Sec:2.

Fixed- Point
Iteration
Sec:2.2 Fixed- Point Iteration

 The number is a fixed point for a given function if.

Example: A
  fixed point for g occurs precisely when the graph of
intersects the graph of
 
Determine any fixed points of
the function

solution

 𝑝=𝑔 ( 𝑝)

 𝑝= 𝑝2 − 2

0=
  𝑝2 − 𝑝 −2
 𝑝=−1 , 𝑝=2
Sec:2.2 Fixed- Point Iteration

Theorem 2.3

(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]. Example
 Show that g(x) = has a unique
fixed point on the interval [−1, 1].

Example
 
Show that g(x) = has at least one
fixed point on the interval [−1, 1].
Sec:2.2 Fixed- Point Iteration

 The number is a fixed point for a given function if.

Example 𝒏   𝒑𝒏

 Find the fixed point of the function 1 0.0000000000000

  2 1.0000000000000
 
3 0.3678794411714
4 0.6922006275553
5 0.5004735005636
 𝒑𝒊+𝟏= 𝒈 ( 𝒑𝒊 ) 6 0.6062435350856
7 0.5453957859750
    8 0.5796123355034
Starting with an initial guess of p0 = 0 9 0.5601154613611
10 0.5711431150802
 𝒑𝟏= 𝒈 ( 𝒑 𝟎 )= 𝒆− 𝟎=𝟏 11 0.5648793473910
−𝟏
12 0.5684287250291
 𝒑𝟐= 𝒈 ( 𝒑𝟏 ) =𝒆 = 0.367879
− 𝟎 .𝟑𝟔𝟕𝟖𝟕𝟗
 𝒑𝟑 =𝒈 ( 𝒑 𝟐 )= 𝒆 = 0.692201 Thus, each iteration brings the estimate closer
to the true fixed point: 0.56714329
 ⋮  ⋮  ⋮  ⋮
Sec:2.2 Fixed- Point Iteration

 The number is a fixed point for a given function if.

  Finding  Root Finding of

fixed point of

   
Is a Is a
fixed point of root of

𝒇  ( 𝒙)=𝒙 − 𝒈( 𝒙)
Sec:2.2 Fixed- Point Iteration

 Example1
simple fixed-point iteration

Step 1 can be simply manipulated to yield

   
 rearranging the function
 

 
so that x is on the left-hand side of the  Example2
equation:
(*) can be simply manipulated to yield
 

Step 2

 given an initial guess at the root , (*) can be used

to compute a new estimate as expressed by the Note
iterative formula Convert the problem from root-
finding to finding fixed-point
Sec:6.1 Fixed- Point Iteration

Step 1 Example1
 
Use simple fixed-point iteration to
 rearranging the function
  locate the root of
 
 

𝒏   𝒑𝒏
Step 2
 𝒑𝒊+𝟏= 𝒈 ( 𝒑𝒊 ) 1 0.0000000000000
2 1.0000000000000
    3 0.3678794411714
4 0.6922006275553
Starting with an initial guess of p0 = 0 5 0.5004735005636
−𝟎 6 0.6062435350856
 𝒙𝟏 = 𝒈 ( 𝒑𝟎 ) =𝒆 =𝟏 7 0.5453957859750
−𝟏 8 0.5796123355034
 𝒑𝟐=𝒈 ( 𝒑𝟏 ) =𝒆 =0.367879 9 0.5601154613611
− 𝟎 .𝟑𝟔𝟕𝟖𝟕𝟗 10 0.5711431150802
 𝒑𝟑 =𝒈 ( 𝒑 𝟐 )= 𝒆 = 0.692201 11 0.5648793473910
12 0.5684287250291
 ⋮  ⋮  ⋮  ⋮
Thus, each iteration brings the estimate closer
to the true value of the root: 0.56714329
Sec:2.2 Fixed- Point Iteration

  𝒑𝒏− 𝒑
clear; clc; format long
p(1) = 0;
g = @(x) exp(-x);
𝜺𝒕 = |𝒑
× 𝟏𝟎𝟎 % |
true_root = 0.56714329; 𝒏   𝒑𝒏 𝜺  𝒕 (%)
for k=1:11 1 0.0000000000000 100.00
p(k+1) = g( p(k) ); 2 1.0000000000000 76.32
rel=abs( (p(k) - true_root )/ true_root ); 3 0.3678794411714 35.13
fprintf('%d %10.4f %10.4f\n', k,p(k),rel); 4 0.6922006275553 22.05
end 5 0.5004735005636 11.75
6 0.6062435350856 6.89
7 0.5453957859750 3.83
8 0.5796123355034 2.19
9 0.5601154613611 1.23
10 0.5711431150802 0.70
11 0.5648793473910 0.39
12 0.5684287250291 0.22

Notice that the true percent relative error for

each iteration is roughly proportional (by a
factor of about 0.5 to 0.6) to the error from the
previous iteration. This property, called linear
convergence
Sec:2.2 Fixed- Point Iteration

The
  derivative mean-value theorem states that if
a function and its first derivative are
continuous over an interval , then there exists at
least one value of within the interval such that
 𝑔 ( 𝑏 ) − 𝑔 ( 𝑎 ) =𝑔′ ( 𝜉 ) ( 𝑏 −𝑎)

The right-hand side of this equation is the slope

of the line joining and .
Slope
  of the
tangent line is

Slope
  of
this line is

 𝜉
Sec:2.2 Fixed- Point Iteration Convergence
Suppose that the true solution is
   
|  𝑬 𝒏+𝟏|=|𝒈 ′ ( 𝝃 )|∙| 𝑬𝒏|
the iterative equation is   𝒌 |𝑬 𝒏|  
¿ ( If , )

    the errors decrease with each iteration

Subtracting these equations yields |  𝑬 𝒏+𝟏|< 𝒌| 𝑬𝒏|
   
|  𝑬𝟏𝟎|<𝒌 |𝑬 𝟗|< ⋯< 𝒌 𝟗|𝑬𝟏|< 𝒌 𝟏𝟎| 𝑬𝟎|
The derivative mean-value theorem gives
𝒏
   ) | 𝒏| | 𝑬𝟎|
 
𝑬 <𝒌
  where is somewhere between and Step 1

 rearranging the function

If the true error for iteration n is defined as  sothat x is on the left-hand side of the
 𝑬𝒏 = 𝒑 − 𝒑𝒏 equation:

 𝑬𝒏 +𝟏=𝒈 ′ ( 𝝃 ) 𝑬𝒏
  Select
|  𝑬 𝒏+𝟏|=|𝒈 ′ ( 𝝃 )|∙| 𝑬𝒏|
Sec:2.2 Fixed- Point Iteration

Theorem 2.4 (Fixed-Point Theorem)

Let g ∈ C[a, b] be such that g(x) ∈ [a, b], for all x in [a, b]. Suppose, in
addition, that g exists on (a, b) and that a constant 0 < k < 1 exists with

|g(x)| ≤ k, for all x ∈ (a, b).

Then for any number p0 in [a, b], the sequence defined by

pn = g( pn−1), n ≥ 1,

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

 
Corollary 2.5
If g satisfies the hypotheses of Theorem 2.4, then bounds for the error
involved in using pn to approximate p are given by
| pn − p| ≤ max{ p0 − a, b − p0} (2.5)
and Two important
error equation
| pn − p| ≤ | p1 − p0|, for all n ≥ 1. (2.6)