid original execution is in the domain and the responses coincide there.
Finally,
∥ X m − α ∥ ∞ = x m − a , ∥ M G f ( X m ) − α ∥ ∞ ≥ ∣ T f ( x m ) − a ∣ . \lVert X_m-\alpha\rVert_\infty= x_m-a, \qquad\lVert\mathcal{M}_{G_f}(X_m)-\alpha\rVert_\infty\ge\lvert T_f(x_m)-a\rvert. ∥ X m − α ∥ ∞ = x m − a , ∥ M G f ( X m ) − α ∥ ∞ ≥ ∣ T f ( x m ) − a ∣ .
Scalar divergence implies (49) . If a universal order greater than B B B existed, the local estimate for that single field would bound the quotient, which is impossible.
Corollary 9.2 (Refinement of the Cordero–Torregrosa bound). Under the hypotheses of Theorem 9.1 , if 1 ≤ N J ≤ N F 1 \le N_J \le N_F 1 ≤ N J ≤ N F , then
p ≤ 2 N F − N J + 1 3 N J − 1 = 2 N F + N J − 1 ( 3 4 ) N J − 1 . (51) p \le2^{N_F-N_J+1}3^{N_J-1}=2^{N_F+N_J-1}\left(\frac{3}{4}\right)^{N_J-1}. \tag*{(51)} p ≤ 2 N F − N J + 1 3 N J − 1 = 2 N F + N J − 1 ( 4 3 ) N J − 1 . (51) The improvement is strict when N J > 1 N_J > 1 N J > 1 .
Proof. In this range, s = min { N F , N J } = N J s = \min\{N_F,N_J\} = N_J s = min { N F , N J } = N J . We substitute into (13) and factor. If N J > 1 N_J > 1 N J > 1 , then ( 3 / 4 ) N J − 1 < 1 (3/4)^{N_J-1} < 1 ( 3/4 ) N J − 1 < 1 .
Corollary 9.3 (Budgets with repeated derivatives). If N J ≥ N F ≥ 1 N_J \ge N_F \ge1 N J ≥ N F ≥ 1 and all derivatives are paired, then
p ≤ 2 3 N F − 1 . p \le2\,3^{N_F-1}. p ≤ 2 3 N F − 1 . Proof. There are at most N F N_F N F distinct function nodes. At each, the first derivative can add information only once. Thus s = N F s = N_F s = N F in (13) , and the expression is 2 3 N F − 1 2\,3^{N_F-1} 2 3 N F − 1 .
Remark 9.4 (Analytic classes and larger differentiable classes). Theorems 4.2 and 9.1 produce fields that extend to entire fields. Hence their obstructions are valid for the class of all real-analytic fields with a simple root. If the same method claims a common order on a C r C^r C r or C ∞ C^\infty C ∞ class containing these problems, it must also satisfy the corresponding bounds. There is no need to construct a nonanalytic counterexample.
Remark 9.5 (An error exponent need not be an integer). The definition of order admits any real p > 1 p > 1 p > 1 . The integers e i e_i e i and E E E enter only into the construction of a lower bound. The final contradiction uses t B − p → + ∞ t^{B-p} \to+\infty t B − p → + ∞ when p > B p > B p > B , and therefore does not require that p p p be an integer or that a Taylor expansion of the output map exist.
Independent consequences without Jacobian queries
Corollary 9.6 (Methods that query function values only). Let N F ≥ 1 N_F \ge1 N F ≥ 1 and let T T T be a deterministic, causal, memoryless scalar method that queries function values only and has local budget N F N_F N F on the problems in E ∗ \mathcal{E}_* E ∗ , globally or restricted to I 0 I_0 I 0 . Then there exists a fixed test function f ∈ E ∗ f \in\mathcal{E}_* f ∈ E ∗ , with simple root a a a , and a sequence x m > a x_m > a x m > a , x m → a x_m \to a x m → a , for which the original executions are eventually valid and
∣ T f ( x m ) − a ∣ ( x m − a ) p ⟶ + ∞ for every p > 2 N F − 1 . \frac{|T_f(x_m)-a|}{(x_m-a)^p} \longrightarrow+\infty\qquad\text{for every } p > 2^{N_F-1}. ( x m − a ) p ∣ T f ( x m ) − a ∣ ⟶ + ∞ for every p > 2 N F − 1 . In particular, no universal local order greater than 2 N F − 1 2^{N_F-1} 2 N F − 1 can be guaranteed.
Proof. Every record containing only values trivially satisfies the pairing condition. We take n = 1 n=1 n = 1 and N J = 0 N_J=0 N J = 0 in Theorem 9.1 . Since s = min { N F , 0 } = 0 s=\min\{N_F,0\}=0 s = min { N F , 0 } = 0 , formula (5.3) gives B ( N F , 0 ) = 2 N F − 1 B(N_F,0)=2^{N_F-1} B ( N F , 0 ) = 2 N F − 1 . The construction and local treatment of domains are those of that theorem. This deduction does not use Theorem 4.1 : it follows from the finite stage and the entire-function construction in § 7 and § 8 . □
Corollary 9.7 (Vector barrier without Jacobian queries). Let N F ≥ 1 N_F \ge1 N F ≥ 1 and let M \mathcal{M} M be a deterministic, causal, memoryless vector method with local budget ( N F , 0 ) (N_F,0) ( N F , 0 ) on H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) . Then there is a fixed analytic field that simultaneously rules out all local exponents greater than 2 N F − 1 2^{N_F-1} 2 N F − 1 . In particular, if the method guarantees universal local order p > 1 p>1 p > 1 on a class containing these problems, then
p ≤ 2 N F − 1 . p \le2^{N_F-1}. p ≤ 2 N F − 1 .
Proof. There are no Jacobian queries, so all records satisfy the pairing condition. We directly apply Theorem 9.1 with N J = 0 N_J=0 N J = 0 and use B ( N F , 0 ) = 2 N F − 1 B(N_F,0)=2^{N_F-1} B ( N F , 0 ) = 2 N F − 1 . The entire function and sequence come from the construction in § 8 ; Theorem 4.1 is not required. □
The case N J = 0 N_J=0 N J = 0 is not obtained by substituting zero into the expression containing 3 N J − 1 3^{N_J-1} 3 N J − 1 , but by using the first branch of (13) . On the other hand, when N J ≥ N F N_J \ge N_F N J ≥ N F and pairing holds, no additional Jacobian query can introduce a distinct function node: at each node, only the first derivative queried adds a new response. This is the meaning of the saturation in Corollary 9.3. It is not a statement about the cost of computing or factorizing matrices.
Pairing on the test fields
Definition 9.8 (Pairing in the first coordinate). We say that M \mathcal{M} M is locally paired in the first coordinate on H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) if, in the neighborhoods of well-definedness and budget, every Jacobian query ( 1 , Y ) (1,Y) ( 1 , Y ) is preceded by some function query ( 0 , Y ′ ) (0,Y') ( 0 , Y ′ ) with Y 1 ′ = Y 1 Y'_1=Y_1 Y 1 ′ = Y 1 .
Proposition 9.9 (Refinement under projected pairing). Let N F ≥ 1 N_F \ge1 N F ≥ 1 , N J ≥ 0 N_J \ge0 N J ≥ 0 , and M \mathcal{M} M be a method with local budget ( N F , N J ) (N_F,N_J) ( N F , N J ) on H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) . If Definition 9.8 holds, then the obstruction (9.1) and bound (9.2) of Theorem 9.1 remain valid.
Proof. We construct the truncated extension from Lemma 3.1. Before preserving a Jacobian query ( 1 , Y ) (1,Y) ( 1 , Y ) , we check that the record contains an earlier function query ( 0 , Y ′ ) (0,Y') ( 0 , Y ′ ) with Y 1 ′ = Y 1 Y'_1=Y_1 Y 1 ′ = Y 1 . If it does not, we return zero. The decisions so defined are maps of the available data and use no additional information about the field. The extension is total, respects both counters, and all its global executions are paired in the first coordinate.
Let us see that it preserves the original executions specified in the statement. At every prefix of such an execution, the original rule is defined, the next query respects the budget, and, if it is a Jacobian query, there is a preceding function value with the same first coordinate. Therefore, no substitution by the zero output is activated. Induction preserves all queries, their responses, and the output.
We now apply Theorem 3.2 to the extension. Each query of D G f ( Y ) DG_f(Y) D G f ( Y ) becomes a query of f ′ ( Y 1 ) f'(Y_1) f ′ ( Y 1 ) . The preceding query of G f ( Y ′ ) G_f(Y') G f ( Y ′ ) , with Y 1 ′ = Y 1 Y'_1=Y_1 Y 1 ′ = Y 1 , became a query of f ( Y 1 ) f(Y_1) f ( Y 1 ) . Thus the scalar method is paired in the usual sense and has the same counters. Theorem 8.1 provides f ∈ E ∗ f \in\mathcal{E}_* f ∈ E ∗ , a root a a a , and a sequence s m > a s_m>a s m > a , s m → a s_m\to a s m → a , that simultaneously rule out all exponents greater than B ( N F , N J ) B(N_F,N_J) B ( N F , N J ) .
If I 0 = ( − 1 , 1 ) I_0=(-1,1) I 0 = ( − 1 , 1 ) , we compare the global extension with the restricted field: all nodes of a valid original execution belong to the cylinder, and the responses coincide there.
For this fixed problem, the points ι ( s m ) \iota(s_m) ι ( s m ) eventually belong to the neighborhood in the hypothesis. At these points, the original outputs coincide with those of the extension, whose first component is T f ( s m ) T_f(s_m) T f ( s m ) . Since
∥ ι ( s m ) − ι ( a ) ∥ ∞ = s m − a , ∥ M G f ( ι ( s m ) ) − ι ( a ) ∥ ∞ ≥ ∣ T f ( s m ) − a ∣ \lVert\iota(s_m)-\iota(a)\rVert_\infty=s_m-a,\qquad
\lVert\mathcal{M}_{G_f}(\iota(s_m))-\iota(a)\rVert_\infty\geq\lvert T_f(s_m)-a\rvert ∥ ι ( s m ) − ι ( a ) ∥ ∞ = s m − a , ∥ M G f ( ι ( s m )) − ι ( a ) ∥ ∞ ≥ ∣ T f ( s m ) − a ∣
we obtain (9.1). A universal estimate with a higher exponent contradicts this divergence, proving (9.2).
Remark 9.10 (Difference between the two pairing conditions). Equality of complete vector nodes implies equality of their first coordinates, but the converse is false. For example, for n ≥ 2 n\geq2 n ≥ 2 , the nodes Y Y Y and Y + e 2 Y+e_2 Y + e 2 have the same first coordinate and are distinct. On G f G_f G f , a query of G f ( Y ) G_f(Y) G f ( Y ) followed by D G f ( Y + e 2 ) DG_f(Y+e_2) D G f ( Y + e 2 ) provides f ( Y 1 ) f(Y_1) f ( Y 1 ) and f ′ ( Y 1 ) f'(Y_1) f ′ ( Y 1 ) , although there is no pairing at the same vector point.
The proposition concerns the projection and the diagonal family fixed for the proof. It does not assert that F ( Y ) F(Y) F ( Y ) determines F ( Y ′ ) F(Y') F ( Y ′ ) for an arbitrary field, or that any pair of different nodes produces pairing. We retain the complete-node condition in Theorem 9.1; the projected condition is a distinct and explicit extension.
Effective budget and reuse of responses
The diagonal reduction also makes it possible to retain the distinction between requests made and information actually needed. This question is different from improving the barrier by pairing.
Proposition 10.1 (Simulation with exact reuse). Consider a vector method already truncated to a finite number d d d of queries. In its diagonal simulation, we can store each scalar response under the key ( τ , Y 1 ) (\tau,Y_1) ( τ , Y 1 ) . If a key reappears, the vector response is reconstructed without a new scalar query. The output remains unchanged and the number of scalar queries is exactly the number of distinct keys in the diagonal record.
Proof. When a key appears for the first time, we request f ( τ ) ( Y 1 ) f^{(\tau)}(Y_1) f ( τ ) ( Y 1 ) and store the response. If it appears again, the field value for that scalar query is the same, so we use the stored response. For a function query, the other components of the vector response are reconstructed using the coordinates of the current vector node; the coordinates of an earlier node are not incorrectly reused. For a Jacobian query, the other entries are always zeros and ones.
Each reconstructed response is exactly the one that simulation without reuse would obtain. By induction, the same decisions are followed and the same output is reached. Between two new scalar queries, several already known vector requests may be replayed, but no more than d d d in the entire execution. Hence that processing terminates and defines a partial query rule without adding information about the field.
Corollary 10.2 (Bound by number of distinct keys). Let M \mathcal{M} M be a method with local budget ( N F , N J ) (N_{\mathrm{F}},N_{\mathrm{J}}) ( N F , N J ) on H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) , where d = N F + N J ≥ 1 d=N_{\mathrm{F}}+N_{\mathrm{J}}\ge1 d = N F + N J ≥ 1 . Suppose there is an integer d e f ≥ 1 d_{\mathrm{ef}}\ge1 d ef ≥ 1 such that, for every problem in that class and in a punctured neighborhood of its root, the execution record contains at most d e f d_{\mathrm{ef}} d ef distinct keys ( τ , Y 1 ) (\tau,Y_1) ( τ , Y 1 ) . Then every universal local order p > 1 p>1 p > 1 on a class containing H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) satisfies
p ≤ 2 d e f − 1 . p \le2^{d_{\mathrm{ef}}-1}. p ≤ 2 d ef − 1 .
