Fixedpoint PDF

Table of contents
Introduction
Fixed Point Iteration Method
Condition for Convergence
Application
Appendix
Introduction to Fixed Point Iteration Method and

its application
Damodar Rajbhandari
St. Xavier’s College
Nepal, 2016
Damodar Rajbhandari Fixed point iteration method

Table of contents
Introduction
Application
Appendix
Table of contents
1 Introduction
2 Fixed Point Iteration Method
3 Condition for Convergence
4 Application
5 Appendix

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Introduction
Application
Appendix
Introduction
What is fixed point?

Does anybody knows, What is it?

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Introduction
Application
Appendix
Introduction

→If a function φ(x) intersected by y = x then, the x-
co-ordinate of an intersection is known as fixed point.

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Introduction
Application
Appendix
Introduction

→If a function φ(x) intersected by y = x then, the x-
co-ordinate of an intersection is known as fixed point.
Formal definition
”A fixed point of a function is an element of function’s domain
that is mapped to itself by the function.”

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Introduction
Application
Appendix
Lets see an example 1 [See its matlab code in Appendix Section];

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Introduction
Application
Appendix
In the previous figure, what are the fixed points?

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Introduction
Application
Appendix
Fixed Point’s response on your answer:

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Introduction
Application
Appendix
Fixed Point’s response on your answer:
”Finally, you knew me!”

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Introduction
Application
Appendix
What is ”Fixed Point Iteration Method”?

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Introduction
Application
Appendix

In Numerical analysis, It is a method of computing fixed
points by doing no. of iteration to the functions.

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Application
Appendix

So, What?

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Introduction
Application
Appendix

So, What?
You’ll get roots for your desire equation.

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Introduction
Application
Appendix
What is the reason behind changing my equation into x = φ(x)

form?

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Introduction
Application
Appendix

form?
→ You’re in the right place! This presentation is for you!

Hehe, Thank Me!

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Introduction
Application
Appendix
Let me answer your question first!

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Introduction
Application
Appendix

form?

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Introduction
Application
Appendix

form?
Suppose, We have a function like f (x) = x − φ(x).
(Not mandatory!)

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Introduction
Application
Appendix

form?
(Not mandatory!)
If we want to find a root of this equation then, we have
to do like this;
f (x) = 0

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Introduction
Application
Appendix

form?
(Not mandatory!)
If we want to find a root of this equation then, we have
to do like this;
f (x) = 0
So, the function becomes x = φ(x)

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Introduction
Application
Appendix
Let me ask you a question!

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Introduction
Application
Appendix

In the previous example 1, y = x is a line. Lets say, y = φ(x) then,
the function φ(x) = x becomes y = x. Is this an equation of a line
that will intersect the equation φ(x)?

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Introduction
Application
Appendix

In the previous example 1, y = x is a line. Lets say, y = φ(x) then,
the function φ(x) = x becomes y = x. Is this an equation of a line
that will intersect the equation φ(x)?
ANSWER: No! It is a fixed point that will satisfy f (x) = 0.

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Introduction
Application
Appendix
What is the primary algorithm for this method?

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Introduction
Application
Appendix

1. First, Convert your function f (x) into x = φ(x) form.

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Introduction
Application
Appendix

1. First, Convert your function f (x) into x = φ(x) form.
2. Iterate the value of x to the function φ(x) until you get the
desire precision such that the precision value should be
repeated after you again iterate it.

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Introduction
Application
Appendix
Can you show me in geometrical perspective?

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Introduction
Application
Appendix
Can you show me in geometrical perspective?
CLICK THE ”ICON” TO GLORIFY YOURSELF!

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Introduction
Application
Appendix
We can make lots of functions in the form of x = φ(x) by using the

f (x). Then, Can every functions will give me the root of the f (x)?

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Introduction
Application
Appendix
We can make lots of functions in the form of x = φ(x) by using the

f (x). Then, Can every functions will give me the root of the f (x)?
→ May be! But, the rate of convergence would be slow.

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Introduction
Application
Appendix
So, How can I decide whether the function φ(x) would converges
fast or not?

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Introduction
Application
Appendix
fast or not?
→ You have to need a test called ”Condition for Convergence”

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Introduction
Application
Appendix
fast or not?
→ You have to need a test called ”Condition for Convergence”
Lets talk about it!

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Introduction
Application
Appendix

”If α be the root of the f (x) which is equivalent to x = φ(x) and
α is contained in the interval I of φ(x) and |φ0 (x)| < 1 ∀ x ∈ I .
Then, if x0 is any point in I so that, the sequence defined by
xn = φ(xn−1 ) | n ≥ 1
will converges to the unique fixed point x in I . Thus, that unique
fixed point x of φ(x) will be the root of f (x).”

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Introduction
Application
Appendix
Basic Preliminaries
1. Visualization of xn = φ(xn−1 )
2. Mean Value Theorem

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Introduction
Application
Appendix
Visualization of xn = φ(xn−1 )

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Introduction
Application
Appendix
Mean Value Theorem
Lagrange’s MVT
If φ(x) is a real valued function continuous on the closed interval
[x, xn−1 ], and differentiable in the open interval (x, xn−1 ) then,
there exists a point ∈ (x, xn−1 ) such that
φ(xn−1 ) − φ(x) = φ0 ()(xn−1 − x)

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Introduction
Application
Appendix
Proof
By Uniqueness Theorem, ”A unique fixed point exists in I ”.

