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  • Simple Fixed Point Iteration Method PDF

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    rajakishore mohapatra
    133 views11 pages
    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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    Simple fixed point iteration method

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    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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    © All Rights Reserved
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    133 views11 pages

    Simple Fixed Point Iteration Method PDF

    Uploaded by

    rajakishore mohapatra
    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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    © All Rights Reserved
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    of 11

    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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