Académique Documents
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EE, NCKU
Tien-Hao Chang (Darby Chang)
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In the previous slide
Rootfinding
multiplicity
Bisection method
Intermediate Value Theorem
convergence measures
False position
yet another simple enclosure method
advantage and disadvantage in compari
son with bisection method
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In this slide
Secant method
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Rootfinding
Simple enclosure
Intermediate Value Theorem
guarantee to converge
convergence rate is slow
bisection and false position
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2.3
Fixed Point Iteration Schemes
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6
There is at least one point on the graph at which the tangent
lines is parallel to the secant line
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Mean Value Theorem
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Fixed points
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Number of fixed points
According to the previous figure, a tri
vial question is
how many fixed points of a given functio
n?
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Only sufficient conditions
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Fixed point iteration
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Fixed point iteration
If it is known that a function has a fi
xed point, one way to approximate t
he value of that fixed point is fixed p
oint iteration scheme
These can be defined as follows:
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http://thomashawk.com/hello/209/1017/1024/Jackson%20Running.jpg
In action
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AnyQuestions?
About fixed point iteration
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Relation to rootfinding
Now we know what fixed point iterati
on is, but how to apply it on rootfindi
ng?
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Iteration function
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http://thomashawk.com/hello/209/1017/1024/Jackson%20Running.jpg
In action
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Analysis
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Convergence
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demonstrates the importance of the
parameter
when , rapid
when , dramatically slow
when , roughly the same as the bisectio
n method
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Order of convergence of fixed
point iteration schemes
All about the derivatives,
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Stopping condition
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Two steps
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The first step
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The second step
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AnyQuestions?
2.3 Fixed Point Iteration Schemes
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2.4
Newtons Method
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Newtons Method
Definition
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http://thomashawk.com/hello/209/1017/1024/Jackson%20Running.jpg
In action
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In the previous example
Newtons method used 8 function ev
aluations
Bisection method requires 36 evaluat
ions starting from
False position requires 31 evaluations
starting from
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AnyQuestions?
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Initial guess
answer
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Initial guess
answer
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Initial guess
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in Newtons method
Not guaranteed to converge
, fails to converge
May converge to a value very far fro
m
, converges to
Heavily dependent on the choice of
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Convergence analysis for Newt
ons method
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The simplest plan is to apply the general fixed point iteration
convergence theorem
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Analysis strategy
To do this, it is must be shown that t
here exists such an interval, , which
contains the root , for which
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AnyQuestions?
65
Newtons Method
Guaranteed to Converge?
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Newtons Method
Guaranteed to Converge?
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Newtons Method
Guaranteed to Converge?
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http://img2.timeinc.net/people/i/2007/startracks/071008/brad_pitt300.jpg
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Dont worry
Convergence analysis
At least quadratic
, since
Stopping condition
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Recall that 72
http://www.dianadepasquale.com/ThinkingMonkey.jpg
Is Newtons method always faster?
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http://thomashawk.com/hello/209/1017/1024/Jackson%20Running.jpg
In action
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AnyQuestions?
2.4 Newtons Method
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2.5
Secant Method
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Secant method
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AnyQuestions?
2.5 Secant Method
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