Solution of System of Nonlinear

Equations: Fixed Point Iteration

Method (FPIM)
Lecture-2

1
Objective:
Solve the system of nonlinear equations to find roots of the
system using FPIM

2
 Fixed Point Iteration Method (one variable)

The algorithm and convergence criteria (CC) of FPIM on in one

variable are as follows:

Algorithm and CC:

Step 1: Consider nonlinear equation in one variable,
f(x)=0 Eq.(1)
Step 2: Rewrite the given equation as follows:
x = g ( x) ( NOT UNIQUE ) Eq.(2)
Step 3: Initial guess x0, compute
xn +1 = g ( xn ) Eq.(3)
where n = 0,1, 2,..., n

3
Step 4: Use iteration formula given in Eq. (3),
Then calculate x1 by using initial guess value and continue
this process till hold stop criteria.

Stop criteria:
𝑔′(𝑥0 ) & 𝑐ℎ𝑒𝑐𝑘 𝑖𝑓 𝑔′(𝑥0 ) < 1.

4
 Example
Example 1: Comment on the results of the given equation x3 + 2 x − 5 = 0
has a root near x=1.4.
Solution: Consider

f ( x) = x + 2 x − 5 = 0
3
Eq.(1)
Arrange Eq.(1) and we get three iterative functions follows as:

(a) xn +1 = ( 5 − xn3 ) , (b) xn +1

1
=
( 3
2x
n + 5)
, (c) xn +1 = ( 5 − 2 xn )
1/3

2 ( 3x
2
n + 2)

g (
Choose iterative function (a), and we can write a nx ) =
1
2
( 5 − xn)
3

5
 3 2
Now, calculate g a ( xn ) = − xn
2
We have, x0=1.4, so consider n=0 and we get
3 2 3

g a ( x0 ) = − x0 = − (1.4) 2 = −2.94
2 2
[Substitute the value of x0]

The sequence will not converge because g a (1.4)  1.

Similarly, choose iterative function (b), and we can write

gb ( xn ) =
( n + 5)
2 x 3

( n + 2)
3 x 2

6 xn ( xn 3 + 2 xn − 5)
Now, calculate gb ( xn ) =
(3 xn 2 + 2) 2
6
We have, x0=1.4, so consider n=0 and we get
6 x0 ( x03 + 2 x0 − 5) 6(1.4)((1.4)3 + 2(1.4) − 5)
gb ( x0 ) = = = 0.0735
(3 x0 + 2)
2 2
(3(1.4) + 2)
2 2

[Substitute the value of x0]

The sequence will converge because gb (1.4)  1.

Similarly, choose iterative function (c), and we can write

g c ( xn ) = ( 5 − 2 xn )
1/3

2 1
Now, calculate g c ( xn ) = −
3 (5 − 2 xn ) 2/3

7
 We have, x0=1.4, so consider n=0 and we get

2 1 2 1
g c ( x0 ) = − =− = −0.394
3 (5 − 2 x0 ) 2/3
3 (5 − 2(1.4)) 2/3

[Substitute the value of x0]

The sequence will converge because g c (1.4)  1.

Example 2: Given that f ( x) = 2 cos 2 x + 2 − x. If the iterative formula

converge to the root near the point x0=3.5, do the iteration
two times to estimate the root to 4 decimal places. Also,
Write down MATLAB commands to execute the iterations
five times.

8
Solution: Consider
f ( x) = 2 cos 2 x + 2 − x = 0 Eq.(1)
Rewrite the given equation as follows:
1
xn +1 = ( 2 + 3xn + 2 cos 2 xn ) = g ( xn ) Eq.(2)
4
1
or , g ( xn ) = ( 2 + 3xn + 2 cos 2 xn )
4
1
Calculate g ( xn ) = ( 3 − 4sin 2 xn )
4

9
We have, x0=3.5, so consider n=0 and we get
1 1
g ( x0 ) = ( 3 − 4sin 2 x0 ) = ( 3 − 4sin 2(3.5) ) = 0.093013
4 4
[Substitute the value of x0]
The sequence will converge because g (3.5)  1.

