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Solution of Non-Linear Equation: Dr. Muhammad Irfan

The document introduces the fixed point iterative method for solving nonlinear equations. It defines the fixed point theorem and the fixed point iterative method algorithm. The algorithm involves rewriting the nonlinear equation in the form x=φ(x) and then iteratively calculating xk+1=φ(xk) until convergence criteria are met. The method converges when the derivative of φ(x) is less than 1. Examples are provided to demonstrate solving equations using this method by choosing φ(x) and an initial value, and iterating until successive values are within a specified error tolerance.

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0% found this document useful (0 votes)
28 views13 pages

Solution of Non-Linear Equation: Dr. Muhammad Irfan

The document introduces the fixed point iterative method for solving nonlinear equations. It defines the fixed point theorem and the fixed point iterative method algorithm. The algorithm involves rewriting the nonlinear equation in the form x=φ(x) and then iteratively calculating xk+1=φ(xk) until convergence criteria are met. The method converges when the derivative of φ(x) is less than 1. Examples are provided to demonstrate solving equations using this method by choosing φ(x) and an initial value, and iterating until successive values are within a specified error tolerance.

Uploaded by

abdul basit shah
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
You are on page 1/ 13

Fixed Point Iterative Method 1/13

Solution of Non-linear Equation

Dr. Muhammad Irfan


School of Electrical Engineering and Computer Science (SEECS)
National University of Sciences and Technology,
Islamabad, Pakistan
Lecture 4

Dr. Muhammad Irfan Fixed Point Iterative Method 1/13


Fixed Point Iterative Method 2/13
Preliminaries

Fixed Point Iterative Method


Definition
Fixed Point Theorem:
A fixed point of a function φ is a point α such that α = φ(α).
This result is also called the fixed point theorem.

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)

Dr. Muhammad Irfan Fixed Point Iterative Method 2/13


Fixed Point Iterative Method 3/13
Preliminaries

Fixed Point Iterative Method (Cont.)

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,....

Dr. Muhammad Irfan Fixed Point Iterative Method 3/13


Fixed Point Iterative Method 4/13
Preliminaries

Fixed Point iterative Method (Cont:)

Since, we cannot perform infinite number of iterations, we need a


criterion to stop to iterations. We use one or both of the following
criterion

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 ) ≤  |

2- The magnitude of the difference between two successive iterates


is smaller than a given accuracy or an error bound 

| xk+1 − xk |≤ 

Dr. Muhammad Irfan Fixed Point Iterative Method 4/13


Fixed Point Iterative Method 5/13
Preliminaries

Fixed Point Iterative Method(Cont.)

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.

Dr. Muhammad Irfan Fixed Point Iterative Method 5/13


Fixed Point Iterative Method 6/13
Preliminaries

Fixed Point Iterative Method(Cont.)

Condition of Convergence:
The iteration method for finding a root of f (x) = 0 is written as,

xk+1 = φ(xk ) k = 0, 1, 2, 3, ....

Let be α be the exact root. i.e.

α = φ(α)
We define the error of approximation at the kth iteration as

k = xk − α k = 0, 1, 2, 3, ....

Dr. Muhammad Irfan Fixed Point Iterative Method 6/13


Fixed Point Iterative Method 7/13
Preliminaries

Fixed Point Iterative Method(Cont.)

Condition of Convergence:

xk+1 − α = φ(xk ) − φ(α) k = 0, 1, 2, 3, ....


0
xk+1 − α = (xk − α)φ (tk )
0
k+1 = φ (tk )k
0
Setting k = k − 1, we get k = φ (tk−1 )k−1 .
0 0
Hence, k+1 = φ (tk )φ (tk−1 )k−1

Using recursively, we get


0 0 0
k+1 = (φ (tk )φ (tk−1 )..........φ (to ))o

Dr. Muhammad Irfan Fixed Point Iterative Method 7/13


Fixed Point Iterative Method 8/13
Preliminaries

Fixed Point Iterative Method(Cont.)

