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Download the Paper (136 K, PDF file) - October 9, 2008 Tell a colleague about it. Printing Tips: Select 'print as image' in the Acrobat print dialog if you have trouble printing.

ABSTRACT:
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.

SUGGESTED CITATION:
Jan de Leeuw, "Rate of Convergence of the Arithmetic-Geometric Mean Process" (October 9, 2008). Department of Statistics, UCLA. Department of Statistics Papers. Paper 2008100902.
http://repositories.cdlib.org/uclastat/papers/2008100902