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Fixed-point iteration

An equation f(x)=0f(x) = 0 can be rewritten as x=g(x)x = g(x) and solved by iterating xn+1=g(xn)x_{n+1} = g(x_n) from a starting value. The method only converges if ∣g′(x)∣<1|g'(x)| < 1 near the root — otherwise the iterations wander away from the answer instead of toward it.

xn+1=g(xn)x_{n+1} = g(x_n)the iteration
∣g′(x)∣<1|g'(x)| < 1requirement for local convergence near the root

Symbols

ggthe function the equation is rewritten as

Example

x=cos⁡xx = \cos x can be iterated as xn+1=cos⁡xnx_{n+1} = \cos x_n, which converges since ∣ ⁣− ⁣sin⁡x∣<1|\!-\!\sin x| < 1 near the root.

Always check ∣g′(x)∣|g'(x)| near the expected root before trusting that the iteration converges.
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Part of Numerical Methods: Solving equations.