In
numerical analysis
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of ...
, an
iterative method
In computational mathematics, an iterative method is a Algorithm, mathematical procedure that uses an initial value to generate a sequence of improving approximate solutions for a class of problems, in which the ''i''-th approximation (called an " ...
is called locally convergent if the successive
approximation
An approximation is anything that is intentionally similar but not exactly equal to something else.
Etymology and usage
The word ''approximation'' is derived from Latin ''approximatus'', from ''proximus'' meaning ''very near'' and the prefix ...
s produced by the method are guaranteed to
converge
Converge may refer to:
* Converge (band), American hardcore punk band
* Converge (Baptist denomination), American national evangelical Baptist body
* Limit (mathematics)
In mathematics, a limit is the value that a function (or sequence) app ...
to a solution when the initial approximation is already close enough to the solution. Iterative methods for
nonlinear equations and their systems, such as
Newton's method
In numerical analysis, the Newton–Raphson method, also known simply as Newton's method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a ...
are usually only locally convergent.
An iterative method that converges for an arbitrary initial approximation is called globally convergent. Iterative methods for systems of
linear equations
In mathematics, a linear equation is an equation that may be put in the form
a_1x_1+\ldots+a_nx_n+b=0, where x_1,\ldots,x_n are the variables (or unknowns), and b,a_1,\ldots,a_n are the coefficients, which are often real numbers. The coefficie ...
are usually globally convergent.
Numerical analysis
Iterative methods
Optimization algorithms and methods
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