Proof. We first apply Lemma 3.1 to the vector method and obtain M ^ \widehat{\mathcal{M}} M . In the neighborhoods where the original execution is valid and respects the counters, this modification preserves the complete record. In particular, it also preserves its distinct keys. The extension has a global number of requests no greater than d d d .
Let us see that the simulation with reuse in Proposition 10.1 defines rules on scalar data. Fix s s s and a list of k k k responses η 1 , … , η k \eta_1,\ldots,\eta_k η 1 , … , η k . Starting from ι ( s ) \iota(s) ι ( s ) , we reconstruct the decisions of M ^ \widehat{\mathcal{M}} M and maintain a list of keys already answered. When a key appears for the first time, we use the next response in the list, if one remains, and reconstruct from it the vector response by (6) . When a key is repeated, we use its stored response without consuming a new scalar entry.
Once the k k k responses have been consumed, we continue replaying requests with known keys. If a vector output is reached, we return its first component. If a new key ( τ , u ) (\tau,u) ( τ , u ) is requested, the scalar rule instructs a query of f ( τ ) ( u ) f^{(\tau)}(u) f ( τ ) ( u ) . If reconstruction terminated before consuming the k k k responses, we likewise define an output; such data are not reached in a true execution. In all cases, the traversal uses at most d d d vector requests. Thus there is no infinite internal segment, and each decision is a map of ( s , η 1 , … , η k ) (s,\eta_1,\ldots,\eta_k) ( s , η 1 , … , η k ) independent of f f f .
Denote the scalar method so defined by T ′ T' T ′ . On a global diagonal field, Proposition 10.1 proves that its output coincides with the first component of the output of M ^ \widehat{\mathcal{M}} M and that its query count is the number of distinct keys. For a problem restricted to the cylinder, this identity remains valid in admissible original executions, because every projected node belongs to I 0 I_0 I 0 .
Fix f ∈ E ∗ f\in\mathcal{E}_* f ∈ E ∗ . We intersect the neighborhood of the vector budget with that of the hypothesis on keys. There, T ′ T' T ′ has valid executions with at most d e f d_{\mathrm{ef}} d ef queries and reproduces the first component of the original output. This is a local scalar budget for the total number of queries, regardless of their type.
We construct an extension T ^ \widehat{T} T with this total budget. At levels k < d e f k<d_{\mathrm{ef}} k < d ef , we preserve the decisions of T ′ T' T ′ ; if any is undefined, we return zero. At level d e f d_{\mathrm{ef}} d ef , we preserve an already defined output and replace any new query with the zero output. The rules are total on response vectors and the last produces outputs only. This construction is that of Lemma 3.1 with a single total counter: we do not require all queries to be function queries or forbid derivatives. Induction on the record preserves the local executions of T ′ T' T ′ that respect d e f d_{\mathrm{ef}} d ef .
We apply Theorem 4.1 to T ^ \widehat{T} T . There exist f ∈ E ∗ f\in\mathcal{E}_* f ∈ E ∗ , its root a a a , and s m > a s_m>a s m > a , with s m → a s_m\to a s m → a , such that
∣ T ^ f ′ ( s m ) − a ∣ ( s m − a ) p ⟶ + ∞ \frac{\left|\widehat{T}'_f(s_m)-a\right|}{(s_m-a)^p}\longrightarrow+\infty ( s m − a ) p T f ′ ( s m ) − a ⟶ + ∞
for every p > 2 d e f − 1 p>2^{d_{\mathrm{ef}}-1} p > 2 d ef − 1 .
For this fixed problem, the points ι ( s m ) \iota(s_m) ι ( s m ) belong to the preceding neighborhood for all sufficiently large m m m . Consequently,
T ^ f ′ ( s m ) = T f ′ ( s m ) = ( M G f ( ι ( s m ) ) ) 1 . \widehat{T}'_f(s_m)=T'_f(s_m)=\left(\mathcal{M}G_f(\iota(s_m))\right)_1. T f ′ ( s m ) = T f ′ ( s m ) = ( M G f ( ι ( s m )) ) 1 .
The universal local estimate would give
∣ T ^ f ( s m ) − a ∣ ≤ ∥ M G f ( ι ( s m ) ) − ι ( a ) ∥ ∞ ≤ C G f , a ( s m − a ) p \left|\widehat{T}_f(s_m)-a\right| \le\left\|M_{G_f}(\iota(s_m))-\iota(a)\right\|_\infty\le C_{G_f,a}(s_m-a)^p T f ( s m ) − a ≤ M G f ( ι ( s m )) − ι ( a ) ∞ ≤ C G f , a ( s m − a ) p
for all these indices. If p > 2 d e f − 1 p>2^{d_{\mathrm{ef}}-1} p > 2 d ef − 1 , divergence is contradicted. This proves the bound.
Example 10.3. Consider a Newton cycle that requests F ( x ) F(x) F ( x ) twice, requests D F ( x ) DF(x) D F ( x ) , and returns x − D F ( x ) − 1 F ( x ) x-DF(x)^{-1}F(x) x − D F ( x ) − 1 F ( x ) . The nominal budget is ( 2 , 1 ) (2,1) ( 2 , 1 ) and the nominal bound is four. The second function evaluation is an exact repetition; the simulation requires only two scalar keys. Corollary 10.2 gives the bound two. This improvement does not depend on the cost of factorization, but on the fact that a request adds no information.
Example 10.4 (Distinct nodes with the same projected information). Let n ≥ 2 n\ge2 n ≥ 2 and denote by e 2 e_2 e 2 the second vector of the standard basis. Consider the following procedure. From x x x , we query V = F ( x ) V=F(x) V = F ( x ) , define
h = ∑ i = 1 n V i 2 , Y = x + h e 2 , h=\sum_{i=1}^{n}V_i^2,\qquad Y=x+he_2, h = i = 1 ∑ n V i 2 , Y = x + h e 2 ,
and query W = F ( Y ) W=F(Y) W = F ( Y ) and A = D F ( x ) A=DF(x) A = D F ( x ) . When A A A is invertible, we return
M F ( x ) = x − A − 1 V + W − V − h A e 2 . (52) \mathcal{M}_F(x)=x-A^{-1}V+W-V-hAe_2. \tag*{(52)} M F ( x ) = x − A − 1 V + W − V − h A e 2 . (52)
The nominal budget is ( 2 , 1 ) (2,1) ( 2 , 1 ) . Near a simple root, if x x x is not the root, we have F ( x ) ≠ 0 F(x)\ne0 F ( x ) = 0 and therefore h > 0 h>0 h > 0 and Y ≠ x Y\ne x Y = x . Neither of the two function queries is literally repeated.
Suppose F F F is of class C 2 C^2 C 2 near a simple root α \alpha α . Note that V = O ( ∥ x − α ∥ ∞ ) V=O(\lVert x-\alpha\rVert_\infty) V = O (∥ x − α ∥ ∞ ) and h = O ( ∥ x − α ∥ ∞ 2 ) h=O(\lVert x-\alpha\rVert_\infty^2) h = O (∥ x − α ∥ ∞ 2 ) . By shrinking the neighborhood, Y Y Y and the segment joining it to x x x remain in the domain, and the Jacobians D F ( x ) DF(x) D F ( x ) are invertible with bounded inverses. The integral formula yields
W − V − h A e 2 = ∫ 0 1 ( D F ( x + s h e 2 ) − D F ( x ) ) h e 2 d s = O ( h 2 ) = O ( ∥ x − α ∥ ∞ 4 ) . W-V-hAe_2=\int_0^1\left(DF(x+she_2)-DF(x)\right)he_2\,\mathrm{d}s=O(h^2)=O(\lVert x-\alpha\rVert_\infty^4). W − V − h A e 2 = ∫ 0 1 ( D F ( x + s h e 2 ) − D F ( x ) ) h e 2 d s = O ( h 2 ) = O (∥ x − α ∥ ∞ 4 ) .
Moreover, writing e = x − α e=x-\alpha e = x − α ,
F ( x ) − D F ( x ) e = ∫ 0 1 ( D F ( α + s e ) − D F ( x ) ) e d s = O ( ∥ e ∥ ∞ 2 ) . F(x)-DF(x)e=\int_0^1\left(DF(\alpha+se)-DF(x)\right)e\,\mathrm{d}s=O(\lVert e\rVert_\infty^2). F ( x ) − D F ( x ) e = ∫ 0 1 ( D F ( α + se ) − D F ( x ) ) e d s = O (∥ e ∥ ∞ 2 ) .
Multiplying by D F ( x ) − 1 DF(x)^{-1} D F ( x ) − 1 , we obtain x − D F ( x ) − 1 F ( x ) − α = O ( ∥ e ∥ ∞ 2 ) x-DF(x)^{-1}F(x)-\alpha=O(\lVert e\rVert_\infty^2) x − D F ( x ) − 1 F ( x ) − α = O (∥ e ∥ ∞ 2 ) . By (52) , the procedure has local order at least two on these problems.
Let us now see what information it requires on the diagonal family. Since Y 1 = x 1 Y_1=x_1 Y 1 = x 1 ,
G f ( Y ) = G f ( x ) + h e 2 , D G f ( x ) e 2 = e 2 . G_f(Y)=G_f(x)+he_2,\qquad DG_f(x)e_2=e_2. G f ( Y ) = G f ( x ) + h e 2 , D G f ( x ) e 2 = e 2 .
Therefore, the last correction term in (52) is zero and the output coincides with one Newton step. The three requests project to the keys
( 0 , x 1 ) , ( 0 , x 1 ) , ( 1 , x 1 ) . (0,x_1),\qquad(0,x_1),\qquad(1,x_1). ( 0 , x 1 ) , ( 0 , x 1 ) , ( 1 , x 1 ) .
The second vector response is not equal to the first: its second component has increased by h h h . However, it is reconstructed from the scalar value already known and the coordinates of Y Y Y . The simulation needs only two distinct keys, uniformly over all problems in H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) . Corollary 10.2 provides the bound two, versus the nominal bound four corresponding to ( 2 , 1 ) (2,1) ( 2 , 1 ) .
For f ( s ) = s + s 2 f(s)=s+s^2 f ( s ) = s + s 2 and x = ι ( t ) x=\iota(t) x = ι ( t ) , the first component of the output is t 2 / ( 1 + 2 t ) t^2/(1+2t) t 2 / ( 1 + 2 t ) . Its nonzero quadratic term shows that the bound two is attained in this example. The reduction of the budget comes from the geometry of the test fields, not from identifying different vector responses as equal.
A reduction in the budget must be justified uniformly over the local test class. Observing repeated queries in one particular execution does not permit replacing the common budget in a universal theorem.
Scope of the generalization and comparison of bounds
The class of rules is strictly larger
For this comparison, a finite rational program will be a finite instruction tree that forms sums, differences, products, and quotients of available data, makes queries to F F F and D F DF D F , or compares rational expressions of those data with zero. The constants are fixed independently of the field, and divisions are performed only when defined. Solving a linear system with an invertible matrix may be included because Cramer’s rule expresses its result through rational operations. This definition is used solely to compare classes of rules; the preceding barriers do not require it.
Example 11.1 (A discontinuous rule with order at least two). Let χ Q : R → { 0 , 1 } \chi_{\mathbb{Q}}:\mathbb{R}\to\{0,1\} χ Q : R → { 0 , 1 } be the function equal to one on the rationals and zero on the irrationals. Consider the method that queries F ( x ) F(x) F ( x ) and D F ( x ) DF(x) D F ( x ) , defines
d = D F ( x ) − 1 F ( x ) d=DF(x)^{-1}F(x) d = D F ( x ) − 1 F ( x ) when the matrix is invertible, and returns
M F ( x ) = x − d + χ Q ( x 1 ) ∥ d ∥ 2 d . (53) \mathcal{M}_F(x)=x-d+\chi_{\mathbb{Q}}(x_1)\lVert d\rVert^2d. \tag*{(53)} M F ( x ) = x − d + χ Q ( x 1 ) ∥ d ∥ 2 d . (53) This rule is deterministic, causal, and memoryless. It has budget ( 1 , 1 ) (1,1) ( 1 , 1 ) and requires no additional field evaluation to decide whether x 1 x_1 x 1 is rational. The decision is a mathematical map of an available datum; we are not requiring it to be computable.
Let F F F be of class C 2 C^2 C 2 near a simple root α \alpha α . Write e = x − α e=x-\alpha e = x − α . In a neighborhood of α \alpha α , D F ( x ) − 1 DF(x)^{-1} D F ( x ) − 1 is bounded and F ( x ) = O ( ∥ e ∥ ) F(x)=O(\lVert e\rVert) F ( x ) = O (∥ e ∥) , so d = O ( ∥ e ∥ ) d=O(\lVert e\rVert) d = O (∥ e ∥) . Moreover,
F ( x ) − D F ( x ) e = ∫ 0 1 ( D F ( α + s e ) − D F ( x ) ) e d s = O ( ∥ e ∥ 2 ) . F(x)-DF(x)e=\int_0^1\bigl(DF(\alpha+se)-DF(x)\bigr)e\,\mathrm{d}s=O(\lVert e\rVert^2). F ( x ) − D F ( x ) e = ∫ 0 1 ( D F ( α + se ) − D F ( x ) ) e d s = O (∥ e ∥ 2 ) . Multiplying by D F ( x ) − 1 DF(x)^{-1} D F ( x ) − 1 gives x − d − α = O ( ∥ e ∥ 2 ) x-d-\alpha=O(\lVert e\rVert^2) x − d − α = O (∥ e ∥ 2 ) . The last summand in (11.1) has norm O ( ∥ e ∥ 3 ) O(\lVert e\rVert^3) O (∥ e ∥ 3 ) , because 0 ≤ χ Q ≤ 1 0\leq\chi_{\mathbb{Q}}\leq1 0 ≤ χ Q ≤ 1 . Therefore,
M F ( x ) − α = O ( ∥ x − α ∥ 2 ) . \mathcal{M}_F(x)-\alpha=O(\lVert x-\alpha\rVert^2). M F ( x ) − α = O (∥ x − α ∥ 2 ) . Let us see that this output map cannot be represented on all fields by a finite rational program of the class just defined. Take F ( x ) = x F(x)=x F ( x ) = x and x = ι ( t ) x=\iota(t) x = ι ( t ) , with t > 0 t>0 t > 0 . Then d = ι ( t ) d=\iota(t) d = ι ( t ) and the first component of the output is χ Q ( t ) t 3 \chi_{\mathbb{Q}}(t)t^3 χ Q ( t ) t 3 . At every t 0 > 0 t_0>0 t 0 > 0 , rational and irrational sequences tending to t 0 t_0 t 0 produce limits t 0 3 t_0^3 t 0 3 and zero, respectively. Hence this function is discontinuous at every positive point.
Suppose a finite rational representation exists. On the field F ( x ) = x F(x)=x F ( x ) = x , the function responses are the nodes already constructed and the Jacobians are the identity. By induction along each path, all the data are rational functions of t t t . Division by an identically zero expression makes that path inadmissible; comparison of an identically zero expression always gives the result zero. For the remaining expressions, we collect the real zeros of their nonzero numerators and denominators. The tree and each of these sets are finite, so their union Z Z Z is finite.
On every component interval of ( 0 , + ∞ ) ∖ Z (0,+\infty)\setminus Z ( 0 , + ∞ ) ∖ Z , all comparisons along a branch retain their sign and all nonidentically-zero denominators remain nonzero. Induction on the instructions shows
that a single branch is followed and its output is a continuous rational function on that interval. The purported representation is defined there because it must coincide with (11.1). Since there is a nonempty interval outside Z Z Z , this contradicts discontinuity at all its points. This proves the asserted nonrepresentability.
Thus, the enlargement of the class of rules is effective. This example does not claim that a noncomputable rule is convenient for numerical computation; it shows that the proof need not exclude it.
Numerical comparison of the theoretical bounds
Table 1 shows several budgets. The numbers are upper bounds; we do not assert that they are attained by vector methods for every budget.
Table 1. General barrier and refinement under causal pairing.
Pairing is a condition on the acquisition of information, not on the reuse of a matrix. Two distinct Jacobian evaluations remain two queries even if an implementation reuses part of a factorization. On the other hand, an action D F ( y ) v DF(y)v D F ( y ) v at an unqueried node, a higher derivative, or a divided difference supplied as an independent datum requires an information model that includes it.
Product refinement: formulation and auxiliary results
The paired improvement depends on the information acquired at each node. A different question is to determine whether, for systems of sufficiently large dimension, the distribution of evaluations imposes an even lower barrier. We return to the proposal in [2 ] and specify both its formulation and the auxiliary results supporting it.
Let N F , N J ≥ 1 N_F,N_J \ge1 N F , N J ≥ 1 . We write
N F − 1 = q N J + r , q ∈ N 0 , 0 ≤ r < N J , N_F - 1 = qN_J + r,\qquad q \in\mathbb{N}_0,\qquad0 \le r < N_J, N F − 1 = q N J + r , q ∈ N 0 , 0 ≤ r < N J ,
and define
Π ( N F , N J ) = ( q + 2 ) N J − r ( q + 3 ) r . (54) \Pi(N_F,N_J) = (q+2)^{N_J-r}(q+3)^r. \tag*{(54)} Π ( N F , N J ) = ( q + 2 ) N J − r ( q + 3 ) r . (54)
This notation is distinct from B ( N F , N J ) B(N_F,N_J) B ( N F , N J ) , which corresponds to the already proved paired refinement.
Distribution of an integer budget
Lemma 11.2 (Maximum of a product with fixed sum). Let m ∈ N 0 m \in\mathbb{N}_0 m ∈ N 0 and j ∈ N j \in\mathbb{N} j ∈ N . If m = q j + r m=qj+r m = q j + r , with 0 ≤ r < j 0 \le r < j 0 ≤ r < j , then
max a 1 , … , a j ∈ N 0 a 1 + ⋯ + a j = m ∏ i = 1 j ( a i + 2 ) = ( q + 2 ) j − r ( q + 3 ) r . (55) \max_{\substack{a_1,\ldots,a_j\in\mathbb{N}_0\\a_1+\cdots+a_j=m}}\prod_{i=1}^{j}(a_i+2)=(q+2)^{j-r}(q+3)^r. \tag*{(55)} a 1 , … , a j ∈ N 0 a 1 + ⋯ + a j = m max i = 1 ∏ j ( a i + 2 ) = ( q + 2 ) j − r ( q + 3 ) r . (55) Moreover,
( q + 2 ) j − r ( q + 3 ) r ≤ 2 m + j , (56) (q+2)^{j-r}(q+3)^r \le2^{m+j}, \tag*{(56)} ( q + 2 ) j − r ( q + 3 ) r ≤ 2 m + j , (56) with equality if and only if m = 0 m=0 m = 0 .
Proof. The set of distributions is finite and nonempty. Therefore, there is a distribution ( a 1 , … , a j ) (a_1,\ldots,a_j) ( a 1 , … , a j ) attaining the maximum. Let us see that two of its components cannot differ by more than one unit. Suppose a i ≥ a h + 2 a_i\ge a_h+2 a i ≥ a h + 2 . Replace this pair with ( a i − 1 , a h + 1 ) (a_i-1,a_h+1) ( a i − 1 , a h + 1 ) . The new values are nonnegative integers and their sum is unchanged. On the other hand,
( a i + 1 ) ( a h + 3 ) − ( a i + 2 ) ( a h + 2 ) = a i − a h − 1 > 0. (a_i+1)(a_h+3)-(a_i+2)(a_h+2)=a_i-a_h-1>0. ( a i + 1 ) ( a h + 3 ) − ( a i + 2 ) ( a h + 2 ) = a i − a h − 1 > 0. The other factors are positive and remain the same. Hence the product increases, contradicting the choice of the distribution.
Let a a a be its smallest component. All components are a a a or a + 1 a+1 a + 1 . If k k k of them equal a + 1 a+1 a + 1 , then
m = j a + k , 0 ≤ k < j . m=ja+k,\qquad0\le k<j. m = j a + k , 0 ≤ k < j . Uniqueness of integer division gives a = q a=q a = q and k = r k=r k = r . Conversely, the distribution with j − r j-r j − r components equal to q q q and r r r equal to q + 1 q+1 q + 1 has sum m m m . This proves (11.3).
For every integer a ≥ 0 a\ge0 a ≥ 0 , we have a + 2 ≤ 2 a + 1 a+2\le2^{a+1} a + 2 ≤ 2 a + 1 , with equality only for a = 0 a=0 a = 0 . Indeed, for a = 0 a=0 a = 0 there is equality, and for a = 1 a=1 a = 1 the inequality is strict. If a ≥ 1 a\ge1 a ≥ 1 and the inequality holds, then
a + 3 < 2 ( a + 2 ) ≤ 2 a + 2 . a+3<2(a+2)\le2^{a+2}. a + 3 < 2 ( a + 2 ) ≤ 2 a + 2 . Induction completes the argument. Multiplying over all components of a distribution, we obtain
∏ i = 1 j ( a i + 2 ) ≤ 2 ∑ i = 1 j ( a i + 1 ) = 2 m + j . \prod_{i=1}^{j}(a_i+2)\le2^{\sum_{i=1}^{j}(a_i+1)}=2^{m+j}. i = 1 ∏ j ( a i + 2 ) ≤ 2 ∑ i = 1 j ( a i + 1 ) = 2 m + j . There is equality if and only if all components are zero, that is, if and only if m = 0 m=0 m = 0 .
Taking m = N F − 1 m=N_F-1 m = N F − 1 and j = N J j=N_J j = N J , it follows that
Π ( N F , N J ) ≤ 2 N F + N J − 1 . \Pi(N_F,N_J)\le2^{N_F+N_J-1}. Π ( N F , N J ) ≤ 2 N F + N J − 1 .
with strict inequality for N F > 1 N_F>1 N F > 1 . Note that this is a comparison between numerical expressions. To obtain an order barrier, it would still be necessary to prove, for example, an information inequality
p ≤ ∏ i = 1 N J ( a i + 2 ) , a i ∈ N 0 , ∑ i = 1 N J a i = N F − 1. p\le\prod_{i=1}^{N_J}(a_i+2),\qquad a_i\in\mathbb{N}_0,\qquad\sum_{i=1}^{N_J}a_i=N_F-1. p ≤ i = 1 ∏ N J ( a i + 2 ) , a i ∈ N 0 , i = 1 ∑ N J a i = N F − 1.
The lemma solves the maximization of the product, but does not provide this inequality. Assigning evaluations to groups does not, by itself, prove a restriction on the order.
The vector class in the conjecture
We denote by P n \mathcal{P}_n P n the class of all problems ( R n , F , α ) (\mathbb{R}^n,F,\alpha) ( R n , F , α ) such that the components of F F F are real polynomials and α \alpha α is a simple root. No common bound on the degrees is fixed. Each field and each of its simple roots are regarded as a problem in this class.
Conjecture 11.3 (Vector product barrier). Let N F , N J ≥ 1 N_F,N_J \ge1 N F , N J ≥ 1 and n ≥ N F + N J − 1 n \ge N_F+N_J-1 n ≥ N F + N J − 1 . Let M \mathcal{M} M be a deterministic, causal, memoryless method, in the sense of Definition 2.2 , with local budget ( N F , N J ) (N_F,N_J) ( N F , N J ) on P n \mathcal{P}_n P n . If M \mathcal{M} M has universal local order at least p > 1 p>1 p > 1 on this class, then
p ≤ Π ( N F , N J ) . p \le\Pi(N_F,N_J). p ≤ Π ( N F , N J ) .
The rules may be arbitrary and pairing is not required. This formulation thus proposes an extension of the question posed for rational programs in [2 ] . The conjecture is not a consequence of the preceding barriers. Those barriers use entire test functions, which need not be polynomials. Furthermore, it has not been proved here that the dimensional condition is sufficient to construct the required perturbations.
For N J = 1 N_J=1 N J = 1 , the proposed expression is Π ( N F , 1 ) = N F + 1 \Pi(N_F,1)=N_F+1 Π ( N F , 1 ) = N F + 1 , whereas both proved barriers with one Jacobian query give 2 N F 2^{N_F} 2 N F . If N F = N J N_F=N_J N F = N J , we have
Π ( N F , N F ) = 2 3 N F − 1 = B ( N F , N F ) . \Pi(N_F,N_F)=2^{3N_F-1}=B(N_F,N_F). Π ( N F , N F ) = 2 3 N F − 1 = B ( N F , N F ) .
Numerical coincidence does not remove the differences between the function classes and pairing hypotheses. Nor is it true that Π \Pi Π always improves on B B B when N J > N F N_J>N_F N J > N F ; for example, Π ( 1 , 2 ) = 4 \Pi(1,2)=4 Π ( 1 , 2 ) = 4 and B ( 1 , 2 ) = 2 B(1,2)=2 B ( 1 , 2 ) = 2 .
Why a dimensional condition is not enough
The following example develops the diagonal obstruction from [2 ] . It shows that the breadth of the function class is an essential part of the proposal.
Proposition 11.4 (Order four on a diagonal class). For every n ≥ 2 n \ge2 n ≥ 2 , there exists a rational memoryless method, with local budget ( 2 , 1 ) (2,1) ( 2 , 1 ) , whose universal local order on all diagonal fields
G f ( z ) = ( f ( z 1 ) , z 2 , … , z n ) T G_f(z)=\left(f(z_1),z_2,\ldots,z_n\right)^{\mathsf{T}} G f ( z ) = ( f ( z 1 ) , z 2 , … , z n ) T is exactly four, when f f f ranges over real-analytic functions and their simple roots are considered. In particular, inclusion of H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) and the condition n ≥ 2 n \ge2 n ≥ 2 are not enough to deduce the bound Π ( 2 , 1 ) = 3 \Pi(2,1)=3 Π ( 2 , 1 ) = 3 .
Proof. We query V = G f ( x ) V=G_f(x) V = G f ( x ) and A = D G f ( x ) A=DG_f(x) A = D G f ( x ) , solve A d = V Ad=V A d = V , and define y = x − d y=x-d y = x − d . If V 1 = 0 V_1=0 V 1 = 0 , we return y y y . Otherwise, we query W = G f ( y ) W=G_f(y) W = G f ( y ) and return
x 1 + = y 1 − V 1 W 1 A 11 ( V 1 − 2 W 1 ) , x i + = y i ( 2 ≤ i ≤ n ) . (57) x_1^+=y_1-\frac{V_1W_1}{A_{11}(V_1-2W_1)},\qquad x_i^+=y_i\quad(2\le i\le n). \tag*{(57)} x 1 + = y 1 − A 11 ( V 1 − 2 W 1 ) V 1 W 1 , x i + = y i ( 2 ≤ i ≤ n ) . (57)
The rules receive neither the root nor the coefficients of f f f . They use at most two function values and one full Jacobian.
