A new algorithm for unstable three term recurrence relations

DOI10.1016/0096-3003(87)90073-7MaRDI QIDQ579909zbMATH OpenOpenAlexFDO

Authors Seenith Sivasundaram, Donato Trigiante

Publication date 1987

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(87)90073-7

zbMATH Keywords

efficiencyerror boundsfundamental systemlinear homogeneous difference equations of second orderMiller algorithmnumerical examplesOlver algorithmPerron's theoremPoincarés theoremstable algorithmsUnstable three term recurrence relations

Mathematics Subject Classification ID

Additive difference equations (39A10)

Review text

Unstable three term recurrence relations (i.e. linear homogeneous difference equations of second order) occur in several computational problems in analysis. In this paper modified versions of Miller's and of Olver's well known algorithms, developed originally mainly for the evaluation of special functions, are presented. The new algorithms have two important advantages: They are stable in both directions, and there is an automatic control of the maximum number of steps to be used for a prescribed accuracy. The analysis is partly based on Perron's theorem (sometimes called Poincarés theorem) concerning the existence of a fundamental system of the given difference equation, satisfying certain asymptotic relations. The authors additionally present explicit error bounds. Several numerical examples prove the efficiency of the recommended new algorithms.

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Cites work

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• scientific article; zbMATH DE number 3864449 (Why is no real title available?)
• scientific article; zbMATH DE number 3786072 (Why is no real title available?)
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(7)

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• Safe computations with chains of recurrences
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