Search results
Results From The WOW.Com Content Network
In asymptotic analysis in general, one sequence () that converges to a limit is said to asymptotically converge to with a faster order of convergence than another sequence () that converges to in a shared metric space with distance metric | |, such as the real numbers or complex numbers with the ordinary absolute difference metrics, if
In numerical analysis, the secant method is a root-finding algorithm that uses a succession of roots of secant lines to better approximate a root of a function f. The secant method can be thought of as a finite-difference approximation of Newton's method , so it is considered a quasi-Newton method .
The rate of convergence is distinguished from the number of iterations required to reach a given accuracy. For example, the function f(x) = x 20 − 1 has a root at 1. Since f ′(1) ≠ 0 and f is smooth, it is known that any Newton iteration convergent to 1 will converge quadratically. However, if initialized at 0.5, the first few iterates of ...
In this example, Aitken's method is applied to a sublinearly converging series and accelerates convergence considerably. The convergence is still sublinear, but much faster than the original convergence: the first A [ X ] {\textstyle A[X]} value, whose computation required the first three X {\textstyle X} values, is closer to the limit than the ...
Sidi's method reduces to the secant method if we take k = 1. In this case the polynomial p n , 1 ( x ) {\displaystyle p_{n,1}(x)} is the linear approximation of f {\displaystyle f} around α {\displaystyle \alpha } which is used in the n th iteration of the secant method.
The Davidon–Fletcher–Powell formula (or DFP; named after William C. Davidon, Roger Fletcher, and Michael J. D. Powell) finds the solution to the secant equation that is closest to the current estimate and satisfies the curvature condition. It was the first quasi-Newton method to generalize the secant method to a
Halley's method is a numerical algorithm for solving the nonlinear equation f(x) = 0.In this case, the function f has to be a function of one real variable. The method consists of a sequence of iterations:
An example of Richardson extrapolation method in two dimensions. In numerical analysis , Richardson extrapolation is a sequence acceleration method used to improve the rate of convergence of a sequence of estimates of some value A ∗ = lim h → 0 A ( h ) {\displaystyle A^{\ast }=\lim _{h\to 0}A(h)} .