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Fixed Point Iteration

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Fixed Point Iteration

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 [Graphics:Images/FixedPointMod_gr_1.gif] for computing successive terms is needed, together with a starting value [Graphics:Images/FixedPointMod_gr_2.gif].Then a sequence of values [Graphics:Images/FixedPointMod_gr_3.gif] is obtained using the iterative rule [Graphics:Images/FixedPointMod_gr_4.gif].The sequence has the pattern

[Graphics:Images/FixedPointMod_gr_5.gif](starting value)
[Graphics:Images/FixedPointMod_gr_6.gif]
[Graphics:Images/FixedPointMod_gr_7.gif]
[Graphics:Images/FixedPointMod_gr_8.gif]
[Graphics:Images/FixedPointMod_gr_9.gif]
[Graphics:Images/FixedPointMod_gr_10.gif]
[Graphics:Images/FixedPointMod_gr_11.gif]

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 [Graphics:Images/FixedPointMod_gr_12.gif] is a number [Graphics:Images/FixedPointMod_gr_13.gif] such that [Graphics:Images/FixedPointMod_gr_14.gif].

Caution.A fixed point is not a root of the equation[Graphics:Images/FixedPointMod_gr_15.gif],it is a solution of the equation[Graphics:Images/FixedPointMod_gr_16.gif].

Geometrically, the fixed points of a function[Graphics:Images/FixedPointMod_gr_17.gif]are the point(s) of intersection of the curve[Graphics:Images/FixedPointMod_gr_18.gif]and the line[Graphics:Images/FixedPointMod_gr_19.gif].

[Graphics:Images/FixedPointMod_gr_20.gif]

Definition (Fixed Point Iteration). The iteration [Graphics:Images/FixedPointMod_gr_21.gif] for [Graphics:Images/FixedPointMod_gr_22.gif] is called fixed point iteration.


Theorem (For a converging sequence). Assume that [Graphics:Images/FixedPointMod_gr_23.gif] is a continuous function and that [Graphics:Images/FixedPointMod_gr_24.gif] is a sequence generated by fixed point iteration.
If[Graphics:Images/FixedPointMod_gr_25.gif],then [Graphics:Images/FixedPointMod_gr_26.gif] is a fixed point of [Graphics:Images/FixedPointMod_gr_27.gif].


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 [Graphics:Images/FixedPointMod_gr_28.gif], i. e.[Graphics:Images/FixedPointMod_gr_29.gif]is continuous on[Graphics:Images/FixedPointMod_gr_30.gif].
Then we have the following conclusions.
(i).If the range of the mapping [Graphics:Images/FixedPointMod_gr_31.gif] satisfies [Graphics:Images/FixedPointMod_gr_32.gif] for all [Graphics:Images/FixedPointMod_gr_33.gif], then[Graphics:Images/FixedPointMod_gr_34.gif] has a fixed point in [Graphics:Images/FixedPointMod_gr_35.gif].
(ii).Furthermore, suppose that [Graphics:Images/FixedPointMod_gr_36.gif] is defined over [Graphics:Images/FixedPointMod_gr_37.gif] and that a positive constant [Graphics:Images/FixedPointMod_gr_38.gif] exists with
[Graphics:Images/FixedPointMod_gr_39.gif]for all[Graphics:Images/FixedPointMod_gr_40.gif],then [Graphics:Images/FixedPointMod_gr_41.gif] has a unique fixed point [Graphics:Images/FixedPointMod_gr_42.gif] in [Graphics:Images/FixedPointMod_gr_43.gif].


Theorem (Second Fixed Point Theorem). Assume that the following hypothesis hold true.
(a)[Graphics:Images/FixedPointMod_gr_44.gif] is a fixed point of a function [Graphics:Images/FixedPointMod_gr_45.gif],
(b)[Graphics:Images/FixedPointMod_gr_46.gif],
(c)[Graphics:Images/FixedPointMod_gr_47.gif] is a positive constant,
(d)[Graphics:Images/FixedPointMod_gr_48.gif], and
(e)[Graphics:Images/FixedPointMod_gr_49.gif]for all[Graphics:Images/FixedPointMod_gr_50.gif].
Then we have the following conclusions.
(i).If [Graphics:Images/FixedPointMod_gr_51.gif]for all[Graphics:Images/FixedPointMod_gr_52.gif],then the iteration[Graphics:Images/FixedPointMod_gr_53.gif]will converge to the
unique fixed point [Graphics:Images/FixedPointMod_gr_54.gif].In this case, [Graphics:Images/FixedPointMod_gr_55.gif] is said to be an attractive fixed point.
(ii).If [Graphics:Images/FixedPointMod_gr_56.gif]for all[Graphics:Images/FixedPointMod_gr_57.gif],then the iteration[Graphics:Images/FixedPointMod_gr_58.gif]will not converge to [Graphics:Images/FixedPointMod_gr_59.gif].
In this case, [Graphics:Images/FixedPointMod_gr_60.gif] is said to be a repelling fixed point and the iteration exhibits local divergence.


Remark 1.It is assumed that [Graphics:Images/FixedPointMod_gr_61.gif] in statement (ii).

Remark 2.Because [Graphics:Images/FixedPointMod_gr_62.gif]is continuous on an interval containing [Graphics:Images/FixedPointMod_gr_63.gif], it is permissible to use the simpler criterion [Graphics:Images/FixedPointMod_gr_64.gif]and[Graphics:Images/FixedPointMod_gr_65.gif] in (i) and (ii), respectively.


Corollary. Assume that [Graphics:Images/FixedPointMod_gr_66.gif]satisfies hypothesis (a)-(e)of the previous theorem.Bounds for the error involved when using[Graphics:Images/FixedPointMod_gr_67.gif]to approximate[Graphics:Images/FixedPointMod_gr_68.gif]are given by
[Graphics:Images/FixedPointMod_gr_69.gif]for[Graphics:Images/FixedPointMod_gr_70.gif],
and
[Graphics:Images/FixedPointMod_gr_71.gif]for[Graphics:Images/FixedPointMod_gr_72.gif].

Graphical Interpretation of Fixed-point Iteration

Since we seek a fixed point [Graphics:Images/FixedPointMod_gr_73.gif] to [Graphics:Images/FixedPointMod_gr_74.gif],it is necessary that the graph of the curve[Graphics:Images/FixedPointMod_gr_75.gif]and the line[Graphics:Images/FixedPointMod_gr_76.gif]intersect at the point [Graphics:Images/FixedPointMod_gr_77.gif].
The following animations illustrate two types iteration: monotone and oscillating.


Algorithm (Fixed Point Iteration).To find a solution to the equation[Graphics:Images/FixedPointMod_gr_78.gif] by starting with[Graphics:Images/FixedPointMod_gr_79.gif] and iterating[Graphics:Images/FixedPointMod_gr_80.gif].

Mathematica Subroutine (Fixed Point Iteration).

[Graphics:Images/FixedPointMod_gr_81.gif]

Example.Use fixed point iteration to find the fixed point(s) for the function[Graphics:Images/FixedPointMod_gr_82.gif].
Solution.



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