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A method which produces a sequence of numerical approximations which converges (provided technical conditions are satisfied) to the solution of a problem, generally through repeated applications of some procedure. Examples include Newton's method for root finding, and Jacobi iteration for matrix-vector solves.

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Newton's method for solving nonlinear equations is known to converge quadratically when the starting guess is "sufficiently close" to the solution. What is "sufficiently close"? Is there literature …
asked Jul 23 '12 by David Ketcheson