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Fixed point iteration : ウィキペディア英語版
Fixed-point iteration

(詳細はnumerical analysis, fixed-point iteration is a method of computing fixed points of iterated functions.
More specifically, given a function f defined on the real numbers with real values and given a point x_0 in the domain of f, the fixed point iteration is
:x_=f(x_n), \, n=0, 1, 2, \dots
which gives rise to the sequence x_0, x_1, x_2, \dots which is hoped to converge to a point x. If f is continuous, then one can prove that the obtained x is a fixed point of f, i.e.,
:f(x)=x.
More generally, the function f can be defined on any metric space with values in that same space.
==Examples==

* A first simple and useful example is the Babylonian method for computing the square root of ''a''>0, which consists in taking f(x)=\frac 12\left(\frac ax + x\right), i.e. the mean value of ''x'' and ''a/x'', to approach the limit x = \sqrt a (from whatever starting point x_0 \gg 0 ). This is a special case of Newton's method quoted below.
* The fixed-point iteration x_=\cos x_n\, converges to the unique fixed point of the function f(x)=\cos x\, for any starting point x_0. This example does satisfy the assumptions of the Banach fixed point theorem. Hence, the error after n steps satisfies |x_n-x_0| \leq | x_1 - x_0 | = C q^n (where we can take q = 0.85, if we start from x_0=1.) When the error is less than a multiple of q^n for some constant ''q'', we say that we have linear convergence. The Banach fixed-point theorem allows one to obtain fixed-point iterations with linear convergence.
* The fixed-point iteration x_=2x_n\, will diverge unless x_0=0. We say that the fixed point of f(x)=2x\, is repelling.
* The requirement that ''f'' is continuous is important, as the following example shows. The iteration
: x_ =
\begin
\frac, & x_n \ne 0\\
1, & x_n=0
\end
converges to 0 for all values of x_0.
However, 0 is ''not'' a fixed point of the function
:f(x) =
\begin
\frac, & x \ne 0\\
1, & x = 0
\end
as this function is ''not'' continuous at x=0, and in fact has no fixed points.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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