05-Fixed Point Iteration

Numerical Analysis
EE, NCKU
Tien-Hao Chang (Darby Chang)
1
In the previous slide
Rootfinding
multiplicity
Bisection method
Intermediate Value Theorem
convergence measures
False position
yet another simple enclosure method
advantage and disadvantage in compari
son with bisection method
2
In this slide
Fixed point iteration scheme

what is a fixed point?
iteration function
convergence
Newtons method
tangent line approximation
convergence
Secant method
3
Rootfinding
Simple enclosure
Intermediate Value Theorem
guarantee to converge
convergence rate is slow
bisection and false position
Fixed point iteration

Mean Value Theorem
rapid convergence
loss of guaranteed convergence
4
2.3
Fixed Point Iteration Schemes
5
6
There is at least one point on the graph at which the tangent
lines is parallel to the secant line
7
Mean Value Theorem
We use a slightly different formulatio

n
An example of using this theorem

proof the inequality
8
9
Fixed points
Consider the function

thought of as moving the input value of
to the output value
the sine function maps to
the sine function fixes the location of
is said to be a fixed point of the functio
n
10
11
Number of fixed points
According to the previous figure, a tri
vial question is
how many fixed points of a given functio
n?
12
13

14
Only sufficient conditions
Namely, not necessary conditions

it is possible for a function to violate one or more of the h
ypotheses, yet still have a (possibly unique) fixed point
15
16
If it is known that a function has a fi
xed point, one way to approximate t
he value of that fixed point is fixed p
oint iteration scheme
These can be defined as follows:
17
http://thomashawk.com/hello/209/1017/1024/Jackson%20Running.jpg
In action
18
19
20
AnyQuestions?
About fixed point iteration
21
Relation to rootfinding
Now we know what fixed point iterati
on is, but how to apply it on rootfindi
ng?
More precisely, given a rootfinding eq

uation, f(x)=x3+x2-3x-3=0, what is its iter
ation function g(x)?
hint
22
Iteration function
Algebraically transform to the form
Every rootfinding problem can be transform

ed into any number of fixed point problems
(fortunately or unfortunately?)
23
24
In action
25
26
Analysis
#1 iteration function converges

but to a fixed point outside the interval
#2 fails to converge
despite attaining values quite close to #1
#3 and #5 converge rapidly
#3 add one correct decimal every iteration
#5 doubles correct decimals every iteration
#4 converges, but very slow
27
Convergence
This analysis suggests a trivial question
the fixed point of is justified in our previous th

eorem
28
29
30
31

demonstrates the importance of the
parameter
when , rapid
when , dramatically slow
when , roughly the same as the bisectio
n method
32
Order of convergence of fixed
point iteration schemes
All about the derivatives,
33
34
35
36
37
38
Stopping condition
39
40
Two steps
41
The first step
42
The second step
43
AnyQuestions?
2.3 Fixed Point Iteration Schemes
44
2.4
Newtons Method
45
46
47
Newtons Method
Definition
48
In action
49
50
In the previous example
Newtons method used 8 function ev
aluations
Bisection method requires 36 evaluat
ions starting from
False position requires 31 evaluations
starting from
51
52
AnyQuestions?
53
Initial guess
answer
Are these comparisons fair?
, converges to after 5 iterations

, fails to converges after 5000 iterations
example
54
Initial guess
answer

55
Initial guess

56
in Newtons method
Not guaranteed to converge
, fails to converge
May converge to a value very far fro
m
, converges to
Heavily dependent on the choice of
57
Convergence analysis for Newt
ons method
58
The simplest plan is to apply the general fixed point iteration
convergence theorem
59
Analysis strategy
To do this, it is must be shown that t
here exists such an interval, , which
contains the root , for which
60
61
62
63
64
AnyQuestions?
65
Newtons Method
Guaranteed to Converge?
Why sometimes Newtons method do

es not converge?
This theorem guarantees that exists

hint
But it may be very small

answer
66
Newtons Method

es not converge?

answer
67
Newtons Method

es not converge?
68
http://img2.timeinc.net/people/i/2007/startracks/071008/brad_pitt300.jpg
Oh no! After these annoying analyses, the Newtons method is

still not guaranteed to converge!?
69
Dont worry
Actually, there is an intuitive method
Combine Newtons method and bisec

tion method
Newtons method first
if an approximation falls outside current
interval, then apply bisection method to
obtain a better guess
(Can you write an algorithm for this

method?)
70
Newtons Method
Convergence analysis
At least quadratic

, since
Stopping condition

71
Recall that 72
http://www.dianadepasquale.com/ThinkingMonkey.jpg
Is Newtons method always faster?
73
74
In action
75
76
AnyQuestions?
2.4 Newtons Method
77
2.5
Secant Method
78
Secant method
Because that Newtons method

2 function evaluations per iteration
requires the derivative
Secant method is a variation on either

answer
false position or Newtons method
1 additional function evaluation per iterati
on
does not require the derivative
Lets see the figure first
79
80
Secant method
Secant method is a variation on eithe

r false position or Newtons method
1 additional function evaluation per itera
tion
does not require the derivative
does not maintain an interval
is calculated with and
81
82
83
84
85
AnyQuestions?
2.5 Secant Method
86

05-Fixed Point Iteration

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05-Fixed Point Iteration

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Numerical Analysis

Fixed point iteration scheme

Fixed point iteration

We use a slightly different formulatio

An example of using this theorem

Consider the function

Namely, not necessary conditions

More precisely, given a rootfinding eq

Algebraically transform to the form

Every rootfinding problem can be transform

#1 iteration function converges

This analysis suggests a trivial question

the fixed point of is justified in our previous th

Are these comparisons fair?

, converges to after 5 iterations

Are these comparisons fair?

, converges to after 5 iterations

Are these comparisons fair?

, converges to after 5 iterations

Why sometimes Newtons method do

This theorem guarantees that exists

But it may be very small

Why sometimes Newtons method do

This theorem guarantees that exists

But it may be very small

Why sometimes Newtons method do

This theorem guarantees that exists

But it may be very small

Oh no! After these annoying analyses, the Newtons method is

Actually, there is an intuitive method

Combine Newtons method and bisec

(Can you write an algorithm for this

Because that Newtons method

Secant method is a variation on either

Secant method is a variation on eithe

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