Rate of convergence
RATE AT WHICH A CONVERGENT SEQUENCE APPROACHES ITS LIMIT
Linear convergence; Quadratic convergence; Cubic convergence; Speed of convergence; Convergence order; Order of convergence; R-linear; Q-linear; Convergence rate; Superlinear convergence; Sublinear convergence; Quadratically convergent
In numerical analysis, the order of convergence and the rate of convergence of a convergent sequence are quantities that represent how quickly the sequence approaches its limit. A sequence (x_n) that converges to x^* is said to have order of convergence q \geq 1 and rate of convergence \mu if