Fixed-Point Problems
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- Fixed Point:
- A fixed point for a function is a number at which the value of the function does not change when the function is applied.
- Root-finding problems and Fixed-point problems:
Root Finding and Fixed-point problems are equivalent in the following sense
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Why?:
Although the problems we wish to solve are in the root-finding form, the fixed-point form is easier to analyze, and certain fixed-point choices lead to very powerful root-finding techniques. - Existence and Uniqueness of a Fixed Point.:
Fixed-Point Iteration
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Approximating Fixed-Points:
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Algorithm:
- Convergence:
- Fixed-Point Theorem:
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Error bound in using \(p_n\) for \(p\):
Notice:
The rate of convergence depends on the factor \(k^n\). The smaller the value of \(k\), the faster the convergence, which may be very slow if \(k\) is close to 1.
- Fixed-Point Theorem:
- Using Fixed-Points:
Question. How can we find a fixed-point problem that produces a sequence that reliably and rapidly converges to a solution to a given root-finding problem?
Answer. Manipulate the root-finding problem into a fixed point problem that satisfies the conditions of Fixed-Point Theorem 2.4 and has a derivative that is as small as possible near the fixed point.
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Newton’s Method as a Fixed-Point Problem:
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Convergence Example:
- MatLab Implementation: