Fixed Point Iteration
A fundamental principle in computer science is iteration.As the
name suggests, a process is repeated until an answer is achieved. Iterative
techniques are used to find roots of equations, solutions of linear and
nonlinear systems of equations, and solutions of differential equations.
A rule or function
for computing successive terms is needed, together with a starting value
.Then
a sequence of values
is obtained using the iterative rule
.The
sequence has the pattern
(starting
value)
What can we learn from an unending sequence of numbers?If the numbers
tend to a limit, we suspect that it is the answer.
Finding Fixed Points
Definition ( FixedPoint ).
A fixed point of a function
is a number
such that
.
Caution.A fixed point is
not a root of the equation,it
is a solution of the equation.
Geometrically, the fixed points of a functionare
the point(s) of intersection of the curveand
the line.
Definition (Fixed Point Iteration).
The iteration
for
is called fixed point iteration.
Theorem (For a converging sequence).
Assume that
is a
continuous function and that
is a sequence generated by fixed point iteration.
If,then
is a fixed point of
.
The following two theorems establish conditions for the existence of a
fixed point and the convergence of the fixed-point iteration process to a fixed
point.
Theorem (First
Fixed Point Theorem).
Assume that
,
i. e.is
continuous on .
Then we have the following conclusions.
(i).If the range of the mapping
satisfies
for all
,
then
has a fixed point in
.
(ii).Furthermore, suppose that
is defined over
and that a positive constant
exists with
for
all ,then
has a unique fixed point
in
.
Theorem (Second Fixed Point Theorem).
Assume that the following hypothesis hold true.
(a)
is a fixed point of a function
,
(b),
(c)
is a positive constant,
(d) ,
and
(e) for
all .
Then we have the following conclusions.
(i).If
for
all ,then
the iterationwill
converge to the
unique fixed point
.In
this case,
is said to be an attractive fixed point.
(ii).If
for
all ,then
the iterationwill
not converge to
.
In this case,
is said to be a repelling fixed point and the iteration exhibits local
divergence.
Remark 1.It is assumed that
in statement (ii).
Remark 2.Because
is
continuous on an interval containing
,
it is permissible to use the simpler criterion
and
in (i) and (ii), respectively.
Corollary. Assume that
satisfies
hypothesis (a)-(e)of the previous
theorem.Bounds for the error involved when usingto
approximateare
given by
for,
and
for.
Graphical Interpretation of Fixed-point Iteration
Since we seek a fixed point
to
,it
is necessary that the graph of the curveand
the lineintersect
at the point
.
The following animations illustrate two types iteration: monotone and
oscillating.
Algorithm (Fixed Point
Iteration).To find a solution to
the equation
by starting with
and iterating.
Mathematica Subroutine (Fixed Point Iteration).
Example.Use fixed point iteration to
find the fixed point(s) for the function.
Solution.
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