Add OUTPUT to tridiagonal docstring.
[octave.git] / fixed_point_method.m
1 function [fixed_point, iterations] = fixed_point_method(g, epsilon, x0)
2 ## Find a fixed_point of the function `g` with initial guess x0.
3 ##
4 ## INPUTS:
5 ##
6 ## * ``g`` - The function to iterate.
7 ##
8 ## * ``epsilon`` - We stop when two successive iterations are within
9 ## epsilon of each other, taken under the infinity norm. halt the
10 ## search and return the current approximation.
11 ##
12 ## OUTPUTS:
13 ##
14 ## * ``fixed_point`` - The fixed point that we found.
15 ##
16 ## * ``iterations`` - The number of iterations that we performed
17 ## during the search.
18 ##
19
20 iterations = 0;
21 prev = x0;
22 current = g(x0);
23
24 while (norm(current - prev, Inf) > epsilon)
25 prev = current;
26 current = g(current);
27 iterations = iterations + 1;
28 end
29
30 fixed_point = current;
31 end