MEASURING RATES OF CONVERGENCE OF NUMERICAL ALGORITHMS

Authors
BARZILAI J DEMPSTER MAH
Citation
J. Barzilai et Mah. Dempster, MEASURING RATES OF CONVERGENCE OF NUMERICAL ALGORITHMS, Journal of optimization theory and applications, 78(1), 1993, pp. 109-125
Citations number
12
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
78
Issue
1
Year of publication
1993
Pages
109 - 125
Database
ISI
SICI code
0022-3239(1993)78:1<109:MROCON>2.0.ZU;2-J
Abstract
We analyze the behavior of common indices used in numerical linear alg ebra, analysis, and optimization to measure rates of convergence of an algorithm. A simple consistent axiomatic structure is used to uniquel y define convergence rate measures on the basic linear, superlinear, a nd sublinear scales in terms of standard comparison sequences. Agreeme nt with previously utilized indices and related measures is discussed.