Steffensen's method: Difference between revisions

Revision as of 07:28, 10 July 2007

Revision as of 07:30, 10 July 2007

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<math>||F(x,y)-F(y,z)|| \le K_0||(x-z)|| + K_1||(x-y)|| + K_1||(y-z)|| \,</math>

This process, given a sufficiently good initial approximation, converges quadratically to a fixed point, provided that <math>||F(x',x'')||<1</math> in some neighborhood of that fixed point.

==References==