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Overview of Fixed Point Iteration
Numerical Analysis
Isaac Amornortey Yowetu
NIMS-Ghana
June 21, 2020
Background of Fixed Point Iteration
1 Background of Fixed Point Iteration
2 Steps In Solving Fixed Point Iteration
Graphical Example
Finding the derivative of g(x)
3 Performing Iteration to find Solution (approximate)
4 Application of Fixed-Point Iteration
Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 2 / 10
Background of Fixed Point Iteration
Background of Fixed Point Iteration
Fixed point iteration is a method that is used to compute a
determinate fixed-point of a specific iterative function. The method
gives rise to sequences of x0, x1, x2, x3, ... which aimed to converge at
x∗
.
The function f must be continuous in order to arrive at the
determined fixed-point x∗
. Also, the fixed point x∗
can be satisfied if
the given function f (x) can be expressed as x = g(x).
Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 2 / 10
Steps In Solving Fixed Point Iteration
Steps In Solving Fixed Point Iteration
Given f (x) = 0
1. Express f (x) = x − g(x) = 0
x = g(x)
We are able to generate two functions:
y1 = x (1)
y2 = g(x) (2)
The x − value at which x = g(x) is the solution of interest
Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 3 / 10
Steps In Solving Fixed Point Iteration Graphical Example
Graphical Example
Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 4 / 10
Steps In Solving Fixed Point Iteration Finding the derivative of g(x)
Take an initial guess x0 ∈ [a, b]
2. Finding the derivative of g(x)
|g (x0)| < 1
Condition to consider for g(x)
for n = 0, 1, 2, ...
if |g (x0)| < 1:
there will be convergence to certain xn
Hence, g(x) is a good one
else:
xn+1 = g(xn) will keep diverging.
Hence, consider choosing a different g(x) from step (1)
end if
end for
Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 5 / 10
Performing Iteration to find Solution (approximate)
Performing Fixed Point Iteration
Now that we are able to get a good g(x), we can perform our
iterations.
x1 = g(x0)
x2 = g(x1)
x3 = g(x2)
x4 = g(x3)
...
xn+1 = g(xn)
Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 6 / 10
Performing Iteration to find Solution (approximate)
Stopping Criteria
Error Formula
Absolute Error = |x − x∗
|
Relative Error =
|x − x∗
|
|x|
Where x, x∗
are true-value and approximated-value respectively.
These error formula is not of direct use as the true value x is not
known.
Commonly Use Stopping Criteria
|xn+1 − xn| < ε
|xn+1−xn|
|xn+1|
< ε or |xn−xn+1|
|xn|
< ε
Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 7 / 10
Application of Fixed-Point Iteration
Application of Fixed-Point Iteration
Example 1
Find a root of xex
= 1 on I = [0, 1] using fixed-point iteration.
Considering our f (x) = xex
− 1 = 0
Solution
We could express f (x) as x = e−x
y1 = x and y2 = g(x) = e−x
g(x) = e−x
(3)
g (x) = −e−x
(4)
choose x0 = 0.5 ∈ [0, 1]
|g (0.5)| = | − e−0.5
| = 0.6065 < 1. Hence, g(x) is good
Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 8 / 10
Application of Fixed-Point Iteration
Solution Continue...
x1 = g(x0) = e−0.5
= 0.6065 (5)
x2 = g(x1) = 0.5452 (6)
x3 = g(x2) = 0.5797 (7)
x4 = g(x3) = 0.5601 (8)
x5 = g(x4) = 0.5649 (9)
↓ (10)
x100 = g(x99) = e−0.5671
= 0.5671 (11)
After successive iterations, the approximated value converges
x∗
= 0.5671
Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 9 / 10
Application of Fixed-Point Iteration
Example 2
Consider the nonlinear equation x3
= 2x + 1 with a solution with the
interval I = [1.5, 2.0] using fixed-point iteration with initial guess
x0 = 1.5, find the approximated root.
Considering our f (x) = x3
− 2x − 1 = 0
Solution
We could express f (x) as x3
= 2x + 1 ⇐⇒ x = (2x + 1)
1
3
y1 = x and y2 = g(x) = (2x + 1)
1
3
g(x) = (2x + 1)
1
3 (12)
g (x) =
2
3
(2x + 1)
−2
3 (13)
choose x0 = 1.5 ∈ [1.5, 2.0]
|g (1.5)| = |2
3
2(1.5) + 1
−2
3
| = 0.2646 < 1. Hence, g(x) is good
Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 9 / 10
Application of Fixed-Point Iteration
Solution Continue...
