An error bound for fixed-point iterations |
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Authors: | Gustaf Söderlind |
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Affiliation: | (1) Department of Numerical Analysis and Computing Science, Royal Institute of Technology, S-100 44 Stockholm 70, Sweden |
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Abstract: | We derive an error bound for fixed-point iterationsxn+1=f(xn) by using monotonicity in the sense of [2]. The new bound is preferable to the classical one which bounds the error in terms of the Lipschitz constant off. |
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