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Saturday, September 19, 2015

Fixed Point Method to find the root of the non-linear equation



Fixed Point Method [Linearly Convergent]


1.      Assign an initial value to x0 and accuracy level E.
2.      Reform given equation as x = g(x)
3.      Compute x1 = g(x0).
4.      Check the required accuracy level of x1.
If absolute value of (x1 – x0) / x1 < E then
Write x1 as the root of the equation and go to 4.
Otherwise
            Set x0 = x1 and
            Go to step 2
5.      Stop

The equation xi+1 = g (xi) where I = 0, 1, 2 … is called the fixed point iteration formula.
Example: Find the square root of 5 using the equation x2 - 5 = 0 by using fixed point iteration method.
Soln: Here f(x) = x2 – 5
Step 1: Assigning Initial value of x0 = 1 and E = 0.01
Step 2: Reforming the equation x2 - 5 = 0
            Or x2 = 5
            Or x = 5/x
            Or 2x = 5/x + x [Adding x in both sides]
             x = [5/x + x] / 2
Step 3: Iteration I:
Computing x1 = g(x0).
                        x1=[5/x0 + x0] / 2 = 3  [x0 = 1]
Step 4: Checking accuracy level,          
            Absolute value of (x1 – x0) / x1 < E
            (3 - 1) / 3 = 0.6667
            0.6667 < 0.01 which is false
            So, set x0 = x1 and go to step 3
            Iteration II:
            Computing x1 = g(x0).
                        x1=[5/x0 + x0] / 2 =
Repeat the iterations until error criteria satisfied.
If error criteria is satisfied then,
Write improved estimation x1 as the root of the equation and stop.

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