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superlinear convergence

Convergence faster than a fixed fraction per step (linear) but not quite the squaring speed of quadratic convergence -- the secant method's own rate.

A sequence converges superlinearly if \dfrac{|p_{n+1}-p|}{|p_n-p|}\to0 as n\to\infty, but not necessarily at order 2. The secant method converges with order \alpha=\dfrac{1+\sqrt5}{2}\approx1.618 (the golden ratio) -- strictly between linear (\alpha=1) and Newton's method's quadratic (\alpha=2).

Examples

  • Broyden's method for systems also converges superlinearly, at the same golden-ratio-flavored rate as the secant method it generalizes.

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