Table of Contents



Fixed-Point Problems

  1. 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. definition
  2. Root-finding problems and Fixed-point problems:

    Root Finding and Fixed-point problems are equivalent in the following sense

    definition

  3. 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.

  4. Existence and Uniqueness of a Fixed Point.:
    definition

Fixed-Point Iteration

  1. Approximating Fixed-Points:
    definition

  2. Algorithm:
    definition definition

  3. Convergence:
    • Fixed-Point Theorem:
      definition
    • Error bound in using \(p_n\) for \(p\):
      definition

      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.

  4. 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.

  5. Newton’s Method as a Fixed-Point Problem:
    definition

  6. Convergence Example:

  7. MatLab Implementation:
    definition