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In numerical analysis, fixed-point iteration is a method of computing fixed points of a function.. More specifically, given a function defined on the real numbers with real values and given a point in the domain of , the fixed-point iteration is + = (), =,,, … which gives rise to the sequence,,, … of iterated function applications , (), (()), … which is hoped to converge to a point .
In mathematics, Anderson acceleration, also called Anderson mixing, is a method for the acceleration of the convergence rate of fixed-point iterations.Introduced by Donald G. Anderson, [1] this technique can be used to find the solution to fixed point equations () = often arising in the field of computational science.
Fixed-point iteration; Newton's method — based on linear approximation around the current iterate; quadratic convergence Kantorovich theorem — gives a region around solution such that Newton's method converges; Newton fractal — indicates which initial condition converges to which root under Newton iteration
Mathematical methods relating to successive approximation include: Babylonian method, for finding square roots of numbers [3] Fixed-point iteration [4] Means of finding zeros of functions: Halley's method; Newton's method; Differential-equation matters: Picard–Lindelöf theorem, on existence of solutions of differential equations
Applying the Banach fixed-point theorem shows that the fixed point π is the unique fixed point on the interval, allowing for fixed-point iteration to be used. For example, the value 3 may be chosen to start the fixed-point iteration, as 3 π / 4 ≤ 3 ≤ 5 π / 4 {\displaystyle 3\pi /4\leq 3\leq 5\pi /4} .
X is a fixed-point of if and only if x is a root of , and x is an ε-residual fixed-point of if and only if x is an ε-root of . Chen and Deng [ 18 ] show that the discrete variants of these problems are computationally equivalent: both problems require Θ ( n d − 1 ) {\displaystyle \Theta (n^{d-1})} function evaluations.
It follows from the definition of a fixed point that the staircases converge whereas spirals center at a point where the diagonal = line crosses the function graph. A period-2 orbit is represented by a rectangle , while greater period cycles produce further, more complex closed loops.
A practical method to calculate the order of convergence for a sequence generated by a fixed point iteration is to calculate the ... For example, the secant method, ...