Let a a a be a simple root of f f f . Since A = diag ( f ′ ( x 1 ) , 1 , … , 1 ) A=\operatorname{diag}(f'(x_1),1,\ldots,1) A = diag ( f ′ ( x 1 ) , 1 , … , 1 ) , we have y i = 0 y_i=0 y i = 0 for i ≥ 2 i\ge2 i ≥ 2 . Write e = x 1 − a e=x_1-a e = x 1 − a , c = f ′ ( a ) ≠ 0 c=f'(a)\ne0 c = f ′ ( a ) = 0 , and
c 2 = f ′ ′ ( a ) 2 c , c 3 = f ′ ′ ′ ( a ) 6 c . c_2=\frac{f''(a)}{2c},\qquad c_3=\frac{f'''(a)}{6c}. c 2 = 2 c f ′′ ( a ) , c 3 = 6 c f ′′′ ( a ) .
Taylor expansion gives
f ( a + e ) c = e + c 2 e 2 + c 3 e 3 + O ( e 4 ) , f ′ ( a + e ) c = 1 + 2 c 2 e + 3 c 3 e 2 + O ( e 3 ) . \frac{f(a+e)}{c}=e+c_2e^2+c_3e^3+O(e^4),\qquad\frac{f'(a+e)}{c}=1+2c_2e+3c_3e^2+O(e^3). c f ( a + e ) = e + c 2 e 2 + c 3 e 3 + O ( e 4 ) , c f ′ ( a + e ) = 1 + 2 c 2 e + 3 c 3 e 2 + O ( e 3 ) .
Inverting the second expression and multiplying by the first, we obtain
f ( a + e ) f ′ ( a + e ) = e − c 2 e 2 + ( 2 c 2 2 − 2 c 3 ) e 3 + O ( e 4 ) . \frac{f(a+e)}{f'(a+e)}=e-c_2e^2+(2c_2^2-2c_3)e^3+O(e^4). f ′ ( a + e ) f ( a + e ) = e − c 2 e 2 + ( 2 c 2 2 − 2 c 3 ) e 3 + O ( e 4 ) .
Therefore,
y 1 − a = c 2 e 2 + ( 2 c 3 − 2 c 2 2 ) e 3 + O ( e 4 ) , y_1-a=c_2e^2+(2c_3-2c_2^2)e^3+O(e^4), y 1 − a = c 2 e 2 + ( 2 c 3 − 2 c 2 2 ) e 3 + O ( e 4 ) ,
f ( y 1 ) c = c 2 e 2 + ( 2 c 3 − 2 c 2 2 ) e 3 + O ( e 4 ) , \frac{f(y_1)}{c}=c_2e^2+(2c_3-2c_2^2)e^3+O(e^4), c f ( y 1 ) = c 2 e 2 + ( 2 c 3 − 2 c 2 2 ) e 3 + O ( e 4 ) ,
f ( y 1 ) f ′ ( a + e ) = c 2 e 2 + ( 2 c 3 − 4 c 2 2 ) e 3 + O ( e 4 ) . \frac{f(y_1)}{f'(a+e)}=c_2e^2+(2c_3-4c_2^2)e^3+O(e^4). f ′ ( a + e ) f ( y 1 ) = c 2 e 2 + ( 2 c 3 − 4 c 2 2 ) e 3 + O ( e 4 ) .
Moreover, for e ≠ 0 e\ne0 e = 0 sufficiently small,
f ( a + e ) − 2 f ( y 1 ) = c e + O ( e 2 ) ≠ 0 , f(a+e)-2f(y_1)=ce+O(e^2)\ne0, f ( a + e ) − 2 f ( y 1 ) = ce + O ( e 2 ) = 0 ,
and
f ( a + e ) f ( a + e ) − 2 f ( y 1 ) = 1 + 2 c 2 e + O ( e 2 ) . \frac{f(a+e)}{f(a+e)-2f(y_1)}=1+2c_2e+O(e^2). f ( a + e ) − 2 f ( y 1 ) f ( a + e ) = 1 + 2 c 2 e + O ( e 2 ) .
Thus the term subtracted from y 1 y_1 y 1 in (11.5) is
c 2 e 2 + ( 2 c 3 − 2 c 2 2 ) e 3 + O ( e 4 ) . c_2e^2+(2c_3-2c_2^2)e^3+O(e^4). c 2 e 2 + ( 2 c 3 − 2 c 2 2 ) e 3 + O ( e 4 ) .
The terms of degrees two and three cancel, and we conclude that x 1 + − a = O ( e 4 ) x_1^+-a=O(e^4) x 1 + − a = O ( e 4 ) . Choose a neighborhood where f ′ f' f ′ does not vanish and a a a is the only zero of f f f . There, if e = 0 e=0 e = 0 , the branch V 1 = 0 V_1=0 V 1 = 0 returns exactly ( a , 0 , … , 0 ) T (a,0,\ldots,0)^T ( a , 0 , … , 0 ) T . If e ≠ 0 e\ne0 e = 0 , the preceding denominators remain nonzero upon shrinking the neighborhood. All evaluations remain in the domain. Since the other output components are zero,
∥ x + − ( a , 0 , … , 0 ) T ∥ ∞ ≤ C f ∣ x 1 − a ∣ 4 ≤ C f ∥ x − ( a , 0 , … , 0 ) T ∥ ∞ 4 . \left\|x^+-(a,0,\ldots,0)^T\right\|_\infty\le C_f|x_1-a|^4\le C_f\left\|x-(a,0,\ldots,0)^T\right\|_\infty^4. x + − ( a , 0 , … , 0 ) T ∞ ≤ C f ∣ x 1 − a ∣ 4 ≤ C f x − ( a , 0 , … , 0 ) T ∞ 4 .
To verify that the universal order is not greater, take f ( s ) = s + s 2 f(s)=s+s^2 f ( s ) = s + s 2 and x = ( t , 0 , … , 0 ) T x=(t,0,\ldots,0)^T x = ( t , 0 , … , 0 ) T . Substitution into the formulas gives
y 1 = t 2 1 + 2 t , x 1 + = t 4 ( 1 + 2 t ) ( 1 + 2 t + 2 t 2 ) = t 4 + O ( t 5 ) . y_1=\frac{t^2}{1+2t},\qquad x_1^+=\frac{t^4}{(1+2t)(1+2t+2t^2)}=t^4+O(t^5). y 1 = 1 + 2 t t 2 , x 1 + = ( 1 + 2 t ) ( 1 + 2 t + 2 t 2 ) t 4 = t 4 + O ( t 5 ) .
The leading coefficient is nonzero. Therefore, no estimate with exponent greater than four holds over the entire class. Finally, Π ( 2 , 1 ) = 3 \Pi(2,1)=3 Π ( 2 , 1 ) = 3 and the dimensional condition in the conjecture is n ≥ 2 n\ge2 n ≥ 2 , which is satisfied here.
The proposition does not refute Conjecture 11.3: the constructed method does not guarantee order four on all fields in P n \mathcal{P}_n P n . It proves that this vector universality cannot be replaced by merely including a diagonal class, even if that class contains all the test fields used in our barriers.
A sufficient criterion for vector perturbations
The proposal in [2 ] uses perturbations that preserve information and displace the root. To separate that construction from the regularity of the rules, we give a criterion in which the required uniformity appears as an explicit hypothesis.
Let D > 1 D > 1 D > 1 . For β = ( β 1 , … , β n ) ∈ N 0 n \beta= (\beta_1,\ldots,\beta_n) \in\mathbb{N}_0^n β = ( β 1 , … , β n ) ∈ N 0 n , we write ∣ β ∣ = ∑ i β i |\beta| = \sum_i \beta_i ∣ β ∣ = ∑ i β i , β ! = ∏ i β i ! \beta! = \prod_i \beta_i! β ! = ∏ i β i ! , and z β = ∏ i z i β i z^\beta= \prod_i z_i^{\beta_i} z β = ∏ i z i β i . Consider the fields
F θ ( z ) = A ( z − a ) + ∑ 2 ≤ ∣ β ∣ ≤ D c β ( z − a ) β , det A ≠ 0 , (58) F_\theta(z) = A(z-a) + \sum_{2 \leq|\beta| \leq D} c_\beta(z-a)^\beta,\qquad\det A \ne0, \tag*{(58)} F θ ( z ) = A ( z − a ) + 2 ≤ ∣ β ∣ ≤ D ∑ c β ( z − a ) β , det A = 0 , (58)
where θ = ( a , A , ( c β ) ) \theta= (a,A,(c_\beta)) θ = ( a , A , ( c β )) , a , c β ∈ R n a,c_\beta\in\mathbb{R}^n a , c β ∈ R n , and A ∈ R n × n A \in\mathbb{R}^{n \times n} A ∈ R n × n . If D = 1 D = 1 D = 1 , the sum is empty. The set of these parameters is an open subset of a finite-dimensional real space and is denoted by Θ n , D \Theta_{n,D} Θ n , D . The parametrized root is a θ = a a_\theta= a a θ = a , and D F θ ( a ) = A DF_\theta(a) = A D F θ ( a ) = A . We use maximum norms on coefficient vectors and the induced matrix norm where appropriate.
Definition 11.5 (Uniform estimate in the parameters). Let K ⊂ Θ n , D K \subset\Theta_{n,D} K ⊂ Θ n , D and W ⊂ R n ∖ { 0 } W \subset\mathbb{R}^n \setminus\{0\} W ⊂ R n ∖ { 0 } be compact. We say that M \mathcal{M} M satisfies a uniform estimate of exponent p p p on K × W K \times W K × W if there exist C , t 0 > 0 C,t_0 > 0 C , t 0 > 0 such that the executions are valid and
∥ M F θ ( a θ + t v ) − a θ ∥ ∞ ≤ C t p ( θ ∈ K , v ∈ W , 0 < t < t 0 ) . (59) \|\mathcal{M}_{F_\theta}(a_\theta+ tv)-a_\theta\|_\infty\leq Ct^p \qquad(\theta\in K,\ v \in W,\ 0 < t < t_0). \tag*{(59)} ∥ M F θ ( a θ + t v ) − a θ ∥ ∞ ≤ C t p ( θ ∈ K , v ∈ W , 0 < t < t 0 ) . (59) The definition requires the same constant and the same interval of scales. It is stronger than having, for each field, the constants in Definition 2.5. We do not suppose that a universal local estimate for arbitrary rules automatically yields (11.7).
Lemma 11.6 (Vector root displacement and parameter control). Let F = F θ 0 F = F_{\theta_0} F = F θ 0 be as in (11.6), with root a a a and invertible A = D F ( a ) A = DF(a) A = D F ( a ) . Let H t : R n → R n H_t:\mathbb{R}^n \to\mathbb{R}^n H t : R n → R n , 0 < t < t 1 0 < t < t_1 0 < t < t 1 , be a family of polynomial vector fields of degree at most D D D , with uniformly bounded coefficients. Suppose that
H t ( a ) = t σ w + o ( t σ ) , σ > 1 , w ≠ 0. H_t(a) = t^\sigma w + o(t^\sigma),\qquad\sigma> 1,\qquad w \ne0. H t ( a ) = t σ w + o ( t σ ) , σ > 1 , w = 0. There exist ρ , η 0 , t 2 , C 0 , C 1 , C 2 > 0 \rho,\eta_0,t_2,C_0,C_1,C_2 > 0 ρ , η 0 , t 2 , C 0 , C 1 , C 2 > 0 such that, for ∣ η ∣ ≤ η 0 |\eta| \leq\eta_0 ∣ η ∣ ≤ η 0 and 0 < t < t 2 0 < t < t_2 0 < t < t 2 , the field F + η H t F+\eta H_t F + η H t has a unique root a η ( t ) a_\eta(t) a η ( t ) in the closed ball centered at a a a with radius ρ \rho ρ . The root is simple and
C 1 ∣ η ∣ ∥ H t ( a ) ∥ ∞ ≤ ∥ a η ( t ) − a ∥ ∞ ≤ C 2 ∣ η ∣ ∥ H t ( a ) ∥ ∞ . (60) C_1|\eta|\|H_t(a)\|_\infty\leq\|a_\eta(t)-a\|_\infty\leq C_2|\eta|\|H_t(a)\|_\infty. \tag*{(60)} C 1 ∣ η ∣∥ H t ( a ) ∥ ∞ ≤ ∥ a η ( t ) − a ∥ ∞ ≤ C 2 ∣ η ∣∥ H t ( a ) ∥ ∞ . (60) Moreover, the perturbed field admits an exact representation F ~ θ ~ ( t , η ) \widetilde{F}_{\widetilde{\theta}(t,\eta)} F θ ( t , η ) centered at that root, with
∥ θ ~ ( t , η ) − θ 0 ∥ ∞ ≤ C 0 ∣ η ∣ . (61) \|\widetilde{\theta}(t,\eta)-\theta_0\|_\infty\leq C_0|\eta|. \tag*{(61)} ∥ θ ( t , η ) − θ 0 ∥ ∞ ≤ C 0 ∣ η ∣. (61) In particular, for each fixed sufficiently small η ≠ 0 \eta\ne0 η = 0 , the root displacement has magnitude Θ ( t σ ) \Theta(t^\sigma) Θ ( t σ ) .
Proof. Choose ρ > 0 \rho> 0 ρ > 0 so that
∥ I − A − 1 D F ( z ) ∥ ∞ ≤ 1 4 ( ∥ z − a ∥ ∞ ≤ ρ ) . \|I-A^{-1}DF(z)\|_\infty\leq\frac{1}{4}\qquad(\|z-a\|_\infty\leq\rho). ∥ I − A − 1 D F ( z ) ∥ ∞ ≤ 4 1 ( ∥ z − a ∥ ∞ ≤ ρ ) .
