FIXED POINT ITERATION

By Raj Nandkeolyar

BACKGROUND
Definition: A number p is said to be a fixed point
of a function g(x) defined on [a, b] if g(p) = p for
some
.
p [ a, b]
For example:
1. g(x) = x2 has two fixed points x = 0 and x = 1.
2. g(x) = 1/x has two fixed points x = 1 and x = -1.
3. g(x) = x2 2 has two fixed points x = -1 and 2.

Definition: The problem of finding the fixed

points of a function g(x) is called a fixed point
problem.

FINDING FIXED POINTS AND

GEOMETRICAL INTERPRETATION
Find the fixed points of the function g(x) = x2 2.
Solution: Let p be the fixed point of g(x), then by
the definition of fixed points:

g ( p) p
p2 2 p
p2 p 2 0
p 1, 2

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FIXED POINT ITERATION

In the previous example we have seen that the fixed
points of g(x) are the roots of the equation x
g(x) = 0,
or, f(x) = 0.
Conversely, the problem of finding the roots of the
2
equation x x 2 0 is equivalent to the fixed
2
point problem x g ( x ) x 2.
Thus, for a given root finding problem f(x) = 0 we
can construct a corresponding fixed point
problem x = g(x), such that the solution of both
the problems are same.

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Graph of y = x, and y = g(x)

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Graph of f(x)=x2 -x-2

AN EXAMPLE OF FIXED POINT

ITERATION

Example:

Solve the following equation for the smallest positive root

cos x x 0
Solution:
Write x = cosx
such that g(x) = cosx

x1

x0

xn 1 g ( xn ), n 0, 1, 2,...

FIXED POINT ITERATION SCHEME

For the root finding problem f(x) = 0,
We write the corresponding fixed point problem
x = g(x)
Then the fixed point iteration scheme is given by

xn 1 g ( xn ), n 0, 1, 2,...

CHOICE OF ITERATION FUNCTION

Finding a suitable iteration function g(x) is
critical:
Example: Find the smallest positive root of the
equation x2 - 2x +1 = 0
Solution:
Writing x 2 x 1 ( g ( x))
Such that xn 1 2 xn 1, n 0, 1, 2,...
Taking x0 = 0.8, we obtain

x1 = 0.7746,
x2 = 0.7411,
x3 = 0.6944The sequence of iterates is diverging

2.5

1.5

0.5

0.5

1.5

2.5

x2 1
Writing
x
2
We obtain the scheme:
2

xn 1
xn 1
, n 0, 1, 2,...
2
Taking x0 = 0.8, we obtain
x1 = 0.82,
x2 = 0.8362,
x3 = 0.8496,
x4 = 0.8609,
x5 = 0.8706,
The sequence of iterates is approaching towards the
exact root x = 1.

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Assumption 1: g(x) is defined on [a, b]

Assumption 2 : g ( x) [ a, b] for all x [a, b]

Conclusion: g(x) has a fixed point in [a, b]