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

Dr. Muhammad Irfan Fixed Point Iterative Method 8/13


Fixed Point Iterative Method 9/13
Preliminaries

Fixed Point Iterative Method(Cont.)

Example: Find the +ve smallest root of equation


3
x − x − 10 = 0 using general iteration method.
we have f (x) = x 3 − x − 10
f (0) = −10 f (1) = −10 f (2) = −4, f (3) = 14.
Since f (2).f (3) < 0. The smallest positive root lies in the interval
(2, 3).
1
Write x 3 − x − 10 = 0, As, x = φ(x) = (x + 10) 3
0 1
We obtain φ (x) = 2
3(x+10) 3
0
Since φ (x) < 1 for all (2, 3)
Let xo = 2.5 we have,
x1 = 2.3203, x2 = 2.3097, x3 = 2.3090, x4 = 2.3089
Since, | x3 − x4 |= 0.0001
Our root is 2.3089.
Dr. Muhammad Irfan Fixed Point Iterative Method 9/13
Fixed Point Iterative Method 10/13
Preliminaries

Fixed Point Iterative Method(Cont.)

Example: Find the -ve root of equation


3x 4 + x 3 + 12x + 4 = 0 using method of successive iteration.
we have f (x) = 3x 4 + x 3 + 12x + 4
f (0) = −4 f (−1) = −6 .
Since f (0).f (−1) < 0. The negative root lies in the interval
(−1, 0).
Write 3x 4 + x 3 + 12x + 4 = 0, As,
x = φ(x) = 3x 3 +x4 2 +12
The iteration method is x = φ(x) = 3x 3 +x4 2 +12
k k
0 4(9x 2 +2x)
we obtain φ = 3(x 3 +x 2 +12)2
0
Since φ (x) < 1 for all (−1, 0)
Let xo = −0.25 we have,
x1 = −0.3329, x2 = −0.3333
Dr. Muhammad Irfan Fixed Point Iterative Method 10/13
Fixed Point Iterative Method 11/13
Preliminaries

Fixed Point Iterative Method(Cont.)

Example: Find the root of equation 2x = cos x + 3 correct


to three decimal points using fixed point iteration method
we have f (x) = 2x − cos x − 3
f (1) = −1.5403 f (2) = 1.4161 .
Since f (1).f (2) < 0. The root lies in the interval (1, 2).
Write 2x − cos x − 3 = 0, As, x = φ(x) = cos 2x+3
cos xk +3
The iteration method is x = φ(x) = 2
0
we obtain φ = − sin
2
x
0
Since φ (x) < 1 for all (1, 2)
Let xo = 1.5 we have,
x1 = −1.5354, x2 = 1.5177, x3 = 1.5265, x4 = 1.5221
x5 = 1.5243, x6 = 1.5232, x7 = 1.5238, x8 = 1.5236, x9 =
1.5236

Dr. Muhammad Irfan Fixed Point Iterative Method 11/13


Fixed Point Iterative Method 12/13
Preliminaries

Fixed Point Iterative Method(Cont.)

Example: Find the root of equation e −x = 10x correct to


three decimal points using fixed point iteration method
we have f (x) = e −x − 10x
f (0) = 1 f (1) = −9.6321 .
Since f (0).f (1) < 0. The root lies in the interval (0, 1).
−x
Write e −x − 10x = 0, As, x = φ(x) = e10
0 −x
we obtain φ = −e10
0
Since φ (x) < 1 for all (0, 1)
Let xo = 0 we have,
x1 = −0.10000, x2 = 0.0905, x3 = 0.0913, x4 = 0.0913

Dr. Muhammad Irfan Fixed Point Iterative Method 12/13


Fixed Point Iterative Method 13/13
Preliminaries

Fixed Point Iterative Method(Cont.)

Dr. Muhammad Irfan Fixed Point Iterative Method 13/13

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