A new algorithm for unstable three term recurrence relations (Q579909)

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.