Order of Convergence
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What it is
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descibes how rapidly errors decrease near a limiting solution
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Formula
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with , order means for an appropriate nonzero finite constant.
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Examples
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linear convergence: with .
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quadratic convergence: .
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Newton-Raphson Method is locally quadratic for a sufficiently regular simple root; Secant Method is locally superlinear with order approximately
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Caution
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an asymptotic rate is not a guarantee of convergence from every initial guess
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