Second-order iterations with guaranteed convergence
Authors:
A. J. Hughes Hallett
Affiliation:
Department of Economics, Erasmus University, Rotterdam, The Netherlands
Abstract:
Recent results on optimal extrapolations of first-order stationary iterations have shown that they are necessarily divergent in a wide class of problems. This paper examines a second-order iterative process which is guaranteed to converge — in particular when applied to the solution of an arbitrary equation system. A general convergence theory for semi-iterative techniques is established at the same time.