Rates of Convergence for a Class of Iterative Procedures

In this paper we shall give an extension of Ostrowski's point of attraction theorem to multistep iterative procedures for finding a zero of a nonlinear function defined on Rn. We shall also obtain a rate of convergence statement in terms of the spectral radius of certain matrices. These results...

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Bibliographic Details
Published inSIAM journal on numerical analysis Vol. 8; no. 1; pp. 127 - 134
Main Author Voigt, Robert G.
Format Journal Article
LanguageEnglish
Published Philadelphia Society for Industrial and Applied Mathematics 01.03.1971
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Summary:In this paper we shall give an extension of Ostrowski's point of attraction theorem to multistep iterative procedures for finding a zero of a nonlinear function defined on Rn. We shall also obtain a rate of convergence statement in terms of the spectral radius of certain matrices. These results will then be applied to a class of procedures obtained by composing one-dimensional iterative methods with the Jacobi and successive-overrelaxation processes. The rate of convergence of these procedures will be shown to be independent of the rate of convergence of the one-dimensional methods.
ISSN:0036-1429
1095-7170
DOI:10.1137/0708016