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单词 LinearConvergence
释义

linear convergence


A sequence {xi} is said to converge linearly to x* if there is a constant 1>c>0 such that ||xi+1-x*||c||xi-x*|| for all i>N for some natural numberMathworldPlanetmath N>0.

An alternative definition is that ||xi+1-xi||c||xi-xi-1|| for all i.

Notice that if N=1, then by iterating the first inequality we have

||xi+1-x*||ci||x1-x*||.

That is, the error decreases exponentially with the index i.

If the inequality holds for all c>0 then we say that the sequence {xi}has superlinear convergence.

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更新时间:2025/5/4 21:07:27