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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
Replacing the derivative in Newton's method with a finite difference, we get the secant method. This method does not require the computation (nor the existence) of a derivative, but the price is slower convergence (the order of convergence is the golden ratio, approximately 1.62 [2]).
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 .
In numerical analysis, Aitken's delta-squared process or Aitken extrapolation is a series acceleration method used for accelerating the rate of convergence of a sequence. It is named after Alexander Aitken, who introduced this method in 1926. [1] It is most useful for accelerating the convergence of a sequence that is converging linearly.
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:
Muller's method is a root-finding algorithm, a numerical method for solving equations of the form f(x) = 0.It was first presented by David E. Muller in 1956.. Muller's method proceeds according to a third-order recurrence relation similar to the second-order recurrence relation of the secant method.
The Symmetric Rank 1 (SR1) method is a quasi-Newton method to update the second derivative (Hessian) based on the derivatives (gradients) calculated at two points. It is a generalization to the secant method for a multidimensional problem.
Quasi-Newton methods are a generalization of the secant method to find the root of the first derivative for multidimensional problems. In multiple dimensions the secant equation is under-determined, and quasi-Newton methods differ in how they constrain the solution, typically by adding a simple low-rank update to the current estimate of the ...