Boundedness of the coefficients and degree of H t H_t H t provides uniform bounds for H t H_t H t and all its derivatives of fixed order on this ball. In particular, there exists L 1 ≥ 0 L_1 \geq0 L 1 ≥ 0 bounding ∥ D H t ( z ) ∥ ∞ \|DH_t(z)\|_\infty ∥ D H t ( z ) ∥ ∞ . Choose η 0 > 0 \eta_0 > 0 η 0 > 0 with
η 0 ∥ A − 1 ∥ ∞ L 1 ≤ 1 4 . \eta_0\|A^{-1}\|_\infty L_1 \leq\frac{1}{4}. η 0 ∥ A − 1 ∥ ∞ L 1 ≤ 4 1 .
For G = F + η H t G = F+\eta H_t G = F + η H t , the map
Φ ( z ) = z − A − 1 G ( z ) (62) \Phi(z)=z-A^{-1}G(z) \tag*{(62)} Φ ( z ) = z − A − 1 G ( z ) (62)
has Lipschitz constant no greater than 1 / 2 1/2 1/2 on the ball. Since H t ( a ) → 0 H_t(a) \to0 H t ( a ) → 0 , we can shrink t 2 t_2 t 2 so that
∥ Φ ( a ) − a ∥ ∞ = ∣ η ∣ ∥ A − 1 H t ( a ) ∥ ∞ < ρ / 2 \|\Phi(a)-a\|_\infty=|\eta|\|A^{-1}H_t(a)\|_\infty<\rho/2 ∥Φ ( a ) − a ∥ ∞ = ∣ η ∣∥ A − 1 H t ( a ) ∥ ∞ < ρ /2
uniformly for ∣ η ∣ ≤ η 0 |\eta|\le\eta_0 ∣ η ∣ ≤ η 0 . Thus Φ \Phi Φ maps the closed ball into itself. The fixed point theorem provides a unique fixed point a η ( t ) a_\eta(t) a η ( t ) , which is precisely the unique root of G G G in that ball.
Write Δ = a η ( t ) − a \Delta=a_\eta(t)-a Δ = a η ( t ) − a . The contraction property gives
∥ Δ ∥ ∞ ≤ 1 2 ∥ Δ ∥ ∞ + ∣ η ∣ ∥ A − 1 ∥ ∞ ∥ H t ( a ) ∥ ∞ . \|\Delta\|_\infty\le\frac{1}{2}\|\Delta\|_\infty+|\eta|\|A^{-1}\|_\infty\|H_t(a)\|_\infty. ∥Δ ∥ ∞ ≤ 2 1 ∥Δ ∥ ∞ + ∣ η ∣∥ A − 1 ∥ ∞ ∥ H t ( a ) ∥ ∞ .
This proves the upper bound with C 2 = 2 ∥ A − 1 ∥ ∞ C_2=2\|A^{-1}\|_\infty C 2 = 2∥ A − 1 ∥ ∞ . On the other hand, D G DG D G is uniformly bounded on the ball, say by L > 0 L>0 L > 0 , and
− η H t ( a ) = G ( a + Δ ) − G ( a ) = ∫ 0 1 D G ( a + s Δ ) Δ d s . -\eta H_t(a)=G(a+\Delta)-G(a)=\int_0^1 DG(a+s\Delta)\Delta\,\mathrm{d}s. − η H t ( a ) = G ( a + Δ ) − G ( a ) = ∫ 0 1 D G ( a + s Δ ) Δ d s .
Therefore, ∣ η ∣ ∥ H t ( a ) ∥ ∞ ≤ L ∥ Δ ∥ ∞ |\eta|\|H_t(a)\|_\infty\le L\|\Delta\|_\infty ∣ η ∣∥ H t ( a ) ∥ ∞ ≤ L ∥Δ ∥ ∞ , which gives the lower bound with C 1 = 1 / L C_1=1/L C 1 = 1/ L . Moreover,
∥ I − A − 1 D G ( a η ( t ) ) ∥ ∞ ≤ 1 2 < 1 , \left\|I-A^{-1}DG(a_\eta(t))\right\|_\infty\le\frac{1}{2}<1, I − A − 1 D G ( a η ( t )) ∞ ≤ 2 1 < 1 ,
so D G ( a η ( t ) ) DG(a_\eta(t)) D G ( a η ( t )) is invertible and the root is simple.
To obtain the parameters, we expand the polynomial G G G exactly around a η ( t ) a_\eta(t) a η ( t ) . Its constant term is zero. Put
a ~ = a η ( t ) , A ~ = D G ( a η ( t ) ) , c ~ β = ∂ β G ( a η ( t ) ) β ! ( 2 ≤ ∣ β ∣ ≤ D ) . \widetilde{a}=a_\eta(t),\qquad\widetilde{A}=DG(a_\eta(t)),\qquad\widetilde{c}_\beta=\frac{\partial^\beta G(a_\eta(t))}{\beta!}\qquad(2\le|\beta|\le D). a = a η ( t ) , A = D G ( a η ( t )) , c β = β ! ∂ β G ( a η ( t )) ( 2 ≤ ∣ β ∣ ≤ D ) .
Taylor’s formula is exact because the degree does not exceed D D D . Thus G = F θ ~ G=F_{\widetilde{\theta}} G = F θ and θ ~ ∈ Θ n , D \widetilde{\theta}\in\Theta_{n,D} θ ∈ Θ n , D . The derivatives of F F F are Lipschitz on the ball, and those of H t H_t H t are uniformly bounded. For each coefficient, the difference from the coefficient centered at a a a is therefore no greater than a constant times ∥ Δ ∥ ∞ + ∣ η ∣ \|\Delta\|_\infty+|\eta| ∥Δ ∥ ∞ + ∣ η ∣ . The upper bound already proved and boundedness of H t ( a ) H_t(a) H t ( a ) give ∥ Δ ∥ ∞ ≤ C ∣ η ∣ \|\Delta\|_\infty\le C|\eta| ∥Δ ∥ ∞ ≤ C ∣ η ∣ . There are finitely many coefficients, so (11.9) follows with a common constant.
Finally, ∥ H t ( a ) ∥ ∞ / t σ → ∥ w ∥ ∞ > 0 \|H_t(a)\|_\infty/t^\sigma\to\|w\|_\infty>0 ∥ H t ( a ) ∥ ∞ / t σ → ∥ w ∥ ∞ > 0 . For fixed η ≠ 0 \eta\ne0 η = 0 , the two inequalities in (11.8) prove the precise order of magnitude of the displacement.
Proposition 11.7 (Sufficient criterion under explicit uniformity). Let b ≥ 2 b\ge2 b ≥ 2 and let M \mathcal{M} M be a query method, with no rationality assumption. Suppose there exist D ≥ 1 D\ge1 D ≥ 1 , ( θ 0 , v 0 ) ∈ Θ n , D × ( R n ∖ { 0 } ) (\theta_0,v_0)\in\Theta_{n,D}\times(\mathbb{R}^n\setminus\{0\}) ( θ 0 , v 0 ) ∈ Θ n , D × ( R n ∖ { 0 }) , and compact sets K , W K,W K , W containing θ 0 , v 0 \theta_0,v_0 θ 0 , v 0 in their respective interiors, for which (11.7) holds with an exponent p > 1 p>1 p > 1 .
Write F = F θ 0 F=F_{\theta_0} F = F θ 0 and a = a θ 0 a=a_{\theta_0} a = a θ 0 . Suppose moreover that, for all sufficiently small t > 0 t>0 t > 0 , there exist polynomial fields H t H_t H t of degree at most D D D , with uniformly bounded coefficients, such that
H t ( Y ) = 0 at each function query , D H t ( Z ) = 0 at each Jacobian query , (63) H_t(Y)=0\ \text{at each function query},\qquad DH_t(Z)=0\ \text{at each Jacobian query}, \tag*{(63)} H t ( Y ) = 0 at each function query , D H t ( Z ) = 0 at each Jacobian query , (63) of the record of M F ( a + t v 0 ) \mathcal{M}_F(a+tv_0) M F ( a + t v 0 ) , and
H t ( a ) = t σ w + o ( t σ ) , 1 < σ ≤ b , w ≠ 0. H_t(a)=t^\sigma w+o(t^\sigma),\qquad1<\sigma\le b,\qquad w\ne0. H t ( a ) = t σ w + o ( t σ ) , 1 < σ ≤ b , w = 0. Then p ≤ b p\le b p ≤ b . In particular, the criterion with b = Π ( N F , N J ) b=\Pi(N_F,N_J) b = Π ( N F , N J ) provides the product bound for any method satisfying these hypotheses.
Proof. Suppose p > b p>b p > b . Apply Lemma 11.6 . Since θ 0 \theta_0 θ 0 is in the interior of K K K , we can fix η ≠ 0 \eta\ne0 η = 0 sufficiently small so that
θ ~ ( t , η ) ∈ K \widetilde{\theta}(t,\eta)\in K θ ( t , η ) ∈ K
for all sufficiently small t t t . Denote the perturbed root by a t = a η ( t ) a_t=a_\eta(t) a t = a η ( t ) and define
v t = v 0 − a t − a t . v_t=v_0-\frac{a_t-a}{t}. v t = v 0 − t a t − a .
The lemma gives ∥ a t − a ∥ ∞ = Θ ( t σ ) \lVert a_t-a\rVert_\infty=\Theta(t^\sigma) ∥ a t − a ∥ ∞ = Θ ( t σ ) . Since σ > 1 \sigma>1 σ > 1 , we have v t → v 0 v_t\to v_0 v t → v 0 . Therefore, v t ∈ W v_t\in W v t ∈ W for sufficiently small t t t , and
a t + t v t = a + t v 0 . a_t+tv_t=a+tv_0. a t + t v t = a + t v 0 .
Thus the two executions start at exactly the same initial point.
Conditions (11.10) preserve the complete function vectors and Jacobian matrices. By Lemma 2.6 ,
M F ~ θ ~ ( t , η ) ( a + t v 0 ) = M F ( a + t v 0 ) . \mathcal{M}_{\widetilde{F}_{\widetilde{\theta}(t,\eta)}}(a+tv_0)=\mathcal{M}_F(a+tv_0). M F θ ( t , η ) ( a + t v 0 ) = M F ( a + t v 0 ) .
We apply (59) to ( θ 0 , v 0 ) (\theta_0,v_0) ( θ 0 , v 0 ) and ( θ ~ ( t , η ) , v t ) (\widetilde{\theta}(t,\eta),v_t) ( θ ( t , η ) , v t ) . By the triangle inequality,
∥ a t − a ∥ ∞ ≤ ∥ M F ( a + t v 0 ) − a ∥ ∞ + ∥ M F ~ θ ~ ( t , η ) ( a t + t v t ) − a t ∥ ∞ ≤ 2 C t p . \begin{aligned}
\lVert a_t-a\rVert_\infty
&\le\lVert\mathcal{M}_F(a+tv_0)-a\rVert_\infty\\
&\quad+\left\lVert\mathcal{M}_{\widetilde{F}_{\widetilde{\theta}(t,\eta)}}(a_t+tv_t)-a_t\right\rVert_\infty
\le2Ct^p.
\end{aligned} ∥ a t − a ∥ ∞ ≤ ∥ M F ( a + t v 0 ) − a ∥ ∞ + M F θ ( t , η ) ( a t + t v t ) − a t ∞ ≤ 2 C t p .
This contradicts the lower bound of magnitude t σ t^\sigma t σ , since p > b ≥ σ p>b\ge\sigma p > b ≥ σ . We conclude that p ≤ b p\le b p ≤ b . □
Remark 11.8 (What the criterion requires). The proposition proves an implication, not that every method in Conjecture 11.3 satisfies its hypotheses. In the rational framework of [2 ] , uniformity is obtained on suitable parameter regions from rational dependence and control of decisions. That justification does not automatically carry over to arbitrary rules. In the present criterion, uniformity is explicitly required, and the perturbation family with exponent σ ≤ Π ( N F , N J ) \sigma\le\Pi(N_F,N_J) σ ≤ Π ( N F , N J ) must also be constructed.
The vanishing condition D H t ( Z ) = 0 DH_t(Z)=0 D H t ( Z ) = 0 means that the entire matrix vanishes, not merely its action on one direction. Nor is counting dimensions enough to conclude that the coefficients of H t H_t H t are bounded. For example, the conditions
ℓ t ( 1 , 0 ) = 1 , ℓ t ( 1 , t m ) = 0 \ell_t(1,0)=1,\qquad\ell_t(1,t^m)=0 ℓ t ( 1 , 0 ) = 1 , ℓ t ( 1 , t m ) = 0
on a linear form in R 2 \mathbb{R}^2 R 2 , with m ≥ 1 m\ge1 m ≥ 1 , have the unique solution
ℓ t ( z 1 , z 2 ) = z 1 − t − m z 2 . \ell_t(z_1,z_2)=z_1-t^{-m}z_2. ℓ t ( z 1 , z 2 ) = z 1 − t − m z 2 .
The system has full rank for every t > 0 t>0 t > 0 , but the coefficients do not remain bounded. Therefore, the pending vector construction must control both the preserved information and the size of the coefficients and the root displacement.
