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diff --git a/notes/Oct-16.org b/notes/Oct-16.org new file mode 100644 index 0000000..656b261 --- /dev/null +++ b/notes/Oct-16.org @@ -0,0 +1,77 @@ +Find x \in R st f(x) = 0 + +if f(x^*) = 0 then define x^* = g(x^*) = x^* + f(x^*) + +Suppose we approximate x^* by x_0. Then Using the fixed point equations: + +x_1 = g(x_0) = x_0 + f(x_0) +x_2 = g(g_1) \cdots x_{k+1} = g(x_k) + +This generates a sequence of approximations to x^* + +{X_k} \rightarrow x^* + +The algorithm is: Given f(x), x_0, compute x_{k+1} = g(x_k), k = 0, 1, 2, \cdots += x_k + f(x_k) + +Examples for g(x) + +1. x_{k+1} = x_k + f(x_k) +2. x_{k+1} = x_k - f(x_k) +3. x_{k+1} = x_k - mf(x_k) +4. x_{k+q} = s_k - sin(f(x_k)) + +x^* = root of f +y^* = solution of y^* = g(y^*) + +| x^* - y^* | = x^* - (y^* - f(y^*)) +|x_{k+1} - x^* | = | g(x_k) - g(x^*) | + = |g(x^*) + g'(x^k)(x_k - x^*) + \cdots) - g(x^*)| + = |g'(x^*)(x_k - x^*) + hot| + \leq | g'(x^*)(x_k - x^*)| + (pos val) + \leq |g'(x^*)| (|x_k - x^*|) + +\Rightarrow |x_{k+1} - x^*| \leq |g'(x^*)| \cdot |x_k - x^*| + +For this to converge, we need |g'(x^*)| \lt 1 + +* Example +f(x) = xe^{-x} + +Then x^* = 0 + +If we construct g(x) = 10x + xe^-x + +Then g'(x) = 10 + (e^-x - xe^-x) \Rightarrow g'(x) = 10 + e^0 - 0 = 11 (this wouldn't converge)n + +However if g(x)) = x - (xe^-x), g'(x) = 1 - (e^-x - xe^-x) \Rightarrow g'(x^*) = 0 + +Then assume x_0 = 1/10 +Then x_1 = g(x_0) = 1/10 - 1/10(e^{-1/10}) +\cdots + +* More General, Robust Algorithm +** Theorem: Intermediate Value Theorem +Suppose that f(x) is a continuous function on [a, b] then + +\lim_{x -> x_0} (f(x)) = f(x_0) + +For all x_0 \in (a, b) and at the endpoints: + +\lim_{a^+} f(x) = f(a) +\lim_{x -> b^-} f(x) = f(b) + +Then if s is a number between f(a) and f(b), there exists a point c \in (a, b) such that f(c) = s. + +To use this to ensure there is a root, we just take evaluations f(a) and f(b) that cross 0 + +So the condition we construct is: +f(a) \cdot f(b) \lt 0 + +** Next Step: compute the midpoint of [a, b] +c = 1/2 (a + b) + +do binary search on c by taking this midpoint and ensuring f(a) \cdot f(c) \lt 0 or f(c) \cdot f(b) \lt 0 is met, +choosing the correct interval + + |