1.4.

FIXED POINT ITERATION

Proof. If g (a) = a or g (b) = b, the existence of an attractive xed point is obvious. Suppose not, then it follows that g (a) > a and g (b) < b. Dene the auxiliary function h(x) = g (x) x. Then h is continuous on [a, b] and h(a) = g (a) a > 0, h(b) = g (b) b < 0.

By Corollary 1.1, there exists a number p ]a, b[ such that h(p) = 0, that is, g (p) = p and p is a xed point for g (x). To prove uniqueness, suppose that p and q are distinct xed points for g (x) in [a, b]. By the Mean Value Theorem 1.3, there exists a number c between p and q (and hence in [a, b]) such that |p q | = |g (p) g (q )| = |g (c)| |p q | K |p q | < |p q |, which is a contradiction. Thus p = q and the attractive xed point in [a, b] is unique. We now prove convergence. By the Mean Value Theorem 1.3, for each pair of numbers x and y in [a, b], there exists a number c between x and y such that g (x) g (y ) = g (c)(x y ). Hence, In particular, |g (x) g (y )| K |x y |. |xn+1 p| = |g (xn ) g (p)| K |xn p|. as n ,

Repeating this procedure n + 1 times, we have

|xn+1 p| K n+1 |x0 p| 0, Example 1.8. Find a root of the equation

since 0 < K < 1. Thus the sequence {xn } converges to p. f (x) = x3 + 9x 9 = 0 in the interval [0, 1] by a xed point iterative scheme. Solution. Solving this equation is equivalent to nding a xed point for g (x) = (9 x3 )/9. Since Corollary 1.1 implies that f (x) has a root, p, between 0 and 1. Condition (3) of Theorem 1.6 is satised with K = 1/3 since |g (x)| = | x2 /3| 1/3 for all x between 0 and 1. The other conditions are also satised. Five iterations are performed with Matlab starting with x0 = 0.5. The function M-le exp8_8.m is function x1 = exp8_8(x0); % Example 8.8. x1 = (9-x0^3)/9; f (0)f (1) = 9 < 0,