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fixes to convergence result, tweak
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paciorek committed Nov 8, 2023
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4 changes: 2 additions & 2 deletions _freeze/units/unit11-optim/execute-results/html.json

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4 changes: 2 additions & 2 deletions _freeze/units/unit11-optim/execute-results/tex.json

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2 changes: 1 addition & 1 deletion units/unit11-optim.qmd
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Expand Up @@ -611,7 +611,7 @@ for some $\xi_{t}\in[x^{*},x_{t}]$. Making use of the N-R update
equation:
$x_{t+1}=x_{t}-\frac{f^{\prime}(x_{t})}{f^{\prime\prime}(x_{t})}$ to
substitute , and some algebra, we have
$$\frac{|x^{*}-x_{t+1}|}{(x^{*}-x_{t})^{2}}=\left| \frac{1}{2}\frac{f^{\prime\prime\prime}(\xi_{t})}{f^{\prime\prime}(x_{t})} \right|.$$
$$\frac{|\epsilon_{t+1}|}{|\epsilon_t|^{\beta}} = \frac{|x^{*}-x_{t+1}|}{(x^{*}-x_{t})^{2}}=\left| \frac{1}{2}\frac{f^{\prime\prime\prime}(\xi_{t})}{f^{\prime\prime}(x_{t})} \right|.$$
If the limit of the ratio on the right hand side exists (note the assumption of twice continuous differentiability) and is equal to
$c$:
$$c=\lim_{x_{t}\to x^{*}}\left|\frac{1}{2}\frac{f^{\prime\prime\prime}(\xi_{t})}{f^{\prime\prime}(x_{t})}\right|=\left|\frac{1}{2}\frac{f^{\prime\prime\prime}(x^{*})}{f^{\prime\prime}(x^{*})}\right|$$
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