Skip to the content of the web site.

3 Iteration

The main tool used in numerical methods is to take an approximation to an expected value and to then apply an algorithm which improves the approximation. This process is then repeated until the approximation is sufficently close. In some cases, the iteration process is a simple mathematical function; however, the most useful algorithms require additional flow-control statements including conditional and repetition statements found in programming.

In this introductory chapter on iteration, we will examine the behaviour of iterating straight-forward mathematical iteration.