1st iteration: We have, x0=3.5, so consider n=0 then Eq. (2) become
1
x1 = ( 2 + 3x0 + 2 cos 2 x0 )
4
1
= ( 2 + 3(3.5) + 2 cos 2(3.5) ) [Substitute the value of x0]
4
1
= (12.5 + 2 (0.753902) )
4
x1 = 3.501951
10
2nd iteration: We have now, x1=3.501951, so consider n=1 then Eq. (2)
become
1
x2 = ( 2 + 3x1 + 2 cos 2 x1 )
4
1
= ( 2 + 3(3.501951) + 2 cos 2(3.501951) ) [Substitute the value of x1]
4
1
= (12.505853 + 2 (0.751332) )
4
x2 = 3.502129 = 3.5021

3rd iteration: We have now, x2=3.502129, so consider n=2 then Eq. (2)
become
1
x3 = ( 2 + 3x2 + 2 cos 2 x2 )
4
1
= ( 2 + 3(3.502129) + 2 cos 2(3.502129) )
4
1 [Substitute the value of x2]
= ( 2 + 3(3.502129) + 2 (0.751097) )
4
x3 = 3.502145 = 3.5021 11
Program code in MATLAB:
Program code:
clear all
close all
clc

f=@(x)(2+3.*x+2.*cos(2.*x))./4;
x(1)=3.5;
for n=1:5
x(n+1)=f(x(n));
end
output=x'

Output: x
3.5000
3.5020
3.5021
3.5021
3.5021
3.5021
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 FPIM for system of NLE in two variables
The Algorithm and stop criteria of iteration to find the root of
nonlinear equation in two variables by applying Fixed point iteration
are as follows:

Algorithm:
Step 1: Consider nonlinear equation in two variables,
f1 ( x, y ) = 0 and f 2 ( x, y ) = 0 Eq.(1)

Step 2: Rewrite the given equation as follows:

x = g1 ( x, y ) and y = g 2 ( x, y ) Eq.(2)
Step 3: If there is a point (p,q) such that, p = g1 ( p, q) and q = g 2 ( p, q),
then (p,q) is a fixed point of the system and this (p,q) is a root
of the system.
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Step 4: Arrange Eq.(2) and assume an iteration formula such as

𝑥𝑛+1 = 𝑔1 𝑥𝑛 , 𝑦𝑛 and 𝑦𝑛+1 = 𝑔2 (𝑥𝑛 , 𝑦𝑛 )Eq.(3)

where 𝑛 = 0,1,2, . . . ,

Then calculate x1 , y1 by using initial guess value and continue

this process till hold stop criteria.

Stop criteria:
1. Iterative formula will converge close to fixed point (p,q)

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Convergence and divergence criteria:
(x0, y0) is close to the fixed point (p,q).
(i) if Eq.(4a) and Eq.(4b) holds.
 
g1 ( x0 , y0 ) + g1 ( x0 , y0 )  1 Eq.(4a)
x y

 
g 2 ( x0 , y0 ) + g 2 ( x0 , y0 )  1 Eq.(4b)
x y

Then the iterative formula given in Eq. (3) will converge to the fixed
point (p,q).
(ii) If the conditions given in Eq.(4a) and Eq.(4b) are not satisfied,
the iterative process might diverse. The above method can be
extended for more than two variables.
15
 Example
𝑦 = 𝑥 2 − 5𝑥 + 3 ; 𝑥 2 + 4𝑦 2 = 4
Example 3: Consider the system
A fixed point iteration formula is suggested to estimate root at
(x0,y0)=(0.9,1) given as follows:

xn +1 = (
1 2
5
xn − yn + 3)

= ( 4 − xn2 − 4 yn2 + 10 yn )
1
yn +1
10

(a) Verify whether the above iterative formula will converge to the
root near 𝑥0 , 𝑦0 = (0.9, −1). If converges, perform one iteration
otherwise suggest another fixed point iterative formula which
converge to the root.
(b) Write MATLAB commands to execute the above iterative formula
five times.
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 Solution: From the iterative formula, let us define

1 2
𝑔1 (𝑥, 𝑦) = 𝑥 − 𝑦 + 3
5
1
𝑔2 (𝑥, 𝑦) = 4 − 𝑥 2 − 4𝑦 2 + 10𝑦
10

𝜕 2𝑥 𝜕 1
𝑔1 𝑥, 𝑦 = , 𝑔1 𝑥, 𝑦 = −
𝜕𝑥 5 𝜕𝑦 5
𝜕 2𝑥 𝜕 1
𝑔2 𝑥, 𝑦 = − , 𝑔2 𝑥, 𝑦 = (−8𝑦 + 10)
𝜕𝑥 10 𝜕𝑦 10
𝜕𝑔1 𝜕𝑔1
Near point (0.9, -1.0) we have, + = 0.36 + −0.2 = 0.56 < 1
𝜕𝑥 𝜕𝑦

𝑔1 𝑥, 𝑦 Satisfy convergence criteria

17
 𝜕𝑔2 𝜕𝑔2 −8 −1 + 10
But it can be seen, that + = −0.18 + = 1.98 > 1
𝜕𝑥 𝜕𝑦 10

Test fails and the convergence is not guaranteed. Rearranging

the second equation by
𝑥 2 + 4𝑦 2 − 4 + 10𝑦 = 10𝑦

1 2
Now, we have 𝑦= 𝑥 + 4𝑦 2 − 4 + 10𝑦
10

So, suggested iterative formula can be

1 2
𝑔3 (𝑥, 𝑦) = 𝑥 + 4𝑦 2 − 4 + 10𝑦
10

Let us calculate
𝜕 2𝑥 𝜕 1
𝑔3 𝑥, 𝑦 = , 𝑔3 𝑥, 𝑦 = (8𝑦 + 10)
𝜕𝑥 10 𝜕𝑦 10

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 At near point (x0,y0)=(0.9,-1)
𝜕𝑔3 𝜕𝑔3 1.8 8 −1 + 10
+ = + = 0.38 < 1
𝜕𝑥 𝜕𝑦 10 10

So, 𝑔3 (𝑥, 𝑦) satisfy convergence criteria.

