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Department of Statistics, UCLA
Rate of Convergence of the Arithmetic-Geometric Mean Process
- Author(s): de Leeuw, Jan
- et al.
This (didactic) note gives a simple counter-example to the notion that Picard iterations converge super-linearly if and only if the sup-norm of the Jacobian at the solution is equal to zero and sub-linearly if and only if it is equal to one.