INTRODUCTION & MOTIVATION

In Numerical method we have a function for which we need to find the roots. Although
we have multiple number of method to find the root of function but in all of those
method there some common concept. Order of a method and order of convergence are two
common but important concept in numerical method which are used in several method to
find the root of equation. Order of method is use for errors that come from using a finite
step size h, in approximating a continuous process by discrete one, it often useful to
describe how the error depends on h, as h approaches zero. While order of convergence is
gives the idea about the speed of sequence convergence. So both concepts are useful to
approximate and find the solution of multiple types of equation.
 Definition
ORDER OF Method.

The order of a numerical method measures the change in error of a

numerical solution as step size is decreased.
Mathematical Interpretation :

Let a function f(h) is “Big Oh” of h

If |f(h)| ≤ c|h| for some constant c, where h is step size and near to 0.

This can be f(h) = O(h). Similarly , f(h) = O(h2) means |f(h)| ≤ c|h2|.

If a method has an error term that is O(hk), the method is often called a kth order
method.
 Explanation With Example
Let A Taylor polynomial to approximate the function f at x=a+h,
we have
f(x ) = f(a+h) = f(a) + hf’(a)+ (h2/2!)*f’’(a)+(h3/3!)*f’’’(η)
for some η ∈ [a,a+h]

Assuming that f is sufficiently smooth, we let, M be maximum of f’’’(x) for a

≤ x ≤ a+h. Then this approximation is O(h3), since the error ,
(h3/3!)*f’’’(η), satisfy
| (h3/3!)*f’’’(η) | ≤ ( ⅓!) M | h3
 Definition :
CONVERGENCE
A sequence converges when it keeps getting closer and closer to a certain value
ORDER OF CONVERGENCE.
The order of convergence is one of the primary ways to estimate the actual rate of
convergence, the speed at which the errors go to zero. Typically the order of
convergence measures the asymptotic behavior of convergence, often up to constants.

RATE OF CONVERGENCE

The rate of convergence for a convergent sequence describes how quickly the terms of the
sequence converge to the limit.
 Mathematical Interpretation

Suppose {pn}∞n=0 is a sequence that converge to p, with pnp for

all n. If positive constants λ and α exist with

limn->∞

Then {pn}∞n=0 converge to p of order α with asymptotic error

constant λ.
Some Basic Information about order of convergence

● If α=1 (and λ <1), the sequence is linearly convergent

● If α=2, the sequence is quadratically convergent.
● If α >1, the sequence is superlinear
● In general higher the value of α gives faster convergence
● An Iterative method is said to be order of α if the sequence it
generates has order of convergence α
#Example 1.
Q.1 Find the order and rate of convergence of sequence < 1 /2 n > ∀ n ∈ N ?

Sol. here the sequence is ½, ¼,.......1/2n.

This is a linear convergence of order p = 1 and rate ½.

#Example 2
Q 2. What is the order of convergence of bisection method?

Soln: : Midpoint xk+1 of interval (ak, bk) is an approximation of x* with error

| XK+1 - X* | ≤ ½ ( bk - ak ) = 2 -k-1 ( b0 - a0 )

P = 1 and λ = ½

H ence order of convergence of bisection method is 1.

Some Important Result of order of convergence
Method Name Order of Convergence
Fixed point iteration p = 1 (linear convergence)

Bisection Method p = 1 (linear convergence)

Secant Method p = (1 + ⇃5)/2 = 1.618 (super linear)

Newton Raphson Method p =2 (Quadratic)

Regular falsi Method 1 < p < 2 (generally super linear)

Thank You