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Roots of Equations
- Simple Fixed-Point
Iteration
Learning Outcome
At
Open Methods
Open
Open Methods
The
a)
b)
c)
Simple Fixed-Point
Iteration
A
This
Simple Fixed-Point
Iteration
Example:
x of
g (x)
form
Convert x 2 2 x 3 0
x2 2x 3 0
x2 3
x
2
or x 2 x 3
3
or x 2
x
or x x 2 x 3
in the
Simple Fixed-Point
Iteration
utility ofx g (x)
is that it provides a
formula to predict a new value of x as a
function of an old value of x. Thus, given
an initial guessesxi
the equationx g (x)
xi 1
can be used to compute a new
estimate
as expressed by the
iterative formula
The
xi 1 g ( xi )
Simple Fixed-Point
Iteration
The
algorithm is as follows:
x0
Initial guess =
First iteration:
x1 g ( x0 )
Second iteration:
x2 g ( x1 )
Third iteration:
x3 g ( x2 )
Fourth iteration:
x4 g ( x3 )
Simple Fixed-Point
Iteration
This
g ( x1 ) x2
g ( x2 )
g ( x0 )
g ( x0 ) x1
root
This
x0
g (x)
Simple Fixed-Point
Iteration
The
g (x)
g ( xi ) xi 1
g ( xi )
g ( xi 1 ) xi 2
g ( xi 2 ) xi 3
g ( xi 1 )
g ( xi 2 )
root
This
xi
Simple Fixed-Point
Iteration
The
Divergence of Fixed-Point
Iteration
This
Convergence of Fixed-Point
Iteration
(a)
and (b)
converged to
true root.
(c) and (d)
diverged away
from true root.
Convergence
occurs if in the
region of interest
g ' ( x) 1
Example 1
Use
Solution
Rearranging
as
x1 guess
2 sin( of
x0 )
Using an initial
, the first
iteration is
2 sin( 0.5 ) 1.299274
a
x1 x0
1.299274 0.5
100%
100% 61.517%
x1
1.299274
Solution
xi
a (%)
0.5
1.299274
61.517
1.817148
28.499
1.950574
6.840
1.969743
0.973
1.972069
0.118
1.972344
0.014
1.972377
0.002
1.9723805
0.00018
Example 2
Use
Solution
Rearranging
as
x
f
(
x
)
e
x0
the equation
x e x
xi
x
e
1
The formula for isimple
fixed-point iteration
x0 0
is
0.56714329 0
100% 100%
0.56714329
initial
guess of
,
Using an
Solution
First
iteration:
x1 e x0 e 0 1
1 0
a
100% 100%
1
t
Second
iteration:
0.56714329 1
100% 76.3%
0.56714329
x2 e x1 e 1 0.367879
0.367879 1
a
100% 171.8%
0.367879
0.56714329 0.367879
100% 35.1%
0.56714329
Solution
All
t (%)
xi
100.0
76.3
0.367879
171.8
35.1
0.692201
46.9
22.1
0.500473
38.3
11.8
0.606244
17.4
6.89
0.545396
11.2
3.83
0.579612
5.9
2.20
0.560115
3.48
1.24
0.571143
1.93
0.71
10
0.564879
1.11
0.40
100.0
Solution
10 iterations, a 1.5%
and the
computation is terminated. The
approximate value of the root is
0.564879. Thus, each iteration brings
the estimate closer to the true value of
the root 0.56714329.
After