x1 = g(x0) = 2(1.5) + 1
1
3
= 1.5874 (14)
x2 = g(x1) = 1.6102 (15)
x3 = g(x2) = 1.6160 (16)
x4 = g(x3) = 1.6175 (17)
x5 = g(x4) = 1.6179 (18)
↓ (19)
x100 = g(x99) = 2(1.6180) + 1
1
3
= 1.6180 (20)
After successive iterations, the approximated value converges
x∗
= 1.6180
Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 10 / 10
Application of Fixed-Point Iteration
End
THANK YOU
Please Like, Comment and
Subscribe to this Youtube Channel
Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 10 / 10

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Fixed point iteration

  • 1. Overview of Fixed Point Iteration Numerical Analysis Isaac Amornortey Yowetu NIMS-Ghana June 21, 2020
  • 2. Background of Fixed Point Iteration 1 Background of Fixed Point Iteration 2 Steps In Solving Fixed Point Iteration Graphical Example Finding the derivative of g(x) 3 Performing Iteration to find Solution (approximate) 4 Application of Fixed-Point Iteration Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 2 / 10
  • 3. Background of Fixed Point Iteration Background of Fixed Point Iteration Fixed point iteration is a method that is used to compute a determinate fixed-point of a specific iterative function. The method gives rise to sequences of x0, x1, x2, x3, ... which aimed to converge at x∗ . The function f must be continuous in order to arrive at the determined fixed-point x∗ . Also, the fixed point x∗ can be satisfied if the given function f (x) can be expressed as x = g(x). Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 2 / 10
  • 4. Steps In Solving Fixed Point Iteration Steps In Solving Fixed Point Iteration Given f (x) = 0 1. Express f (x) = x − g(x) = 0 x = g(x) We are able to generate two functions: y1 = x (1) y2 = g(x) (2) The x − value at which x = g(x) is the solution of interest Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 3 / 10
  • 5. Steps In Solving Fixed Point Iteration Graphical Example Graphical Example Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 4 / 10
  • 6. Steps In Solving Fixed Point Iteration Finding the derivative of g(x) Take an initial guess x0 ∈ [a, b] 2. Finding the derivative of g(x) |g (x0)| < 1 Condition to consider for g(x) for n = 0, 1, 2, ... if |g (x0)| < 1: there will be convergence to certain xn Hence, g(x) is a good one else: xn+1 = g(xn) will keep diverging. Hence, consider choosing a different g(x) from step (1) end if end for Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 5 / 10
  • 7. Performing Iteration to find Solution (approximate) Performing Fixed Point Iteration Now that we are able to get a good g(x), we can perform our iterations. x1 = g(x0) x2 = g(x1) x3 = g(x2) x4 = g(x3) ... xn+1 = g(xn) Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 6 / 10
  • 8. Performing Iteration to find Solution (approximate) Stopping Criteria Error Formula Absolute Error = |x − x∗ | Relative Error = |x − x∗ | |x| Where x, x∗ are true-value and approximated-value respectively. These error formula is not of direct use as the true value x is not known. Commonly Use Stopping Criteria |xn+1 − xn| < ε |xn+1−xn| |xn+1| < ε or |xn−xn+1| |xn| < ε Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 7 / 10
  • 9. Application of Fixed-Point Iteration Application of Fixed-Point Iteration Example 1 Find a root of xex = 1 on I = [0, 1] using fixed-point iteration. Considering our f (x) = xex − 1 = 0 Solution We could express f (x) as x = e−x y1 = x and y2 = g(x) = e−x g(x) = e−x (3) g (x) = −e−x (4) choose x0 = 0.5 ∈ [0, 1] |g (0.5)| = | − e−0.5 | = 0.6065 < 1. Hence, g(x) is good Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 8 / 10
  • 10. Application of Fixed-Point Iteration Solution Continue... x1 = g(x0) = e−0.5 = 0.6065 (5) x2 = g(x1) = 0.5452 (6) x3 = g(x2) = 0.5797 (7) x4 = g(x3) = 0.5601 (8) x5 = g(x4) = 0.5649 (9) ↓ (10) x100 = g(x99) = e−0.5671 = 0.5671 (11) After successive iterations, the approximated value converges x∗ = 0.5671 Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 9 / 10
  • 11. Application of Fixed-Point Iteration Example 2 Consider the nonlinear equation x3 = 2x + 1 with a solution with the interval I = [1.5, 2.0] using fixed-point iteration with initial guess x0 = 1.5, find the approximated root. Considering our f (x) = x3 − 2x − 1 = 0 Solution We could express f (x) as x3 = 2x + 1 ⇐⇒ x = (2x + 1) 1 3 y1 = x and y2 = g(x) = (2x + 1) 1 3 g(x) = (2x + 1) 1 3 (12) g (x) = 2 3 (2x + 1) −2 3 (13) choose x0 = 1.5 ∈ [1.5, 2.0] |g (1.5)| = |2 3 2(1.5) + 1 −2 3 | = 0.2646 < 1. Hence, g(x) is good Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 9 / 10
  • 12. Application of Fixed-Point Iteration Solution Continue... x1 = g(x0) = 2(1.5) + 1 1 3 = 1.5874 (14) x2 = g(x1) = 1.6102 (15) x3 = g(x2) = 1.6160 (16) x4 = g(x3) = 1.6175 (17) x5 = g(x4) = 1.6179 (18) ↓ (19) x100 = g(x99) = 2(1.6180) + 1 1 3 = 1.6180 (20) After successive iterations, the approximated value converges x∗ = 1.6180 Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 10 / 10
  • 13. Application of Fixed-Point Iteration End THANK YOU Please Like, Comment and Subscribe to this Youtube Channel Isaac Amornortey Yowetu (NIMS-Ghana) Overview of Fixed Point Iteration June 21, 2020 10 / 10