Orders observed on a coupled vector field
Consider the polynomial field
Ψ ( u , v ) = ( u + u 2 + u v v + u 2 + u v + v 2 ) . (64) \Psi(u,v)=
\begin{pmatrix}
u+u^2+uv\\
v+u^2+uv+v^2
\end{pmatrix}. \tag*{(64)} Ψ ( u , v ) = ( u + u 2 + uv v + u 2 + uv + v 2 ) . (64)
Its root α = ( 0 , 0 ) T \alpha=(0,0)^{T} α = ( 0 , 0 ) T is simple, since D Ψ ( 0 , 0 ) = I D\Psi(0,0)=I D Ψ ( 0 , 0 ) = I . We apply one cycle of each method from x ( t ) = t ( 1 , 2 ) T x(t)=t(1,2)^{T} x ( t ) = t ( 1 , 2 ) T , with t = 10 − k t=10^{-k} t = 1 0 − k , 6 ≤ k ≤ 13 6\le k\le13 6 ≤ k ≤ 13 , using 220 decimal digits. From the decrease of ∥ M Ψ ( x ( t ) ) ∥ ∞ \lVert M_{\Psi}(x(t))\rVert_{\infty} ∥ M Ψ ( x ( t )) ∥ ∞ between consecutive scales, we estimate the error exponent. Table 2 presents the orders claimed for systems and the observed exponents, rounded to the integer they approach.
Table 2. Claimed order and observed order on (11.11).
For M 7 , 1 M_{7,1} M 7 , 1 , we use the integral divided difference and the weights H ( μ ) = I + μ + μ 2 H(\mu) = I + \mu+ \mu^{2} H ( μ ) = I + μ + μ 2 and G ( μ , ν ) = I + μ ν + ( 13 / 6 ) μ ν 2 G(\mu,\nu) = I + \mu\nu+ (13/6)\mu\nu^{2} G ( μ , ν ) = I + μν + ( 13/6 ) μ ν 2 . In [10 ] , we take the polynomial expressions in (26) and (46), without higher-order remainders. For WFM1–WFM5, we use the choices in Table 1 of the May 26, 2026 version of [12 ] . M5 and the Sharma–Guha scheme in the first row are algebraically equal; likewise, WFM1 reproduces CTT8. These coincidences are not counted as independent constructions.
The results show orders lower than those claimed in this coupled test. The observed-order column describes only what was observed along x ( t ) x(t) x ( t ) , not a universal order or the Q Q Q -order of all trajectories. Nor is this table used as a proof of Conjecture 11.3 . The comparison concerns the local behavior of the formulas; it does not presume that all use the same query model, since some employ divided differences or higher-order derivatives.
Local order and trajectories
Our results concern (2.2). The sequence X m X_m X m providing the obstruction is a sequence of one-cycle inputs; it is not asserted to satisfy X m + 1 = M F ( X m ) X_{m+1} = M_F(X_m) X m + 1 = M F ( X m ) . Consequently, divergence of the quotients does not, by itself, determine the Q Q Q -order of each trajectory.
§ 12 proves the implication from a local estimate to convergence of the trajectories, exhibits obstructions to the converse, and establishes sufficient conditions for transferring both barriers to Q Q Q -order. These additional conditions are not part of Theorems 4.2 and 9.1 .
Dependencies of the proofs
The general barrier in § 4 uses Theorem 4.1, namely Proposition 7.7 of [1 ] , as a previous result. The simulation, its expression through rules on response vectors, preservation of the counters, treatment of domains, and transfer of the obstruction are proved here. The effective-budget bound in Corollary 10.2 uses the same scalar antecedent.
That antecedent controls the total number of queries without distinguishing whether a first derivative is accompanied by an earlier function value. Thus, substituting d = N F + N J d = N_F + N_J d = N F + N J gives the general barrier but not the paired improvement. Conditions H ′ ( v ) = 0 H'(v) = 0 H ′ ( v ) = 0 without H ( v ) = 0 H(v) = 0 H ( v ) = 0 are not necessarily preserved by the product of simple and double factors used in our paired construction. The scalar treatment of such unpaired queries belongs to the proof of the previous result; it cannot be obtained by merely dropping a hypothesis from § 6 –§ 8 .
The paired barrier follows from Proposition 7.1 and the complete construction in § 8 . It is not deduced from a purported improvement of the general scalar theorem or from rationality of the nodes. Its analytic dependence is limited to the elementary results used explicitly: continuity, the mean value theorem, Cauchy estimates, and uniform convergence on compact disks.
Order of one cycle and order of trajectories
The preceding barriers concern estimate (5) , which must hold at all points of a punctured neighborhood of each root. In this section, we specify its relationship with the order of convergence of sequences generated by the method. We do not assume that regularity of the field carries over to the rules or the output map.
Local estimates and error equations
Fix a problem ( Ω , F , α ) (\Omega,F,\alpha) ( Ω , F , α ) for which the method is defined near the root. Write
E ( e ) = M F ( α + e ) − α ( 0 < ∥ e ∥ ∞ < ρ ) E(e) = \mathcal{M}_F(\alpha+ e) - \alpha\qquad(0 < \lVert e\rVert_\infty< \rho) E ( e ) = M F ( α + e ) − α ( 0 < ∥ e ∥ ∞ < ρ )
and, when iteration from the root is necessary, define E ( 0 ) = 0 E(0) = 0 E ( 0 ) = 0 . This extension fixes the root without making an additional query or modifying any execution with input different from it.
Proposition 12.1 (Consequences of a one-cycle estimate). Let p > 1 p > 1 p > 1 . The following statements hold.
(i) If
lim sup e → 0 , e ≠ 0 ∥ E ( e ) ∥ ∞ ∥ e ∥ ∞ p < + ∞ , \limsup_{\substack{e \to0,\\ e \ne0}} \frac{\lVert E(e)\rVert_\infty}{\lVert e\rVert_\infty^p} < +\infty, e → 0 , e = 0 lim sup ∥ e ∥ ∞ p ∥ E ( e ) ∥ ∞ < + ∞ , then there exist C , δ > 0 C,\delta> 0 C , δ > 0 such that ∥ E ( e ) ∥ ∞ ≤ C ∥ e ∥ ∞ p \lVert E(e)\rVert_\infty\le C\lVert e\rVert_\infty^p ∥ E ( e ) ∥ ∞ ≤ C ∥ e ∥ ∞ p for 0 < ∥ e ∥ ∞ < δ 0 < \lVert e\rVert_\infty< \delta 0 < ∥ e ∥ ∞ < δ .
(ii) Let m ≥ 2 m \ge2 m ≥ 2 be an integer. If P m : R n → R n P_m:\mathbb{R}^n \to\mathbb{R}^n P m : R n → R n is a homogeneous polynomial of degree m m m and
E ( e ) = P m ( e ) + o ( ∥ e ∥ ∞ m ) ( e → 0 ) , (65) E(e) = P_m(e) + o(\lVert e\rVert_\infty^m) \qquad(e \to0), \tag*{(65)} E ( e ) = P m ( e ) + o (∥ e ∥ ∞ m ) ( e → 0 ) , (65) then a local estimate with exponent m m m holds. If P m ≢ 0 P_m \not\equiv0 P m ≡ 0 , no local estimate with exponent greater than m m m holds.
(iii) If ∥ E ( e ) ∥ ∞ ≤ C ∥ e ∥ ∞ p \lVert E(e)\rVert_\infty\le C\lVert e\rVert_\infty^p ∥ E ( e ) ∥ ∞ ≤ C ∥ e ∥ ∞ p near zero, every trajectory starting sufficiently close remains in that neighborhood and converges to zero, or reaches zero in finitely many steps. For each nonterminating trajectory,
lim sup k → ∞ ∥ e k + 1 ∥ ∞ ∥ e k ∥ ∞ p ≤ C , ∥ e k + 1 ∥ ∞ ∥ e k ∥ ∞ ⟶ 0. \limsup_{k\to\infty}\frac{\lVert e_{k+1}\rVert_\infty}{\lVert e_k\rVert_\infty^p} \le C,\qquad\frac{\lVert e_{k+1}\rVert_\infty}{\lVert e_k\rVert_\infty} \longrightarrow0. k → ∞ lim sup ∥ e k ∥ ∞ p ∥ e k + 1 ∥ ∞ ≤ C , ∥ e k ∥ ∞ ∥ e k + 1 ∥ ∞ ⟶ 0.
Proof. For the first statement, let L L L be the upper limit, which is finite by hypothesis. By the definition of upper limit, there is δ > 0 \delta> 0 δ > 0 such that the quotient is less than L + 1 L + 1 L + 1 in the punctured neighborhood of radius δ \delta δ . Taking C = L + 1 C = L + 1 C = L + 1 yields the estimate. For the second, continuity of P m P_m P m on the compact sphere ∥ v ∥ ∞ = 1 \|v\|_\infty= 1 ∥ v ∥ ∞ = 1 gives
A = max ∥ v ∥ ∞ = 1 ∥ P m ( v ) ∥ ∞ < + ∞ . A = \max_{\|v\|_\infty=1} \|P_m(v)\|_\infty< +\infty. A = ∥ v ∥ ∞ = 1 max ∥ P m ( v ) ∥ ∞ < + ∞.
By homogeneity, ∥ P m ( e ) ∥ ∞ ≤ A ∥ e ∥ ∞ m \|P_m(e)\|_\infty\le A\|e\|_\infty^m ∥ P m ( e ) ∥ ∞ ≤ A ∥ e ∥ ∞ m . The remainder in (65) has norm at most ∥ e ∥ ∞ m \|e\|_\infty^m ∥ e ∥ ∞ m in a sufficiently small neighborhood. Hence ∥ E ( e ) ∥ ∞ ≤ ( A + 1 ) ∥ e ∥ ∞ m \|E(e)\|_\infty\le(A+1)\|e\|_\infty^m ∥ E ( e ) ∥ ∞ ≤ ( A + 1 ) ∥ e ∥ ∞ m there. If P m ≢ 0 P_m \not\equiv0 P m ≡ 0 , choose v v v with ∥ v ∥ ∞ = 1 \|v\|_\infty= 1 ∥ v ∥ ∞ = 1 and P m ( v ) ≠ 0 P_m(v) \ne0 P m ( v ) = 0 . For t > 0 t > 0 t > 0 ,
E ( t v ) = t m P m ( v ) + o ( t m ) , ∥ E ( t v ) ∥ ∞ t m ⟶ ∥ P m ( v ) ∥ ∞ > 0. E(tv) = t^mP_m(v) + o(t^m), \qquad\frac{\|E(tv)\|_\infty}{t^m} \longrightarrow\|P_m(v)\|_\infty> 0. E ( t v ) = t m P m ( v ) + o ( t m ) , t m ∥ E ( t v ) ∥ ∞ ⟶ ∥ P m ( v ) ∥ ∞ > 0.
For any r > m r > m r > m , the quotient ∥ E ( t v ) ∥ ∞ / t r \|E(tv)\|_\infty/t^r ∥ E ( t v ) ∥ ∞ / t r tends to + ∞ +\infty + ∞ . This rules out a local estimate with exponent r r r .
Finally, choose 0 < δ 1 < δ 0 < \delta_1 < \delta 0 < δ 1 < δ so that C δ 1 p − 1 ≤ 1 / 2 C\delta_1^{p-1} \le1/2 C δ 1 p − 1 ≤ 1/2 . If ∥ e 0 ∥ ∞ < δ 1 \|e_0\|_\infty< \delta_1 ∥ e 0 ∥ ∞ < δ 1 , then, as long as e k ≠ 0 e_k \ne0 e k = 0 ,
∥ e k + 1 ∥ ∞ ≤ C ∥ e k ∥ ∞ p − 1 ∥ e k ∥ ∞ ≤ 1 2 ∥ e k ∥ ∞ . \|e_{k+1}\|_\infty\le C\|e_k\|_\infty^{p-1}\|e_k\|_\infty\le\frac{1}{2}\|e_k\|_\infty. ∥ e k + 1 ∥ ∞ ≤ C ∥ e k ∥ ∞ p − 1 ∥ e k ∥ ∞ ≤ 2 1 ∥ e k ∥ ∞ .
Induction shows that all iterates remain in the neighborhood and that ∥ e k ∥ ∞ ≤ 2 − k ∥ e 0 ∥ ∞ \|e_k\|_\infty\le2^{-k}\|e_0\|_\infty ∥ e k ∥ ∞ ≤ 2 − k ∥ e 0 ∥ ∞ . If any iterate is zero, all subsequent ones are zero by the chosen extension. Otherwise, the quotients are defined and the initial estimate gives the stated upper limit. Moreover,
∥ e k + 1 ∥ ∞ ∥ e k ∥ ∞ ≤ C ∥ e k ∥ ∞ p − 1 ⟶ 0. \frac{\|e_{k+1}\|_\infty}{\|e_k\|_\infty} \le C\|e_k\|_\infty^{p-1} \longrightarrow0. ∥ e k ∥ ∞ ∥ e k + 1 ∥ ∞ ≤ C ∥ e k ∥ ∞ p − 1 ⟶ 0.
This proves all three statements.
Remark 12.2 (One-cycle limits and historical formulations). In [3 Section 2, p. 644] , order is formulated through a limit as the input x x x approaches the root, not merely through a limit along a trajectory. Every finite limit of normalized error on a neighborhood provides the estimate in the first part of the proposition. Likewise, a vector error equation of the form (65) , valid as e → 0 e \to0 e → 0 without restrictions on directions, provides the corresponding estimate. Hence, when a formulation of order satisfies those conditions and the method belongs to the defined query model, the barriers apply directly; it is not necessary to establish equivalence with trajectory order.
This remark does not by itself identify all historical classes of methods with our model. Causality, memorylessness, information accounting, and functional universality must be preserved. Nor does it replace an equation verified only along a particular sequence with a neighborhood limit.
Trajectories and limits of the converse implication
Definition 12.3 (Trajectory and exact Q Q Q -order). Let E E E be a map defined near zero with E ( 0 ) = 0 E(0) = 0 E ( 0 ) = 0 . A trajectory is a sequence satisfying e k + 1 = E ( e k ) e_{k+1} = E(e_k) e k + 1 = E ( e k ) whose iterates lie in the domain. It is nonterminating if e k ≠ 0 e_k \ne0 e k = 0 for every k k k . A nonterminating trajectory converging to zero has exact Q Q Q -order r > 1 r > 1 r > 1 if there exists ℓ ∈ ( 0 , + ∞ ) \ell\in(0,+\infty) ℓ ∈ ( 0 , + ∞ ) such that
∥ e k + 1 ∥ ∞ ∥ e k ∥ ∞ r ⟶ ℓ . \frac{\|e_{k+1}\|_\infty}{\|e_k\|_\infty^r} \longrightarrow\ell. ∥ e k ∥ ∞ r ∥ e k + 1 ∥ ∞ ⟶ ℓ . We say it satisfies a trajectory estimate with exponent r r r if there exist C > 0 C > 0 C > 0 and k 0 k_0 k 0 such that ∥ e k + 1 ∥ ∞ ≤ C ∥ e k ∥ ∞ r \|e_{k+1}\|_\infty\le C\|e_k\|_\infty^r ∥ e k + 1 ∥ ∞ ≤ C ∥ e k ∥ ∞ r for k ≥ k 0 k \ge k_0 k ≥ k 0 . Exact Q Q Q -order implies this latter property, but the converse does not require a positive finite limit.
The constant in a trajectory estimate may depend on the initial point. It must not be confused with a constant valid for every input in a neighborhood. Nor do we assign infinite exact Q Q Q -order to a trajectory reaching zero: from that moment onward, the quotients in the definition have zero denominator.
Example 12.4 (C 1 C^1 C 1 regularity and different orders). Consider the scalar operator from [1 Example 10.7] ,
ψ ( e ) = { − e 2 , e ≥ 0 , − e 4 , e < 0. \psi(e) =
\begin{cases}
-e^2, & e \ge0, \\
-e^4, & e < 0.
\end{cases} ψ ( e ) = { − e 2 , − e 4 , e ≥ 0 , e < 0. The function is of class C 1 C^1 C 1 : it is continuous at zero, its derivative there is zero, and the derivatives − 2 e -2e − 2 e and − 4 e 3 -4e^3 − 4 e 3 from the two sides tend to zero. If 0 < ∣ e 0 ∣ < 1 0 < |e_0| < 1 0 < ∣ e 0 ∣ < 1 , the first error is negative and nonzero. From then on,
e k + 1 = − e k 4 , ∣ e k + 1 ∣ = ∣ e k ∣ 4 . e_{k+1}=-e_k^4,\qquad|e_{k+1}|=|e_k|^4. e k + 1 = − e k 4 , ∣ e k + 1 ∣ = ∣ e k ∣ 4 . All these trajectories converge to zero and have exact Q Q Q -order four, with constant one. However, for e > 0 e>0 e > 0 ,
∣ ψ ( e ) ∣ ∣ e ∣ 4 = e − 2 ⟶ + ∞ . \frac{|\psi(e)|}{|e|^4}=e^{-2}\longrightarrow+\infty. ∣ e ∣ 4 ∣ ψ ( e ) ∣ = e − 2 ⟶ + ∞. The neighborhood estimate of order four does not hold. The exact local order of this map is two: ∣ ψ ( e ) ∣ ≤ ∣ e ∣ 2 |\psi(e)|\le|e|^2 ∣ ψ ( e ) ∣ ≤ ∣ e ∣ 2 for ∣ e ∣ < 1 |e|<1 ∣ e ∣ < 1 , and equality on the positive half-axis rules out any greater exponent.
Example 12.5 (Vector analyticity is not enough). Consider the polynomial map
E : R 2 ⟶ R 2 , E ( u , v ) = ( v 2 , v 3 ) . E:\mathbb{R}^2\longrightarrow\mathbb{R}^2,\qquad E(u,v)=(v^2,v^3). E : R 2 ⟶ R 2 , E ( u , v ) = ( v 2 , v 3 ) . For ∥ ( u , v ) ∥ ∞ < 1 \|(u,v)\|_\infty<1 ∥ ( u , v ) ∥ ∞ < 1 , we have ∥ E ( u , v ) ∥ ∞ = ∣ v ∣ 2 ≤ ∥ ( u , v ) ∥ ∞ 2 \|E(u,v)\|_\infty=|v|^2\le\|(u,v)\|_\infty^2 ∥ E ( u , v ) ∥ ∞ = ∣ v ∣ 2 ≤ ∥ ( u , v ) ∥ ∞ 2 . Along ( u , v ) = ( 0 , t ) (u,v)=(0,t) ( u , v ) = ( 0 , t ) , with 0 < t < 1 0<t<1 0 < t < 1 , the error norm is exactly t 2 t^2 t 2 . Hence the exact local order of E E E is two.
On the other hand, if 0 < ∣ v 0 ∣ < 1 0<|v_0|<1 0 < ∣ v 0 ∣ < 1 , the trajectory from ( u 0 , v 0 ) (u_0,v_0) ( u 0 , v 0 ) satisfies, for k ≥ 1 k\ge1 k ≥ 1 ,
v k = v 0 3 k , u k = v 0 2 ⋅ 3 k − 1 , ∥ ( u k , v k ) ∥ ∞ = ∣ v 0 ∣ 2 ⋅ 3 k − 1 . v_k=v_0^{3^k},\qquad u_k=v_0^{2\cdot3^{k-1}},\qquad\|(u_k,v_k)\|_\infty=|v_0|^{2\cdot3^{k-1}}. v k = v 0 3 k , u k = v 0 2 ⋅ 3 k − 1 , ∥ ( u k , v k ) ∥ ∞ = ∣ v 0 ∣ 2 ⋅ 3 k − 1 . These identities hold for k = 1 k=1 k = 1 and are preserved upon substitution into E E E . Therefore,
∥ ( u k + 1 , v k + 1 ) ∥ ∞ = ∥ ( u k , v k ) ∥ ∞ 3 ( k ≥ 1 ) . \|(u_{k+1},v_{k+1})\|_\infty=\|(u_k,v_k)\|_\infty^3\qquad(k\ge1). ∥ ( u k + 1 , v k + 1 ) ∥ ∞ = ∥ ( u k , v k ) ∥ ∞ 3 ( k ≥ 1 ) . Every nonterminating trajectory sufficiently close to the origin has exact Q Q Q -order three, with constant one. If v 0 = 0 v_0=0 v 0 = 0 , the trajectory reaches zero in one step.
Thus, even for an analytic output map, the order of all nonterminating trajectories does not automatically determine the local order of the vector map. The lowest-degree homogeneous term, ( v 2 , 0 ) (v^2,0) ( v 2 , 0 ) , vanishes in nonzero directions; the iterates approach those directions. Both examples in this subsection are abstract error operators, not query methods on an unknown function. They refute no barrier: they refute the logical implication that would allow one to switch notions of order without additional hypotheses.
A scalar bridge under regularity of the operator
The following argument develops the implication in [1 Lemma 10.5] . We use a trajectory estimate, which is a weaker hypothesis than the existence of exact Q Q Q -order.
Lemma 12.6 (Vanishing of lower-degree terms). Let b ∈ N b\in\mathbb{N} b ∈ N and let ψ \psi ψ be of class C b + 1 C^{b+1} C b + 1 in a neighborhood of zero, with ψ ( 0 ) = 0 \psi(0)=0 ψ ( 0 ) = 0 . Suppose there exist a nonterminating trajectory e k → 0 e_k\to0 e k → 0 and numbers r > b r>b r > b , C > 0 C>0 C > 0 , k 0 ∈ N 0 k_0\in\mathbb{N}_0 k 0 ∈ N 0 such that
∣ e k + 1 ∣ = ∣ ψ ( e k ) ∣ ≤ C ∣ e k ∣ r ( k ≥ k 0 ) . |e_{k+1}|=|\psi(e_k)|\le C|e_k|^r\qquad(k\ge k_0). ∣ e k + 1 ∣ = ∣ ψ ( e k ) ∣ ≤ C ∣ e k ∣ r ( k ≥ k 0 ) . :::`
Then ψ ( j ) ( 0 ) = 0 \psi^{(j)}(0)=0 ψ ( j ) ( 0 ) = 0 for 1 ≤ j ≤ b 1\le j\le b 1 ≤ j ≤ b , and there exist C 1 , δ > 0 C_1,\delta>0 C 1 , δ > 0 such that
∣ ψ ( e ) ∣ ≤ C 1 ∣ e ∣ b + 1 ( ∣ e ∣ < δ ) . |\psi(e)|\le C_1|e|^{b+1}\qquad(|e|<\delta). ∣ ψ ( e ) ∣ ≤ C 1 ∣ e ∣ b + 1 ( ∣ e ∣ < δ ) .
Proof. Suppose some derivative of order between one and b b b is nonzero, and let m m m be the smallest such order. By Taylor’s formula at zero,
ψ ( e ) = c m e m + o ( ∣ e ∣ m ) , c m = ψ ( m ) ( 0 ) m ! ≠ 0. \psi(e)=c_m e^m+o(|e|^m),\qquad c_m=\frac{\psi^{(m)}(0)}{m!}\ne0. ψ ( e ) = c m e m + o ( ∣ e ∣ m ) , c m = m ! ψ ( m ) ( 0 ) = 0.
Since e k ≠ 0 e_k\ne0 e k = 0 and e k → 0 e_k\to0 e k → 0 , we obtain
∣ ψ ( e k ) ∣ ∣ e k ∣ m ⟶ ∣ c m ∣ > 0. \frac{|\psi(e_k)|}{|e_k|^m}\longrightarrow|c_m|>0. ∣ e k ∣ m ∣ ψ ( e k ) ∣ ⟶ ∣ c m ∣ > 0.
Consequently, for all sufficiently large k k k ,
∣ ψ ( e k ) ∣ ∣ e k ∣ r ≥ ∣ c m ∣ 2 ∣ e k ∣ m − r ⟶ + ∞ , \frac{|\psi(e_k)|}{|e_k|^r}\ge\frac{|c_m|}{2}|e_k|^{m-r}\longrightarrow+\infty, ∣ e k ∣ r ∣ ψ ( e k ) ∣ ≥ 2 ∣ c m ∣ ∣ e k ∣ m − r ⟶ + ∞ ,
since m ≤ b < r m\le b<r m ≤ b < r . This contradicts the trajectory estimate. Therefore, all the indicated derivatives vanish.
Choose δ > 0 \delta>0 δ > 0 so that ψ \psi ψ is of class C b + 1 C^{b+1} C b + 1 in a neighborhood of [ − δ , δ ] [-\delta,\delta] [ − δ , δ ] , and define
M = max ∣ u ∣ ≤ δ ∣ ψ ( b + 1 ) ( u ) ∣ . M=\max_{|u|\le\delta}|\psi^{(b+1)}(u)|. M = ∣ u ∣ ≤ δ max ∣ ψ ( b + 1 ) ( u ) ∣.
Taylor’s formula with integral remainder, valid for both signs of e e e , gives
ψ ( e ) = e b + 1 b ! ∫ 0 1 ( 1 − s ) b ψ ( b + 1 ) ( s e ) d s . \psi(e)=\frac{e^{b+1}}{b!}\int_0^1(1-s)^b\psi^{(b+1)}(se)\,\mathrm{d}s. ψ ( e ) = b ! e b + 1 ∫ 0 1 ( 1 − s ) b ψ ( b + 1 ) ( se ) d s .
Thus, ∣ ψ ( e ) ∣ ≤ M ∣ e ∣ b + 1 / ( b + 1 ) ! |\psi(e)|\le M|e|^{b+1}/(b+1)! ∣ ψ ( e ) ∣ ≤ M ∣ e ∣ b + 1 / ( b + 1 )! . Taking C 1 = 1 + M / ( b + 1 ) ! C_1=1+M/(b+1)! C 1 = 1 + M / ( b + 1 )! completes the proof.
Transfer of trajectory order on an invariant axis
The simulation of Theorem 3.2 reproduces the first component of one cycle. If its output does not belong to the first axis, iterating the scalar method amounts to resetting the other coordinates to zero. Therefore, this simulation does not automatically reproduce the vector trajectories. The following hypothesis avoids this difficulty.
Theorem 12.7 (Q Q Q -order barrier under invariance and regularity). Let M \mathcal{M} M be a method with local budget ( N F , N J ) (N_F,N_J) ( N F , N J ) on H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) , with d = N F + N J ≥ 1 d=N_F+N_J\ge1 d = N F + N J ≥ 1 . Define b = 2 d − 1 b=2^{d-1} b = 2 d − 1 . Alternatively, if N F ≥ 1 N_F\ge1 N F ≥ 1 and the method is locally paired, we may take b = B ( N F , N J ) b=B(N_F,N_J) b = B ( N F , N J ) .
For each f ∈ E ∗ f\in\mathcal{E}_* f ∈ E ∗ , let a = a f a=a_f a = a f and let T f T_f T f be the induced scalar map. Suppose the following conditions hold in neighborhoods of the root, which may depend on f f f :
(i) The test axis is invariant for the outputs:
M G f ( ι ( s ) ) = ι ( T f ( s ) ) for 0 < ∣ s − a ∣ sufficiently small . \mathcal{M}G_f(\iota(s))=\iota(T_f(s))\qquad\text{for }0<|s-a|\text{ sufficiently small}. M G f ( ι ( s )) = ι ( T f ( s )) for 0 < ∣ s − a ∣ sufficiently small . (ii) The operator ψ f ( e ) = T f ( a + e ) − a \psi_f(e)=T_f(a+e)-a ψ f ( e ) = T f ( a + e ) − a admits an extension of class C b + 1 C^{b+1} C b + 1 at zero, with ψ f ( 0 ) = 0 \psi_f(0)=0 ψ f ( 0 ) = 0 .
