Fixed Point Iteration
Computational Math
No Derivatives
Fixed Points
Linear Convergence
Slow Convergence
NoteConvergence plots
NoteIteration table
Fixed point iteration solves \(x=g(x)\) by repeatedly applying \(g\): \(x_{n+1}=g(x_n)\). If the sequence converges to a value \(\alpha\), then \(\alpha=g(\alpha)\) — a fixed point of \(g\).
Examples
Fixed point iteration can behave very differently depending on the function \(g\) and the starting point \(x_0\). The examples below illustrate attraction, repulsion, oscillation, slow convergence, and divergence.
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Classic convergent iteration
g(x) = cos(x), x₀ = 1
The iteration xₙ₊₁ = cos(xₙ) converges to the Dottie number, the fixed
point of cosine.
Converges to the positive fixed point
g(x) = √(x + 2), x₀ = 1
This converges to x = 2, solving x = √(x + 2). The cobweb path moves
steadily toward the intersection with y = x.
Babylonian iteration for √2
g(x) = (x + 2/x)/2, x₀ = 1
A very effective fixed point iteration for computing √2. It converges
much faster than many ordinary fixed point schemes.
Gentle attraction
g(x) = 1 + 0.5 sin(x), x₀ = 0
The slope near the fixed point has magnitude less than 1, so the fixed
point is attractive and the iteration settles down.
Oscillatory convergence
g(x) = 2 cos(x), x₀ = 1
The iterates approach the fixed point while bouncing from one side to the
other. The cobweb diagram shows a visible zig-zag pattern.
Slow attraction
g(x) = 1.2x − 0.2x², x₀ = 0.2
The fixed point at x = 1 is attractive, but convergence can be slow when
the slope is close to 1 in magnitude.
Repelling fixed point
g(x) = 2x, x₀ = 0.1
Although x = 0 is a fixed point, the slope has magnitude greater than 1,
so nearby iterates are pushed away.
Divergent oscillation
g(x) = 1 − 2x, x₀ = 0.2
The iteration alternates across the fixed point with growing amplitude
because the slope has magnitude greater than 1.
Neutral two-cycle
g(x) = 1 − x, x₀ = 0.2
The sequence jumps back and forth between two values. The fixed point
exists at x = 0.5, but the iteration does not approach it.
Very slow convergence
g(x) = x − x³, x₀ = 0.2
The fixed point x = 0 is attracting, but g′(0) = 1, so convergence is
much slower than linear.