Refs 1 and 2 give basic terminologies in proving the convergence of an iterative algorithm. As an example, in Ref 3 an iterative algorithm is proposed and then a proof is given, as well. Hope this helps.

Thank you Akin Oktav. I understand that the above said models are used if we have an equation in the form x^{k+1)=B\times x^{k}. Unfortunately my algorithm cannot be written in an "equation" form. In my case, B has some steps, not just an equation. I could show the result graphically, still searching for a answer.

Dear Sudheesh, for proving convergence of an iterative algorithm you should try to translate your B procedure in steps numerically evaluated; what are steps in B? Gianluca