Professional Documents
Culture Documents
Order and Method of Convergence
Order and Method of Convergence
In Numerical method we have a function for which we need to find the roots. Although
we have multiple number of method to find the root of function but in all of those
method there some common concept. Order of a method and order of convergence are two
common but important concept in numerical method which are used in several method to
find the root of equation. Order of method is use for errors that come from using a finite
step size h, in approximating a continuous process by discrete one, it often useful to
describe how the error depends on h, as h approaches zero. While order of convergence is
gives the idea about the speed of sequence convergence. So both concepts are useful to
approximate and find the solution of multiple types of equation.
Definition
ORDER OF Method.
If |f(h)| ≤ c|h| for some constant c, where h is step size and near to 0.
This can be f(h) = O(h). Similarly , f(h) = O(h2) means |f(h)| ≤ c|h2|.
If a method has an error term that is O(hk), the method is often called a kth order
method.
Explanation With Example
Let A Taylor polynomial to approximate the function f at x=a+h,
we have
f(x ) = f(a+h) = f(a) + hf’(a)+ (h2/2!)*f’’(a)+(h3/3!)*f’’’(η)
for some η ∈ [a,a+h]
RATE OF CONVERGENCE
The rate of convergence for a convergent sequence describes how quickly the terms of the
sequence converge to the limit.
Mathematical Interpretation
limn->∞
| XK+1 - X* | ≤ ½ ( bk - ak ) = 2 -k-1 ( b0 - a0 )
P = 1 and λ = ½