Complexity of fixed points, I

We study the complexity (minimal cost) of computing an s-approximation to a fixed point of a contractive function with the contractive factor q < 1. This is done for the relative error criterion in Part I and for the absolute error criterion in Part II, which is in progress. The complexity depends strongly on the dimension of the domain of functions. For the one-dimensional case we develop an optimal fixed point envelope (FPE) algorithm. The cost of the FPE algorithm with use of the relative error criterion is roughly , where c is the cost of one function evaluation. Thus, for fixed ε and q close to 1 the cost of the FPE algorithm is much smaller than the cost of the simple iteration algorithm, since the latter is roughly For the contractive functions of d variables, with d ≥ log(1/ε)/log(l/q) we show that it is impossible to essentially improve the efficiency of the simple iteration.