I2 - Fixed-point iteration

I2 - Fixed-point iteration

Rearrange equations into iterative rules, generate accurate calculator sequences, and construct staircase and cobweb diagrams. You will see why equivalent equations can produce very different sequences, and how to distinguish numerical evidence from a guaranteed root accuracy.

Equations as fixed points

Can two correct rearrangements of the same equation send you in opposite directions? For the positive root of x2−x−2=0x^2-x-2=0, try repeatedly applying either x+2\sqrt{x+2} or x2−2x^2-2. Both leave 22 unchanged, but a small error near 22 behaves very differently under the two rules.

You already know

A recurrence uses earlier terms to calculate later ones. Rearranging an equation must preserve its solutions on the domain you need; taking a positive square root can exclude a negative solution.

Write the equation as x=g(x)x=g(x). Feed a trial value into gg, then use the output as the next input. The supplied starting value is already the first term; do not apply the rule before recording it.

Simple iteration

xn+1=g(xn)n=1,2,3,…x_{n+1}=g(x_n)\qquad n=1,2,3,\ldots

Choose or use the stated starting value x1x_1, and check that each new value remains in the domain of gg.
Not in the formula booklet: learn it.

The value we hope to approach is one that the rule leaves unchanged.

Fixed point

A fixed point α\alpha satisfies g(α)=αg(\alpha)=\alpha. It is the horizontal coordinate where y=g(x)y=g(x) intersects y=xy=x. For example, 22 is fixed by g(x)=x+2g(x)=\sqrt{x+2}, since g(2)=2g(2)=2; −1-1 is not, since g(−1)=1g(-1)=1.

If the sequence tends to α\alpha and gg is continuous there, passing to the limit gives α=g(α)\alpha=g(\alpha). This explains why a convergent sequence can solve an equation, but does not establish that a chosen sequence converges. The fixed-point limit reasoning is not in the formula booklet: learn it.

Worked example 1: two rules for one positive root

Question. Rearrange x2−x−2=0x^2-x-2=0 into two iterative forms and identify any root excluded by taking a square root.

Plan. Isolate x2x^2 for one form and xx for the other, then check their fixed points.

x2=x+2rearrangex=x+2for the positive rootx=x2−2isolate a different xx2−x−2=(x−2)(x+1)find the original roots\begin{aligned} x^2&=x+2 && \text{rearrange} \\ x&=\sqrt{x+2} && \text{for the positive root} \\ x&=x^2-2 && \text{isolate a different }x \\ x^2-x-2&=(x-2)(x+1) && \text{find the original roots} \end{aligned}

Why this step? The principal square root is nonnegative, so that rearrangement is equivalent to the original equation only when seeking its positive root.

Answer. The rules are xn+1=xn+2x_{n+1}=\sqrt{x_n+2} and xn+1=xn2−2x_{n+1}=x_n^2-2. Both have fixed point 22; only the second also has fixed point −1-1.

Check. 2+2=2\sqrt{2+2}=2 and 22−2=22^2-2=2, whereas −1+2=1≠−1\sqrt{-1+2}=1\ne-1.

Change only the constant term, from −2-2 to −6-6. The algebra follows the same route, but the fixed points and excluded negative root change.

Worked example 2: a changed quadratic

Question. Obtain two iterative forms for x2−x−6=0x^2-x-6=0 and state which original root is excluded by the square-root form.

Plan. Make the two rearrangements and factorise the original quadratic to check the domain restriction.

x2=x+6rearrangex=x+6positive-root formx=x2−6alternative form(x−3)(x+2)=0original roots\begin{aligned} x^2&=x+6 && \text{rearrange} \\ x&=\sqrt{x+6} && \text{positive-root form} \\ x&=x^2-6 && \text{alternative form} \\ (x-3)(x+2)&=0 && \text{original roots} \end{aligned}

Why this step? Checking the original roots prevents an algebraically convenient rule from silently losing a solution you were asked to find.

Answer. Use xn+1=xn+6x_{n+1}=\sqrt{x_n+6} for the positive root 33, or xn+1=xn2−6x_{n+1}=x_n^2-6. The first excludes −2-2.

Check. 3+6=3\sqrt{3+6}=3, but −2+6=2≠−2\sqrt{-2+6}=2\ne-2; both 33 and −2-2 satisfy the original quadratic.

These are equations for fixed points, not promises about convergence. The starting value and the chosen rearrangement still matter.

Watch out

Wrong: “Squaring x=x+6x=\sqrt{x+6} gives the quadratic, so the two equations have exactly the same roots.” Squaring loses the nonnegative restriction. Correct: they are equivalent for positive solutions; the square-root rule excludes the negative root.

The check changes only the constant term once more. State the recurrence as well as its domain consequence.

