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contraction

A function that always shrinks the distance between two inputs by at least some fixed fraction k < 1 -- the property that makes fixed-point iteration provably converge.

A function g is a contraction on an interval if there is a constant k<1 with |g(x)-g(y)| \le k|x-y| for every x,y in the interval; equivalently, when g is differentiable, if |g'(x)|\le k<1 throughout. The constant k is the contraction constant. A fixed-point iteration built from a contraction on an interval that g maps into itself is guaranteed to converge to the unique fixed point in that interval, regardless of the starting value chosen inside it.

Examples

  • g(x)=\cos x has |g'(x)|=|\sin x|\le1 everywhere, and strictly less than 1 away from x=0, so it's a contraction on any interval bounded away from where \sin x=1.

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