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Rate of Convergence - Gordon College

why Newton’s method converges so quickly (when it converges at all). Theorem 2. Let r be a xed-point of the iteration x n+1 = g(x n) and suppose that g0(r) = 0 but g00(r) 6= 0 . Then the iteration will have a quadratic rate of convergence. Proof. Using Taylor’s Theorem once again, but including one more term, we have g(x) = g(r) + g0(r)(x r ...

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  Rates, Theorem, Convergence, Taylor, Taylor s theorem, Rate of convergence

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