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Pure · Numerical methods

Chapter 1 · 3

The idea

Iterative methods (x = g(x))

Solving f(x) = 0 by rearranging it into x = g(x) and iterating x_(n+1) = g(x_n) from a starting value — why some rearrangements converge and others diverge, and reading staircase and cobweb diagrams.

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Pure · Numerical methods

Iterative methods (x = g(x))

Solving f(x) = 0 by rearranging it into x = g(x) and iterating x_(n+1) = g(x_n) from a starting value — why some rearrangements converge and others diverge, and reading staircase and cobweb diagrams.

Why it works

Fixed points

A change of sign traps a root; an iteration hunts it down to many decimal places. The trick is to rewrite f(x)=0f(x) = 0 in the form x=g(x).x = g(x). A solution of this is a value that comes out the same as it went in — a fixed point. The idea: guess a starting value x0x_0 near the root, feed it through gg to get x1=g(x0)x_1 = g(x_0), feed that back to get x2=g(x1)x_2 = g(x_1), and keep going: xn+1=g(xn).x_{n+1} = g(x_n). If this sequence settles down to a limit LL, then L=g(L)L = g(L), so LL is a root of the original equation. You stop when successive values agree to the accuracy you need.

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