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I want to know what is the definition of rate of convergence (non-asymptotic) of iterative methods ? For example is it true that if $\|x_n - x^*\| \leq \frac{K}{n}\|x_0 - x^*\|$ then the rate of convergence is $O(1/n)$.

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    $\begingroup$ 1) What does the literature say? 2) Your title says "non-asymptotic" but in the question body there's $O(1/n)$. Can you clarify? $\endgroup$ – Raphael Sep 11 '15 at 12:44
  • $\begingroup$ Isn't $O(1/n)$ the same as $O(1)$? $\endgroup$ – Albert Hendriks Sep 12 '15 at 9:02

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