(iii) There is a common number p > 1 p>1 p > 1 such that, for every f f f , either T f ( s ) = a T_f(s)=a T f ( s ) = a in a neighborhood of a a a , or there is a nonterminating vector trajectory, contained in the test axis and converging to ι ( a ) \iota(a) ι ( a ) , whose exact Q Q Q -order is p f ≥ p p_f\ge p p f ≥ p .
Then p ≤ b p \le b p ≤ b .
Proof. Suppose p > b p > b p > b . Fix f ∈ E ∗ f \in\mathcal{E}_* f ∈ E ∗ . If T f ( s ) = a T_f(s) = a T f ( s ) = a in a neighborhood, the estimate ∣ T f ( a + e ) − a ∣ ≤ ∣ e ∣ b + 1 \lvert T_f(a+e)-a\rvert\le\lvert e\rvert^{b+1} ∣ T f ( a + e ) − a ∣ ≤ ∣ e ∣ b + 1 is immediate. Otherwise, write the trajectory as X k = ι ( a + e k ) X_k=\iota(a+e_k) X k = ι ( a + e k ) . By invariance, once the trajectory enters the neighborhood considered,
e k + 1 = ψ f ( e k ) , ∥ X k − ι ( a ) ∥ ∞ = ∣ e k ∣ . e_{k+1}=\psi_f(e_k), \qquad\lVert X_k-\iota(a)\rVert_\infty=\lvert e_k\rvert. e k + 1 = ψ f ( e k ) , ∥ X k − ι ( a ) ∥ ∞ = ∣ e k ∣ .
The exact Q Q Q -order p f p_f p f provides a trajectory estimate with that exponent. Since p f ≥ p > b p_f \ge p > b p f ≥ p > b , Lemma 12.6 gives
∣ T f ( a + e ) − a ∣ ≤ C f ∣ e ∣ b + 1 \lvert T_f(a+e)-a\rvert\le C_f\lvert e\rvert^{b+1} ∣ T f ( a + e ) − a ∣ ≤ C f ∣ e ∣ b + 1
in a neighborhood of zero. Thus this estimate holds for every f f f in the test class, with constants that may depend on f f f .
We apply Theorem 4.2, or Theorem 9.1 in the paired case. We obtain a fixed field G f ∗ G_{f_*} G f ∗ , root α ∗ = ι ( a ∗ ) \alpha_*=\iota(a_*) α ∗ = ι ( a ∗ ) , and points X m = ι ( s m ) X_m=\iota(s_m) X m = ι ( s m ) for which the error quotient with exponent b + 1 b+1 b + 1 diverges. However, for all sufficiently large m m m , invariance and the preceding scalar estimate imply
∥ M G f ∗ ( X m ) − α ∗ ∥ ∞ = ∣ T f ∗ ( s m ) − a ∗ ∣ ≤ C f ∗ ∣ s m − a ∗ ∣ b + 1 = C f ∗ ∥ X m − α ∗ ∥ ∞ b + 1 . \left\lVert\mathcal{M}_{G_{f_*}}(X_m)-\alpha_*\right\rVert_\infty
=\lvert T_{f_*}(s_m)-a_*\rvert
\le C_{f_*}\lvert s_m-a_*\rvert^{b+1}
=C_{f_*}\lVert X_m-\alpha_*\rVert_\infty^{b+1}. M G f ∗ ( X m ) − α ∗ ∞ = ∣ T f ∗ ( s m ) − a ∗ ∣ ≤ C f ∗ ∣ s m − a ∗ ∣ b + 1 = C f ∗ ∥ X m − α ∗ ∥ ∞ b + 1 .
The contradiction proves p ≤ b p \le b p ≤ b .
Remark 12.8. The invariance hypothesis concerns only the outputs on the test family. It does not require that internal nodes remain on the axis. For n = 1 n=1 n = 1 , it is automatic, and the theorem provides the scalar version of both barriers for Q Q Q -order under regularity of the operator. For n > 1 n>1 n > 1 , it does not follow from the diagonal form of G f G_f G f : arbitrary rules could produce other output coordinates. Nor is analyticity of the field G f G_f G f sufficient to obtain an extension of ψ f \psi_f ψ f .
The alternative T f ( s ) = a T_f(s)=a T f ( s ) = a throughout a neighborhood cannot be replaced in this proof by finite termination of some trajectories, or even all of them, without an additional argument. The first is a one-cycle property on a neighborhood; the second describes only successive iterations.
A sufficient vector condition without axis invariance
Let E E E be of class C b + 1 C^{b+1} C b + 1 near zero, with E ( 0 ) = 0 E(0)=0 E ( 0 ) = 0 . For 1 ≤ j ≤ b 1 \le j \le b 1 ≤ j ≤ b , write
P j ( e ) = 1 j ! D j E ( 0 ) [ e , … , e ] . P_j(e)=\frac{1}{j!}D^jE(0)[e,\ldots,e]. P j ( e ) = j ! 1 D j E ( 0 ) [ e , … , e ] .
Here D j E ( 0 ) D^jE(0) D j E ( 0 ) is the derivative of order j j j , viewed as a symmetric multilinear map. We say that the first nonzero homogeneous term up to degree b b b is nondegenerate in directions if, for the smallest m ≤ b m \le b m ≤ b with P m ≢ 0 P_m \not\equiv0 P m ≡ 0 ,
P m ( v ) ≠ 0 for every v ≠ 0. P_m(v)\ne0 \qquad\text{for every }v\ne0. P m ( v ) = 0 for every v = 0.
If all P j P_j P j vanish, we do not impose this condition.
Lemma 12.9 (A trajectory and a nondegenerate leading term). Let b ∈ N b \in\mathbb{N} b ∈ N and suppose E E E satisfies the preceding conditions. If there is a nonterminating trajectory e k → 0 e_k \to0 e k → 0 with a trajectory estimate of exponent r > b r>b r > b , then all P j P_j P j , 1 ≤ j ≤ b 1 \le j \le b 1 ≤ j ≤ b , vanish. Moreover,
∥ E ( e ) ∥ ∞ = O ( ∥ e ∥ ∞ b + 1 ) ( e → 0 ) . \lVert E(e)\rVert_\infty=O\left(\lVert e\rVert_\infty^{b+1}\right)
\qquad(e\to0). ∥ E ( e ) ∥ ∞ = O ( ∥ e ∥ ∞ b + 1 ) ( e → 0 ) .
Proof. If there is a first nonzero P m P_m P m , the hypothesis and compactness of the maximum-norm sphere give
c = min ∥ v ∥ ∞ = 1 ∥ P m ( v ) ∥ ∞ > 0. c=\min_{\lVert v\rVert_\infty=1}\lVert P_m(v)\rVert_\infty>0. c = ∥ v ∥ ∞ = 1 min ∥ P m ( v ) ∥ ∞ > 0.
By Taylor’s formula and homogeneity,
E ( e ) = P m ( e ) + o ( ∥ e ∥ ∞ m ) , ∥ P m ( e ) ∥ ∞ ≥ c ∥ e ∥ ∞ m . E(e)=P_m(e)+o(\lVert e\rVert_\infty^m),\qquad\lVert P_m(e)\rVert_\infty\ge c\lVert e\rVert_\infty^m. E ( e ) = P m ( e ) + o (∥ e ∥ ∞ m ) , ∥ P m ( e ) ∥ ∞ ≥ c ∥ e ∥ ∞ m .
Thus ∥ E ( e ) ∥ ∞ ≥ ( c / 2 ) ∥ e ∥ ∞ m \lVert E(e)\rVert_\infty\ge(c/2)\lVert e\rVert_\infty^m ∥ E ( e ) ∥ ∞ ≥ ( c /2 ) ∥ e ∥ ∞ m for e ≠ 0 e\ne0 e = 0 sufficiently small. Along the trajectory,
∥ e k + 1 ∥ ∞ ∥ e k ∥ ∞ r ≥ c 2 ∥ e k ∥ ∞ m − r ⟶ + ∞ , \frac{\lVert e_{k+1}\rVert_\infty}{\lVert e_k\rVert_\infty^r}\ge\frac{c}{2}\lVert e_k\rVert_\infty^{m-r}\longrightarrow+\infty, ∥ e k ∥ ∞ r ∥ e k + 1 ∥ ∞ ≥ 2 c ∥ e k ∥ ∞ m − r ⟶ + ∞ ,
which contradicts the trajectory estimate. Therefore all homogeneous polynomials up to degree b b b vanish.
For each small e e e , we apply Taylor’s formula with integral remainder to the one-variable function s ↦ E ( s e ) s\mapsto E(se) s ↦ E ( se ) on [ 0 , 1 ] [0,1] [ 0 , 1 ] . We obtain
E ( e ) = 1 b ! ∫ 0 1 ( 1 − s ) b D b + 1 E ( s e ) [ e , … , e ] d s . E(e)=\frac{1}{b!}\int_0^1(1-s)^bD^{b+1}E(se)[e,\ldots,e]\,\mathrm{d}s. E ( e ) = b ! 1 ∫ 0 1 ( 1 − s ) b D b + 1 E ( se ) [ e , … , e ] d s .
On a sufficiently small closed ball, continuity provides a bound M M M for the norm of D b + 1 E D^{b+1}E D b + 1 E . Hence
∥ E ( e ) ∥ ∞ ≤ M ( b + 1 ) ! ∥ e ∥ ∞ b + 1 . \lVert E(e)\rVert_\infty\le\frac{M}{(b+1)!}\lVert e\rVert_\infty^{b+1}. ∥ E ( e ) ∥ ∞ ≤ ( b + 1 )! M ∥ e ∥ ∞ b + 1 .
This proves the assertion.
Corollary 12.10 (Q Q Q -order barrier under nondegeneracy). *Consider the budgets and one of the two choices of b b b in Theorem 12.7 , without requiring axis invariance. Suppose that, for every problem in H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) , the vector error map admits a C b + 1 C^{b+1} C b + 1 extension at zero and that its first nonzero homogeneous term up to degree b b b , when one exists, is nondegenerate in directions.
Suppose moreover that there exists p > 1 p>1 p > 1 such that, for every problem, either the error map is zero in a neighborhood or there exists a nonterminating trajectory converging to the root with exact Q Q Q -order p F ≥ p p_F\ge p p F ≥ p . Then p ≤ b p\le b p ≤ b .*
Proof. If p > b p>b p > b , every problem not solved exactly in one cycle satisfies the hypotheses of Lemma 12.9 , with r = p F r=p_F r = p F . We obtain a local estimate of exponent b + 1 b+1 b + 1 . The same estimate is immediate for problems whose error map vanishes in a neighborhood. Thus the method has universal local order at least b + 1 b+1 b + 1 on H n ( I 0 ) \mathcal{H}_n(I_0) H n ( I 0 ) , contradicting Corollary 4.3 or Theorem 9.1 , according to the choice of b b b .
Conclusions
We have proved the bound conjectured by Cordero–Torregrosa for the universal local order of iterative methods applied to systems of nonlinear equations. Our result establishes that
p ≤ 2 N F + N J − 1 , p \leq2^{N_F+N_J-1}, p ≤ 2 N F + N J − 1 ,
without needing to suppose that the number of Jacobian evaluations is less than or equal to the number of function evaluations. In particular, the inequality is also valid when N J > N F N_J > N_F N J > N F . Moreover, the proof encompasses deterministic, causal, memoryless methods whose rules need not be rational, continuous, or computable. To obtain this generality, we use a scalar representation that preserves the queries and their responses, which allows the Kung–Traub query barrier to be applied.
We have also proved that the distribution of evaluations can impose a stronger restriction on the order of convergence. When every Jacobian evaluation is performed at a point where the function has previously been evaluated, we obtain
p ≤ 2 N F − s + 1 3 s − 1 , s = min { N F , N J } . p \leq2^{N_F-s+1}3^{s-1}, \qquad s = \min\{N_F,N_J\}. p ≤ 2 N F − s + 1 3 s − 1 , s = min { N F , N J } .
This inequality strictly improves the general bound when N J > 1 N_J > 1 N J > 1 . Its proof is independent of the preceding scalar result and uses polynomial perturbations that exactly preserve the information acquired during evaluations. Thus, the improvement remains valid for arbitrary rules and does not require paired evaluations to be consecutive.
The preceding results show that limitations on the order of convergence depend not only on the total number of evaluations, but also on how the information is obtained. This leads us to propose a new conjecture relating the order to a more precise distribution of function and Jacobian evaluations. In particular, we propose the product bound
p ≤ ( q + 2 ) N J − r ( q + 3 ) r , N F − 1 = q N J + r , 0 ≤ r < N J , p \leq(q+2)^{N_J-r}(q+3)^r, \qquad N_F-1=qN_J+r,\quad0\leq r<N_J, p ≤ ( q + 2 ) N J − r ( q + 3 ) r , N F − 1 = q N J + r , 0 ≤ r < N J ,
for sufficiently broad vector classes and under the dimensional condition n ≥ N F + N J − 1 n \geq N_F+N_J-1 n ≥ N F + N J − 1 . This bound would be more restrictive for certain evaluation budgets. However, its general validity remains open.
Finally, we must recall that the barriers obtained concern the universal local order of one iteration, not the order that a method may attain on a particular system. We have also studied the relationship between this order and the Q Q Q -order of trajectories, establishing additional conditions under which our bounds remain applicable. A broader problem thus remains: determining to what extent the distribution and structure of evaluations allow new barriers to be established for iterative methods. In particular, proving or refuting the product conjecture is a natural continuation of the results obtained in this work.
References