mandli / intro-numerical-methods

Jupyter notebooks and other materials developed for the Columbia course APMA 4300
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Why g''(c) not g''(x*) in the Taylor expansion, Analysis of Fixed Point Iteration #1

Closed yeejoh closed 9 years ago

yeejoh commented 9 years ago

In 5_root_finding_optimization.ipynb, Analysis of Fixed Point Iteration part, it writes:

Using a Taylor expansion we know

$$g(x^* + ek) = g(x^) + g'(x^_) e_k + \frac{g''(c) e_k^2}{2}$$

$$x^* + e{k+1} = g(x^) + g'(x^_) e_k + \frac{g''(c) e_k^2}{2}$$

Why it's $$\frac{g''(c) e_k^2}{2}$$, instead of $$\frac{g''(x^*) e_k^2}{2}$$? Where does the $$c$$ come from?

mandli commented 9 years ago

You are right that strictly speaking the term there should have $x^$ rather than $c$. Here the $c$ is meant to represent a value between $x^$ and $e_k$ which can minimize the error bound but is not critical.

That being said, I think your suggestion is more clear in the derivation so the change is worth making. Thanks for the feedback! I will make a PR and make sure you agree with the change.