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(詳細はnumerical analysis, fixed-point iteration is a method of computing fixed points of iterated functions. 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 which is hoped to converge to a point . If is continuous, then one can prove that the obtained is a fixed point of , i.e., :. More generally, the function 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 , i.e. the mean value of ''x'' and ''a/x'', to approach the limit (from whatever starting point ). This is a special case of Newton's method quoted below. * The fixed-point iteration converges to the unique fixed point of the function for any starting point This example does satisfy the assumptions of the Banach fixed point theorem. Hence, the error after n steps satisfies (where we can take , if we start from .) When the error is less than a multiple of 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 will diverge unless . We say that the fixed point of is repelling. * The requirement that ''f'' is continuous is important, as the following example shows. The iteration : converges to 0 for all values of . However, 0 is ''not'' a fixed point of the function : as this function is ''not'' continuous at , 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)』 ■ウィキペディアで「Fixed-point iteration」の詳細全文を読む スポンサード リンク
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