I was reading the proof of the uniqueness of the fixed-point.
The uniqueness is stated as follows:
...
If, in addition (to the fact that we know that $\exists$ a fixed-point in a range $[a, b]$), the derivative $g'(x)$ exists and there is a constant $p < 1$, such that the derivative satisfies $$|g'(x)| \leq p < 1 , \forall x \in (a, b)$$ then the fixed point $x^{*}$ is unique in this interval.
Proof
Suppose there are two fixed-points $x^*$ and $y^*$, such that $g(x^*) = x^*$ and $g(y^*) = y^*$, then we want to show that $y^* = x^*$.
We know that $g'(x) \leq p, \forall x \in (a, b)$
$$|x^* - y^*| = |g(x^*) - g(y^*)| = |g'(\alpha)| * |x^* - y^*| \leq p |x^* - y^*|$$ where $\alpha$ is an intermediate value between $x^*$ and $y^*$.
Obviously, the inequality can only hold with $p < 1 \iff x^* = y^*$.
I understood most of the things in this proof, except the most important (probably).
Questions
Why the inequality holds only if $p < 1$? Maybe it has something to do with the nature of $|g'(\alpha)|$? Or maybe to the nature of fixed points?
I understood that we are using the mean value theorem in the last equality, but why are we using $p$ there? (This is somehow a stupid question, but I like to hear your experienced opinions :)
Edit
Part of the source of my confusion is due to the fact that I interpreted wrongly the statement
Obviously, the inequality can only hold with $p < 1 \iff x^* = y^*$
which is saying that the inequality holds when $p < 1$ if $x^* = y^* $ (and thus viceversa).
But I'm still confused why.
For Question 1, note that the inequality is
$$|x^*-y^*|\le p|x^*-y^*| \tag 1$$
If $x^*\ne y^*$, then upon dividing both sides of $(1)$ by $|x^*-y^*|$ reveals
$$1\le p$$
But $p< 1$, and so the contradiction implies that $x^*=y^*$.