Calculator iteration and accuracy

A calculator's previous-answer function keeps the digits that your displayed table leaves out, so use the stored output for every new input.

For xn+1=cos⁡xnx_{n+1}=\cos x_n, use radians. Enter x1x_1, then apply cosine to the stored value repeatedly. Numerical iteration is permitted on an examination calculator; symbolic algebra and symbolic equation-solving facilities must be unavailable in examination mode. The recurrence and the requested iterates show the specified method; a root-solver's final output alone does not. Early rounding can change a later displayed digit.

Worked example 3: generating an oscillating sequence

Question. Use xn+1=cos⁡xnx_{n+1}=\cos x_n, with x1=1x_1=1 and angles in radians, to find x2x_2 to x6x_6, to six decimal places.

Plan. Apply cosine to the previous unrounded output, rounding only the table entries.

x2=cos⁡(1)≈0.5403023059first applicationx3=cos⁡(x2)≈0.8575532158use stored x2x4=cos⁡(x3)≈0.6542897905use stored x3x5=cos⁡(x4)≈0.7934803587repeatx6=cos⁡(x5)≈0.7013687736repeat\begin{aligned} x_2&=\cos(1)\approx0.5403023059 && \text{first application} \\ x_3&=\cos(x_2)\approx0.8575532158 && \text{use stored }x_2 \\ x_4&=\cos(x_3)\approx0.6542897905 && \text{use stored }x_3 \\ x_5&=\cos(x_4)\approx0.7934803587 && \text{repeat} \\ x_6&=\cos(x_5)\approx0.7013687736 && \text{repeat} \end{aligned}

Why this step? Feeding 0.5403020.540302 back into the rule would replace the true stored value by a rounded approximation at the very next calculation.

Answer. The requested values are 0.5403020.540302, 0.8575530.857553, 0.6542900.654290, 0.7934800.793480 and 0.7013690.701369.

Check. They alternate about 0.739085…0.739085\ldots, the value approached by continued iteration, rather than decreasing monotonically.

Change only the starting value, from 11 to 0.50.5. The first few outputs change, so recalculate them; do not copy the previous sequence.

Worked example 4: another start, the same rule

Question. Starting with x1=0.5x_1=0.5, use xn+1=cos⁡xnx_{n+1}=\cos x_n in radians to find x2x_2, x3x_3 and x4x_4 to six decimal places.

Plan. Store 0.50.5, apply the same recurrence three times, and retain all intermediate digits.

x2=cos⁡(0.5)≈0.8775825619new first outputx3=cos⁡(x2)≈0.6390124942stored inputx4=cos⁡(x3)≈0.8026851007stored input\begin{aligned} x_2&=\cos(0.5)\approx0.8775825619 && \text{new first output} \\ x_3&=\cos(x_2)\approx0.6390124942 && \text{stored input} \\ x_4&=\cos(x_3)\approx0.8026851007 && \text{stored input} \end{aligned}

Why this step? The subscript identifies the term: three applications starting from x1x_1 end at x4x_4, not x3x_3.

Answer. x2=0.877583x_2=0.877583, x3=0.639012x_3=0.639012, x4=0.802685x_4=0.802685, each to six decimal places.

Check. The values again alternate around the same candidate fixed point. Substitution gives cos⁡(0.739085…)≈0.739085…\cos(0.739085\ldots)\approx0.739085\ldots.

Repeated iteration suggests 0.7390.739 to three decimal places. To certify it, use f(x)=cos⁡x−xf(x)=\cos x-x: f(0.7385)≈0.0009791594>0f(0.7385)\approx0.0009791594>0 and f(0.7395)≈−0.0006943896<0f(0.7395)\approx-0.0006943896<0. Continuity gives a root inside these rounding boundaries. Also f′(x)=−sin⁡x−1<0f'(x)=-\sin x-1<0 on (0,1)(0,1), so this root is unique there. The sign-change and rounding test is not in the formula booklet: learn it.

The cosine example has another neat feature: any real first input gives x2∈[−1,1]x_2\in[-1,1], then x3∈[cos⁡1,1]x_3\in[\cos1,1]. On [−1,1][-1,1], ∣g′(x)∣=∣sin⁡x∣≤sin⁡1<1|g'(x)|=|\sin x|\le\sin1<1, so the rule contracts errors within an interval it preserves. This is much stronger evidence than watching a few decimal digits settle. The derivative of cosine and this contraction reasoning are not in the formula booklet: learn their meaning.

Watch out

Wrong: “x7x_7 and x8x_8 are almost equal, so the root is accurate to that many places.” Close consecutive iterates alone do not bound the error from the root. Correct: use a justified error bound or a continuous sign-changing bracket inside the required rounding boundaries.

For the next calculation, change only the starting value again and keep radians selected.

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