Three term recurrence for the evaluation of multivariate orthogonal polynomials (Q2268566)
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English | Three term recurrence for the evaluation of multivariate orthogonal polynomials |
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Three term recurrence for the evaluation of multivariate orthogonal polynomials (English)
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8 March 2010
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The authors obtain a certain explicit three term recurrence relation for the computation of multivariate monic orthogonal polynomials. They also present an application of these formulae in order to evaluate finite series of such polynomials providing extensions of the univariate Clenshaw and Forsythe algorithms and a brief study of the numerical stability.
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multivariate orthogonal polynomials
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recurrence relations
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evaluation algorithms
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