On the numerical evaluation of linear recurrences (Q1863682)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the numerical evaluation of linear recurrences |
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On the numerical evaluation of linear recurrences (English)
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12 March 2003
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Investigation of the rounding errors for the evaluation of \(n\)-term linear recurrences of order \(m+1\). For several examples the new result is compared with the exact error and an old estimate. Then the parallel evaluation of the last term of a recurrence is discussed with an algorithm based on Stone's algorithm. Speedup examples on a T3E are presented for different values of \(m,n\) and number of processors up to 512.
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linear recurrence relations
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rounding errors
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parallel algorithms
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Stone's algorithm
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