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    STR 613: Advanced Numerical Analysis: Fixed Point Iteration

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    Hamza El-masry
    This document summarizes material from the course STR 613: Advanced Numerical Analysis. It discusses fixed point iteration as a method to solve equations of the form f(x)=0. The iterative form is x(i+1) = g(x(i)), where g(x) is derived from rearranging f(x)=0 into the form x=g(x). Two examples are shown applying fixed point iteration to solve specific equations. The importance of bounding the solution to ensure convergence is also discussed. Convergence depends on the derivative of g(x) being less than 1; if it is greater than 1 the method may diverge or converge slowly.

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    STR 613: Advanced Numerical Analysis: Fixed Point Iteration

    Uploaded by

    Hamza El-masry
    18 views7 pages
    This document summarizes material from the course STR 613: Advanced Numerical Analysis. It discusses fixed point iteration as a method to solve equations of the form f(x)=0. The iterative form is x(i+1) = g(x(i)), where g(x) is derived from rearranging f(x)=0 into the form x=g(x). Two examples are shown applying fixed point iteration to solve specific equations. The importance of bounding the solution to ensure convergence is also discussed. Convergence depends on the derivative of g(x) being less than 1; if it is greater than 1 the method may diverge or converge slowly.

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    This document summarizes material from the course STR 613: Advanced Numerical Analysis. It discusses fixed point iteration as a method to solve equations of the form f(x)=0. The iterative form is x(i+1) = g(x(i)), where g(x) is derived from rearranging f(x)=0 into the form x=g(x). Two examples are shown applying fixed point iteration to solve specific equations. The importance of bounding the solution to ensure convergence is also discussed. Convergence depends on the derivative of g(x) being less than 1; if it is greater than 1 the method may diverge or converge slowly.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    18 views7 pages

    STR 613: Advanced Numerical Analysis: Fixed Point Iteration

    Uploaded by

    Hamza El-masry
    This document summarizes material from the course STR 613: Advanced Numerical Analysis. It discusses fixed point iteration as a method to solve equations of the form f(x)=0. The iterative form is x(i+1) = g(x(i)), where g(x) is derived from rearranging f(x)=0 into the form x=g(x). Two examples are shown applying fixed point iteration to solve specific equations. The importance of bounding the solution to ensure convergence is also discussed. Convergence depends on the derivative of g(x) being less than 1; if it is greater than 1 the method may diverge or converge slowly.

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    © All Rights Reserved
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    of 7

    STR 613: Advanced

    Numerical Analysis
    Instructor
    Dr. Ahmed Amir Khalil

    Fixed point iteration


     f(x)=0
     Re-arrange into x=g(x)
     Iterative form

    x i +1 = g ( x i )

    1
    Fixed point iteration
    Two alternatives
    5 5 11
    f ( ) = cos 40 cos + cos(40 ) = 0
    3 2 6
    1
    = cos1 [R1 cos + R3 cos( )] = cos1 (u( )) = g ( )
    R2

    Fixed point iteration


    Example (Alternative 1)

    5 5 11
    cos cos + cos( ) = 0
    3 2 6
    5 5 11
    f ( ) = cos 40 cos + cos(40 ) = 0
    3 2 6
    1
    = cos1 [R1 cos + R3 cos( )] = cos1 (u( )) = g ( )
    R2

    2
    Fixed point iteration
    Example
    1
    = cos1 [R1 cos + R3 cos( )] = cos1 (u( )) = g ( )
    R2
    i i u(i) i+1 f(i+1) g(i)
    1 30 0.850107 31.776742 -0.03979719 0.131899
    2 31.776742 0.848142 31.989810 -0.00491050 0.107995
    3 31.989810 0.847932 32.012517 -0.00052505 0.105148
    4 32.012517 0.847910 32.014901 -0.0005515 0.104845
    5 32.014901 0.847908 32.015151 -0.00000578 0.104814
    6 32.015151 0.847908 32.015177 -0.00000061 0.104810
    7 32.015177 0.847908 32.015180 -0,00000060 0.104810
    8 32.015180 0.847908 32.015180 -0.0000000 0.104810

    Alternative 2

    3
    Fixed point iteration
    Example (Alternative 2)

    4
    Alternative 2

    The importance of
    bounding the solution

    5
    Fixed point iteration
    Convergence

    See Hoffman P. 154

    Fixed point iteration


    Convergence

    If g ( ) < 1
    method converges

    If g ( ) > 1

    diverges or
    converges slowly

    Dependent on choice of g(x)

    6
    7

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