Solution of Non-Linear Equation: Dr. Muhammad Irfan
Solution of Non-Linear Equation: Dr. Muhammad Irfan
Definition
Fixed Point Iterative Method::
The first step in this method is to rewrite the given function
f (x) = 0 in an equivalent form as
x = φ(α)
Definition
Algorithm :
1. Consider f (x) = 0 and transform it to the form x = φ(x).
2. Choose an arbitrary xo .
3. Do the iterations xk+1 = φ(xk ) ; k=0,1,2,3,....
Definition
Stoping Criteria: 1- The equation f (x) = 0 is satisfied to a given
accuracy or f (x) is bounded by an error tolerance .
| f (xk ) ≤ |
| xk+1 − xk |≤
Definition
How to write x=f(x)?:
Example: f (x) = x 3 − 5x + 1 = 0
Given equation can be rewritten in the following forms
q
3 1
(i). x = x 5+1 (ii). x = (5x − 1) 3 , (iii). x = 5x−1
x
Remarks:
Convergence of an iteration method xk+1 = φ(xk ), k=1,2,3,...
depends on the choice of the iteration function φ(x), and a
suitable initial approximation xo to the root.
Condition of Convergence:
The iteration method for finding a root of f (x) = 0 is written as,
α = φ(α)
We define the error of approximation at the kth iteration as
k = xk − α k = 0, 1, 2, 3, ....
Condition of Convergence:
Condition of Convergence:
The initial error o is known and is a constant. We have
0 0 0
| k+1 |=| φ (tk ) || φ (tk−1 ) | ........... | φ (to ) || o |
0
Let | φ (tk ) |≤ c. Then
| k+1 |≤ c k+1 | o |
For convergence, we require that | k+1 |→ 0 as k → ∞. This is
only possible if c < 1. Therefore, this method converges iff
0
| φ (xk ) |≤ c ≤ 1