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The rate of convergence of an iterative method is represented by mu (μ) and is defined as such:

Suppose the sequence{xn} (generated by an iterative method to find an approximation to a fixed point) converges to a point x, then

limn->[infinity]=|xn+1-x|/|xn-x|[alpha]=μ,where μ≥0 and α(alpha)=order of convergence.

In cases where α=2 or 3 the sequence is said to have quadratic and cubic convergence respectively. However in linear cases i.e. when α=1, for the sequence to converge μ must be in the interval (0,1). The theory behind this is that for En+1≤μEn to converge the absolute errors must decrease with each approximation, and to guarantee this, we have to set 0<μ<1.

In cases where α=1 and μ=1 and you know it converges (since μ=1 does not tell us if it converges or diverges) the sequence {xn} is said to converge sublinearly i.e. the order of convergence is less than one. If μ>1 then the sequence diverges. If μ=0 then it is said to converge superlinearly i.e. it's order of convergence is higher than 1, in these cases you change α to a higher value to find what the order of convergence is.

In cases where μ is negative, the iteration diverges.

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Q: What is the rate of convergence for an iteration method?
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