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Introduction
Application
Appendix
Proof

Since, φ(x) maps I into itself. The sequence {x}∞
n=0 is defined for
all n ≥ 0 and xn ∈ I for all n.

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Introduction
Application
Appendix
Proof

Since, φ(x) maps I into itself. The sequence {x}∞ n=0 is defined for
If x is fixed point then, it should follow x = φ(x). Also, from
above;
xn = φ(xn−1 )

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Introduction
Application
Appendix
Proof

above;
xn = φ(xn−1 )
Now, lets write as ;
|xn − x| = |φ(xn−1 ) − φ(x)|

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Introduction
Application
Appendix
Proof

above;
xn = φ(xn−1 )
Now, lets write as ;
|xn − x| = |φ(xn−1 ) − φ(x)|
or , |xn − x| = |φ0 ()(xn−1 − x)| Applying Lagrange MVT in right
part.

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Introduction
Application
Appendix
Proof
or , |xn − x| ≤ |φ0 ()||xn−1 − x| Applying Cauchy-Schwarz’s

inequality in right part.

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Introduction
Application
Appendix
Proof

Since, ∈ (x, xn−1 ) so, assume |φ0 ()| = k.
∴ |xn − x| ≤ k|xn−1 − x|

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Introduction
Application
Appendix
Proof

∴ |xn − x| ≤ k|xn−1 − x|
Applying the inequality of the hypothesis inductively gives,
|xn − x| ≤ k|xn−1 − x|

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Introduction
Application
Appendix
Proof

∴ |xn − x| ≤ k|xn−1 − x|
|xn − x| ≤ k|xn−1 − x|
⇒ |xn − x| ≤ k.k|xn−2 − x| = k 2 |xn−2 − x|

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Introduction
Application
Appendix
Proof

∴ |xn − x| ≤ k|xn−1 − x|
|xn − x| ≤ k|xn−1 − x|
⇒ |xn − x| ≤ k.k|xn−2 − x| = k 2 |xn−2 − x|
⇒ |xn − x| ≤ k 2 .k|xn−3 − x| = k 3 |xn−3 − x|

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Introduction
Application
Appendix
Proof

∴ |xn − x| ≤ k|xn−1 − x|
|xn − x| ≤ k|xn−1 − x|
⇒ |xn − x| ≤ k.k|xn−2 − x| = k 2 |xn−2 − x|
⇒ |xn − x| ≤ k 2 .k|xn−3 − x| = k 3 |xn−3 − x|
...

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Introduction
Application
Appendix
Proof

∴ |xn − x| ≤ k|xn−1 − x|
|xn − x| ≤ k|xn−1 − x|
⇒ |xn − x| ≤ k.k|xn−2 − x| = k 2 |xn−2 − x|
⇒ |xn − x| ≤ k 2 .k|xn−3 − x| = k 3 |xn−3 − x|
...
∴ |xn − x| ≤ k n |xn−n − x| = k n |x0 − x|

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Introduction
Application
Appendix
Proof
Suppose, k < 1 and taking lim in both part.

n→∞

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Introduction
Application
Appendix
Proof

n→∞
lim |xn − x| ≤ lim k n |x0 − x|
n→∞ n→∞

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Introduction
Application
Appendix
Proof

n→∞
n→∞ n→∞
⇒ lim |xn − x| < 0 Since, lim k n → 0
n→∞ n→∞

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Introduction
Application
Appendix
Proof

n→∞
n→∞ n→∞
⇒ lim |xn − x| < 0 Since, lim k n → 0
n→∞ n→∞
Proof.
So, {x}∞
n=0 converges to x.

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Introduction
Application
Appendix
Application
1. Find the roots of the equation f (x) = x 3 + x − 1? Correct
upto two decimal places.

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Introduction
Application
Appendix
Application
→ Given, equation f (x) = x 3 + x − 1. To find the root of this
equation, we say f (x) = 0 i.e.

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Appendix
Application
x3 + x − 1 = 0
By testing on f (a).f (b) < 0. We estimated, the root should
lies on [0, 1].

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Introduction
Application
Appendix
Application
x3 + x − 1 = 0
By testing on f (a).f (b) < 0. We estimated, the root should
lies on [0, 1].
There are many ways to change the equation to the fixed point
form x = φ(x) using simple algebraic manipulation.
My possible choices for φ(x) are;
x = φ1 (x) = 1 − x 3
x = φ2 (x) = (1 − x)1/3
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Introduction
Application
Appendix
Application
Previous theorem will suggests us, which form of φ(x) will

converges reliably and rapidly! So that, we can be able to reject
the one which converges slowly.

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Introduction
Application
Appendix
Application
Previous theorem will suggests us, which form of φ(x) will

converges reliably and rapidly! So that, we can be able to reject
the one which converges slowly.
Taking the derivative of above forms with respect to x. We get
φ01 (x) = −3x 2
φ02 (x) = −1 2
3(1−x) 3

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Introduction
Application
Appendix
Application
Test on the value of x = 0.8. On putting in above equation and

taking absolute value of it. We get

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Introduction
Application
Appendix
Application

|φ01 (0.8)| = | − 1.92| > 1
|φ02 (0.8)| = | − 0.97| < 1

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Appendix
Application

|φ01 (0.8)| = | − 1.92| > 1
|φ02 (0.8)| = | − 0.97| < 1
Since,|φ01 (0.8)| > 1 So,we reject φ1 (x) and we choose φ2 (x) for
iteration.

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Introduction
Application
Appendix
Application
Taking initial approximation of x as 0.5. We can see in the

attached video, how it converges!
CLICK THE ”ICON” TO GLORIFY YOURSELF!

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Introduction
Application
Appendix
Application
From the ”Fixed Point Iteration” program in Matlab[See the code

of it in Appendix Section], we can get the result as,
Hence, the root of the given equation corrected upto 2 decimal

places is 0.68

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Introduction
Application
Appendix
Appendix
Matlab Code for the figure(example 1)

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Introduction
Application
Appendix

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Application
Appendix

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Appendix

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Introduction
Application
Appendix
Appendix
Matlab Code for ”Fixed Point Iteration Method”

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Introduction
Application
Appendix

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Application
Appendix

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Introduction
Application
Appendix
You can find the MATLAB files of;

1. Plotting code at Click Me!
2. Program code at Click Me!

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Table of contents

Introduction to Fixed Point Iteration Method and

St. Xavier’s College

Damodar Rajbhandari Fixed point iteration method

2 Fixed Point Iteration Method

3 Condition for Convergence

Damodar Rajbhandari Fixed point iteration method

What is fixed point?

Damodar Rajbhandari Fixed point iteration method

What is fixed point?

Damodar Rajbhandari Fixed point iteration method

What is fixed point?

Damodar Rajbhandari Fixed point iteration method

Lets see an example 1 [See its matlab code in Appendix Section];

Damodar Rajbhandari Fixed point iteration method

In the previous figure, what are the fixed points?

Damodar Rajbhandari Fixed point iteration method

Fixed Point’s response on your answer:

Damodar Rajbhandari Fixed point iteration method

Fixed Point’s response on your answer:

”Finally, you knew me!”

Damodar Rajbhandari Fixed point iteration method

What is ”Fixed Point Iteration Method”?

Damodar Rajbhandari Fixed point iteration method

What is ”Fixed Point Iteration Method”?

Damodar Rajbhandari Fixed point iteration method

What is ”Fixed Point Iteration Method”?

Damodar Rajbhandari Fixed point iteration method

What is ”Fixed Point Iteration Method”?

Damodar Rajbhandari Fixed point iteration method

What is the reason behind changing my equation into x = φ(x)

Damodar Rajbhandari Fixed point iteration method

What is the reason behind changing my equation into x = φ(x)

→ You’re in the right place! This presentation is for you!

Damodar Rajbhandari Fixed point iteration method

Fixed Point Iteration Method

Let me answer your question first!

Damodar Rajbhandari Fixed point iteration method

What is the reason behind changing my equation into x = φ(x)

Damodar Rajbhandari Fixed point iteration method

What is the reason behind changing my equation into x = φ(x)

Damodar Rajbhandari Fixed point iteration method

What is the reason behind changing my equation into x = φ(x)

Damodar Rajbhandari Fixed point iteration method

What is the reason behind changing my equation into x = φ(x)

Damodar Rajbhandari Fixed point iteration method

Let me ask you a question!

Damodar Rajbhandari Fixed point iteration method

Let me ask you a question!

Damodar Rajbhandari Fixed point iteration method

Let me ask you a question!

Damodar Rajbhandari Fixed point iteration method

What is the primary algorithm for this method?

Damodar Rajbhandari Fixed point iteration method

What is the primary algorithm for this method?

Damodar Rajbhandari Fixed point iteration method

What is the primary algorithm for this method?

Damodar Rajbhandari Fixed point iteration method

Can you show me in geometrical perspective?

Damodar Rajbhandari Fixed point iteration method

Can you show me in geometrical perspective?

CLICK THE ”ICON” TO GLORIFY YOURSELF!

Damodar Rajbhandari Fixed point iteration method

or , |xn − x| ≤ |φ0 ()||xn−1 − x| Applying Cauchy-Schwarz’s

or , |xn − x| ≤ |φ0 ()||xn−1 − x| Applying Cauchy-Schwarz’s

or , |xn − x| ≤ |φ0 ()||xn−1 − x| Applying Cauchy-Schwarz’s

or , |xn − x| ≤ |φ0 ()||xn−1 − x| Applying Cauchy-Schwarz’s

or , |xn − x| ≤ |φ0 ()||xn−1 − x| Applying Cauchy-Schwarz’s

or , |xn − x| ≤ |φ0 ()||xn−1 − x| Applying Cauchy-Schwarz’s

or , |xn − x| ≤ |φ0 ()||xn−1 − x| Applying Cauchy-Schwarz’s