Scribd
Upload
14 views4 pages

6. Fixed Point Iteration

Uploaded by

Mohammad Humayun
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
14 views4 pages

6. Fixed Point Iteration

Uploaded by

Mohammad Humayun
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 4

FIXED POINT ITERATION

Imagine you're trying to find a specific spot


on a map, like a treasure hidden in a forest.
Instead of wandering randomly, you decide
to follow a set of clear instructions: "From
your current position, move to the spot
marked on your map." You keep repeating
this process—moving to the new spot you
found—until you finally get to the treasure.
In math, the Fixed Point Iteration Method
works similarly. You start with an initial
guess for the solution to an equation, and
then you repeatedly plug that guess into a
function to get a new guess. The idea is that
if you keep doing this, your guesses will
eventually settle down to a specific value—
like finding the treasure.

A fixed point for a function is a number at which the value of the function does not
change when the function is applied.
Definition: The number p is a fixed point for a function g if g(p) = p.
Example: Determine any fixed points of
𝑔(𝑥) = 𝑥 2 − 2.
Solution: A fixed point p for g has property
𝑥 = 𝑔(𝑥) = 𝑥 2 − 2.
A fixed point for g occurs
when graph of y = g(x) intersects y = x.
So g has two fixed points,
p = −1 and p = 2 as
−1 = 𝑔(−1) and 2 = 𝑔(2).
Why we are finding fixed point here?
An important application of a fixed point is that if we write an equation 𝑓(𝑥) = 0
in the fixed-point form x = g(x) using simple algebraic manipulation, same x will
also be the solution of the equation 𝑓(𝑥) = 0 = 𝑥 − 𝑔(𝑥) . It means above
calculated fixed points are also the solutions of equation 𝑥 2 − 𝑥 − 2 = 0.
The following theorem gives sufficient conditions for the existence and uniqueness
of a fixed point.
Theorem: (i) If g ∈ C[a, b] and g(x) ∈ [a, b] for all x ∈ [a, b], then g has at least
one fixed point in [a, b].
(ii) If, in addition, 𝑔′ (𝑥) exists on (a, b) and a positive constant k < 1 exists with
|𝑔′ (𝑥)| ≤ k, for all x ∈ (a, b), then there is exactly one fixed point in [a, b].

To approximate the fixed point of a function g, we choose an initial approximation


𝑝0 and generate the sequence {𝑝𝑛 }∞
𝑛=0 by letting 𝑝𝑛 = 𝑔(𝑝𝑛−1 ), for each n ≥ 1.

Such sequence converges to the unique fixed point p in [a, b].


Illustration: The equation 𝑥 3 + 4𝑥 2 − 10 = 0 has a unique root in [1, 2]. There
are many ways to change the equation to the fixed-point form x = g(x) using simple
algebraic manipulation.
Here, to obtain the function g, we can manipulate the equation 𝑥 3 + 4𝑥 2 − 10 = 0
in the following four ways:
10
𝑥 3 = 10 − 4𝑥 2 ⇒ (𝑎) 𝑥 = √ − 4𝑥
𝑥

1
4𝑥 2 = 10 − 𝑥 3 ⇒ (𝑏) 𝑥 = √10 − 𝑥 3
2

10
𝑥 2 (𝑥 + 4) = 10 ⇒ (𝑐) 𝑥 = √
4+𝑥

𝑥 3 +4𝑥 2 −10
and by some other means (𝑑) 𝑥 = 𝑥 −
3𝑥 2 +8𝑥

To start the sequence for each function, let us take 𝑝0 = 1.5 from [1, 2].
We have summarized these four sequences in the form of a table as:
n (a) (b) (c) (d)

10 𝟏 𝟏𝟎 𝒙𝟑 +𝟒𝒙𝟐 −𝟏𝟎
𝑥 = √ 𝑥 − 4𝑥 𝒙= √10 − 𝑥 3 𝒙 = √4+𝒙 𝒙=𝑥− 3𝒙𝟐 +8𝑥
2

0 1.5 1.5 1.5 1.5

1 0.8165 1.28695 1.34840 1.37333

2 2.9969 1.40254 1.36738 1.36526

3 √−8.65 1.34546 1.36496 1.36523

4 1.37517 1.365265 1.36523

5 1.36009 1.365226

6 1.36785 1.36523

7 1.36389

8 1.36592

9 1.36488

10 1.36541

11 1.36514

12 1.36528

We found that sequence obtained by function in (d) rapidly converges to a


solution.

Now, the Newton-Raphson Method can be thought of as a more refined


version of the fixed-point iteration process. While fixed-point iteration
uses a single function 𝑔(𝑥), Newton-Raphson uses the derivative of the
function you're trying to solve, making it faster and more efficient.

You might also like