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Simple Fixed Point Iteration Method PDF

Simple fixed-point iteration is a method for finding the roots of an equation f(x)=0 by rearranging it as x=g(x) and iteratively applying the function g(x). The method converges if the derivative of g(x) is less than 1, meaning the error decreases each iteration. An example applies the method to solve f(x)=e^-x-x by setting g(x)=e^-x and tracking the iterations and decreasing error percentages.

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936 views11 pages

Simple Fixed Point Iteration Method PDF

Simple fixed-point iteration is a method for finding the roots of an equation f(x)=0 by rearranging it as x=g(x) and iteratively applying the function g(x). The method converges if the derivative of g(x) is less than 1, meaning the error decreases each iteration. An example applies the method to solve f(x)=e^-x-x by setting g(x)=e^-x and tracking the iterations and decreasing error percentages.

Uploaded by

rajakishore mohapatra
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
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Simple Fixed-Point Iteraton

• Rearrange the functon so that x is on the


lef side of the equuaton:u
f ( x) 0  g ( x)  x
xi 1  g ( xi )
• Bracketing methods are “convergent”.
• Fixed-point methods may sometime “diverge”,
depending on the stating point (initial guess)
and how the function behaves.
Simple Fixed-Point Iteraton
Examples:
2
1. f ( x )  x  x 2 x 0
g ( x)  x 2  2
or
g ( x)  x  2
or
2
g ( x) 1 
x

2. f(x) = x 2-2x+3  x = g(x)=(x2+3)/2


3. f(x) = sin x  x = g(x)= sin x + x
3. f(x) = e-x- x  x = g(x)= e-x
Simple Fixed-Point Iteraton Convergence

• x = g(x) can be
expressed as a pair of
equuatons:u
y1= x
y2= g(x)…. (component
equuatons)
• Plot them separately.
Simple Fixed-Point Iteraton Convergence

x i 1  g (x i )      1
Suppose that the true root:
x r  g (x r )      2
Subtracting  1 from  2 
x r  x i 1  g ( x r )  g ( x i )    (3)
Simple Fixed-Point Iteraton Convergence

Derivatve mean value theorem:u


If g(x) are contnuous in [a,b] then there exist at
least one value of x= within the interval such
that:u
' g b   g  a
g   
ba

i.e. there exist one point where the slope parallel to the line
joining (a & b)
Simple Fixed-Point Iteraton Convergence
x r  x i 1  g (x r )  g (x i ) 
Let a x i and b x r
' g xr   g xi 
g   
xr  xi
'
g  x r   g  x i   x r  x i  g   
then x r  x i 1  x r  x i  g '   
E t ,i 1 g '    E t ,i
'
If g     1.0 the error decreases with each iteration
'
If g     1.0 the error increases with each iteration
Simple Fixed-Point Iteraton Convergence

• Fixed-point iteraton converges if :u


g (x )  1 (slope of the line f (x ) x )
• When the method converges, the error
is roughly proportonal to or less than
the error of the previous step, therefore
it is called “linearly convergent.”
Simple Fixed-Point Iteraton-Convergence
Example: Simple Fixed-Point Iteraton

f(x) = e-x - x f(x)


f(x)=e-x - x
1. f(x) is manipulated so that we get
x=g(x) g(x) = e-x
Root x
2. Thus, the formula predictng the
new value of x is:u xi+1 = e-x
i

f(x)
f1(x) = x
3. Guess xo = 0
4. The iteratons contnues tll the g(x) = e-x
approx. error reaches a certain
limitng value
x
Example: Simple Fixed-Point Iteraton

i xi g(xi) ea% et%

0 0 1.0
1 1.0 0.367879 100 76.3
2 0.367879 0.692201 171.8 35.1
3 0.692201 0.500473 46.9 22.1
4 0.500473 0.606244 38.3 11.8
5 0.606244 0.545396 17.4 6.89
6 0.545396 0.579612 11.2 3.83
7 0.579612 0.560115 5.90 2.2
8 0.560115 0.571143 3.48 1.24
9 0.571143 0.564879 1.93 0.705
10 0.564879 1.11 0.399
Example: Simple Fixed-Point Iteraton

i xi g(xi) ea% et%

0 0 1.0
1 1.0 0.367879 100 76.3
2 0.367879 0.692201 171.8 35.1
3 0.692201 0.500473 46.9 22.1
4 0.500473 0.606244 38.3 11.8
5 0.606244 0.545396 17.4 6.89
6 0.545396 0.579612 11.2 3.83
7 0.579612 0.560115 5.90 2.2
8 0.560115 0.571143 3.48 1.24
9 0.571143 0.564879 1.93 0.705
10 0.564879 1.11 0.399

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