Simple Fixed-point Iteration

Rearrange the function so that x is on the

left side of the equation:

f ( x) 0
xk g ( xk 1 )

g ( x) x
xo given , k 1, 2, ...

Bracketing methods are convergent.

Fixed-point methods may sometime

diverge, depending on the stating point
(initial guess) and how the function
behaves.

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Chapter 6

Example:
f ( x) x x 2
2

x0

g ( x) x 2
2

or
g ( x)

x2

or
2
g ( x) 1
x

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Chapter 6

Convergence

Figure 6.2

x=g(x) can be expressed

as a pair of equations:
y1=x
y2=g(x) (component
equations)
Plot them separately.

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Chapter 6

Conclusion
Fixed-point iteration converges if

g ( x ) 1

(slope of the line f(x) x)

When the method converges, the error is

roughly proportional to or less than the error
of the previous step, therefore it is called
linearly convergent.

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Chapter 6

Newton-Raphson Method
Most widely used method.
Based on Taylor series expansion:
x 2
f ( xi 1 ) f ( xi ) f ( xi ) x f ( xi )
Ox 3
2!
The root is the value of x i 1 when f(x i 1 ) 0
Rearrangin g,

Solve for

0 f(x i ) f (x i )( xi 1 xi )
xi 1

f ( xi )
xi
f ( x i )

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Newton-Raphson formula

Chapter 6

Fig. 6.5

A convenient method for

functions whose
derivatives can be
evaluated analytically. It
may not be convenient
for functions whose
derivatives cannot be
evaluated analytically.

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Chapter 6

Fig. 6.6

PPS-UB-PAT-TM-2010

Chapter 6

The Secant Method

A slight variation of Newtons method for functions
whose derivatives are difficult to evaluate. For these
cases the derivative can be approximated by a

backward finite divided difference.

xi xi 1
1

f ( xi ) f ( xi ) f ( xi 1 )
xi 1

xi xi 1
xi f ( xi )
f ( xi ) f ( xi 1 )

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Chapter 6

i 1,2,3,

Fig. 6.7

Requires two initial

estimates of x , e.g, xo,

x1. However, because f(x)
is not required to change
signs between estimates,
it is not classified as a
bracketing method.
The secant method has

the same properties as

Newtons method.
Convergence is not
guaranteed for all xo, f(x).

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Chapter 6

Fig. 6.8

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Chapter 6

10