Thus a fixed point iterative formula which converge to root

near point (0.9, −1) is
1 2
𝑥𝑛+1= (𝑥𝑛 − 𝑦𝑛 + 3)
5
1 2
𝑦𝑛+1 = 𝑥𝑛 + 4𝑦𝑛2 − 4 + 10𝑦𝑛
10

19
Program code in MATLAB:
Program code:
clear all Output:
close all
clc Iterative_Roots :
x(1)=0.9; x y
y(1)=-1; 0.9000 -1.0000
for n=1:5 0.9620 -0.9190
x(n+1)=(x(n)^2-y(n)+3)/5; 0.9689 -0.8886
y(n+1)=(x(n)^2+4*y(n)^2-4+10*y(n))/10; 0.9655 -0.8789
end 0.9622 -0.8767
Iterative_Roots = [x',y']; 0.9605 -0.8767

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Advantages and Drawbacks: Fixed Point Iteration Method

Advantages:
❑ Fast
❑ Fewer calculations than bracketing methods
❑ Requires one guess only
❑ Easier to program

Drawbacks:
❑ Convergence is not guaranteed

21
 Outcome
System of nonlinear equations can be solved by applying Fixed
Point Iteration Method (FPIM), to find roots (approximately) of
the system, although it has few drawbacks.

Also, behavior of function can be predicted by analyzing roots.

22
 Multiple questions:
S.No. Questions
1 Fixed Point Iteration Method is-
(a) Closed method, (b) Open method, (c) Bracketing method
2 What type of solution could be by applying above method?
(a) Analytical solution, (b) Numerical solution
3 Fixed Point Iteration method can be used to find roots of the following system of
equations:
(a) Linear equations , (b) Non-linear equations , (c) both (a) and (b)
5 What is the stop criteria of Fixed Point Iteration Method in one variable?
(a) 𝑔′(𝑥0 ) and check 𝑔′(𝑥0 ) < 1,
(b) 𝑔′(𝑥0 ) and check 𝑔′(𝑥0 ) > 1,
(c) None of them
(d) Both of them
6 What is the stop criteria of Fixed Point Iteration Method in two variables?
𝜕 𝜕
(a) 𝑔 (𝑥 , 𝑦 ) + 𝑔 (𝑥 , 𝑦 ) <1,
𝜕𝑥 1 0 0 𝜕𝑦 1 0 0
𝜕 𝜕
(b) 𝑔 (𝑥 , 𝑦 ) + 𝑔 (𝑥 , 𝑦 ) <1,
𝜕𝑥 2 0 0 𝜕𝑦 2 0 0
(c) Both of them
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S.No. Questions
7 How many guess value requires for applying Fixed Point Iteration Method to find
roots of equations
(a) one,
(b) many,
(c) Both of them
(d) None of them
8 What is the drawback of Fixed point iteration method?
a) It converges,
b) it doesn’t converges,
c) Convergence is not guaranteed

24
 Try to do yourself
#1. The following system has a root near 𝑥0 , 𝑦0 = (0.2, 0.3).

2𝑥 2 + 𝑦 2 − 15𝑥 + 2 = 0,
𝑥𝑦 2 + 𝑥 − 10𝑦 + 5 = 0.
Estimate the root correct to four decimal places using fixed point
iterative method.

#2. Determine the roots of the following simultaneous non linear equations
using
𝑥 = 𝑦 + 𝑥 2 − 2.5,
𝑦 = 𝑥 2 − 5𝑥𝑦

Employ initial guesses of 𝑥0 = 𝑦0 = 1.0 and discuss the results.

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 References
[1] Applied Numerical Methods With Matlab for Engineers and Scientists ( Steven
C.Chapra).
[2] Applied Numerical Analysis – C.F.Gerald & P.O.Wheatley, 7th Edition, 2003,
Pearson Education Limited, USA.
[3] Numerical Analysis & Computing – W. Cheney & D. Kincaid, 6th Edition, 2007,
Cengage Learning, Inc, USA.
[4] Numerical Analysis – J. Douglas Faires , Annette Burden , Richard Burden, 10th
Edition, 2015, Cengage Learning, Inc, USA.

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