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Computer Science/Numerical Methods/ Iteration method ( with it’s convergence condition).

Computer Science/Numerical Methods/ Iteration method ( with it’s convergence condition).

https://www.gyanodhan.com/video/7A2.%20Computer%20Science/Numerical%20Methods/673.%20Iteration%20method%20%20%28%20with%20it%27s%20convergence%20condition%29.mp4

Iteration Method in Numerical Methods

The Iteration Method is a technique used to find the root of an equation f(x)=0f(x) = 0. It is based on approximating the root through successive iterations, refining the value until it reaches the desired accuracy.

1. General Form of Iteration Method

The given equation f(x)=0f(x) = 0 is rewritten in the form:

x=g(x)x = g(x)

where g(x)g(x) is a function derived from f(x)f(x).

An initial guess x0x_0 is selected, and the next approximation is obtained using the formula:

xn+1=g(xn)x_{n+1} = g(x_n)

This process continues until the absolute difference between successive approximations is less than a predefined tolerance ϵ\epsilon, i.e.,

∣xn+1−xn∣<ϵ|x_{n+1} – x_n| < \epsilon

2. Convergence Condition

For the iteration method to converge to a root α\alpha, the function g(x)g(x) must satisfy:

∣g′(α)∣<1| g'(\alpha) | < 1

where g′(α)g'(\alpha) is the derivative of g(x)g(x) evaluated at the root α\alpha.

Explanation of Convergence Condition

3. Example of Iteration Method

Find the root of x3+x−1=0x^3 + x – 1 = 0 using iteration method.

Step 1: Rewrite in the form x=g(x)x = g(x)

x=1−x3x = 1 – x^3

Step 2: Select an initial guess

Let x0=0.5x_0 = 0.5.

Step 3: Apply the iteration formula

Using xn+1=1−xn3x_{n+1} = 1 – x_n^3,

x1=1−(0.5)3=1−0.125=0.875x_1 = 1 – (0.5)^3 = 1 – 0.125 = 0.875 x2=1−(0.875)3=1−0.6699=0.3301x_2 = 1 – (0.875)^3 = 1 – 0.6699 = 0.3301 x3=1−(0.3301)3=1−0.0359=0.9641x_3 = 1 – (0.3301)^3 = 1 – 0.0359 = 0.9641

This process continues until convergence.

4. Advantages and Disadvantages

Advantages:

Disadvantages:

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Computer Science/Numerical Methods/ Iteration method ( with it’s convergence condition).

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Here’s a complete and easy-to-understand explanation of the Iteration Method in Numerical Methods (especially useful for Computer Science or Engineering students), along with its convergence condition:


Iteration Method in Numerical Methods


What is the Iteration Method?

The Iteration Method (also called the Successive Approximation Method or Fixed Point Iteration Method) is used to find the root of a non-linear equation:

f(x)=0f(x) = 0

We rewrite this into the form:

x=g(x)x = g(x)

Then we apply the iteration:

xn+1=g(xn)x_{n+1} = g(x_n)

We continue this process until the difference ∣xn+1−xn∣|x_{n+1} – x_n| is less than a desired tolerance.


Steps to Apply Iteration Method:

  1. Rearrange f(x)=0f(x) = 0 into x=g(x)x = g(x)
  2. Choose an initial guess x0x_0
  3. Compute:

    x1=g(x0),x2=g(x1),…x_1 = g(x_0), \quad x_2 = g(x_1), \quad \dots

  4. Stop when:

    ∣xn+1−xn∣<ε|x_{n+1} – x_n| < \varepsilon(where ε\varepsilon is a small tolerance like 0.0001)


Convergence Condition

For the iteration method to converge to a root α\alpha, the function g(x)g(x) must satisfy:

  1. α=g(α)\alpha = g(\alpha) (the fixed point)
  2. Convergence condition:

    ∣g′(α)∣<1|g'(\alpha)| < 1

This means the derivative of g(x)g(x) near the root should be less than 1 in absolute value.

If ∣g′(x)∣>1|g'(x)| > 1, the method diverges.


Example Problem:

Find the root of the equation:

x3+x−1=0x^3 + x – 1 = 0

Step 1: Rearrange to the form x=g(x)x = g(x).
Let’s take:

x=11+x2x = \frac{1}{1 + x^2}

Step 2: Let x0=0.5x_0 = 0.5

Step 3: Apply iterations:

x1=11+(0.5)2=0.8x_1 = \frac{1}{1 + (0.5)^2} = 0.8 x2=11+(0.8)2≈0.6098x_2 = \frac{1}{1 + (0.8)^2} ≈ 0.6098 x3=11+(0.6098)2≈0.728x_3 = \frac{1}{1 + (0.6098)^2} ≈ 0.728

… and continue until convergence.

Step 4: Check ∣xn+1−xn∣<0.001|x_{n+1} – x_n| < 0.001 for stopping.


Advantages of Iteration Method:

Limitations:


Summary Table:

Term Description
Equation Form x=g(x)x = g(x)
Iteration Rule xn+1=g(xn)x_{n+1} = g(x_n)
Convergence If (
Divergence If (
Stopping Rule (

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Computer Science/Numerical Methods/ Iteration method ( with it’s convergence condition).

Numerical Methods: Problems and Solutions