Rounding error bounds for the Clenshaw and Forsythe algorithms for the evaluation of orthogonal polynomial series (Q5957927)

This paper is concerned with the error analysis of the Clenshaw-Smith algorithm [cf. \textit{F. J. Smith}, Math. Comput. 19, 33-36 (1965; Zbl 0127.08601)] and the algorithm of \textit{G. E. Forsythe} [J. Soc. Ind. Appl. Math. 5, 74-88 (1957; Zbl 0083.35503)] used for the computation of orthogonal polynomial series. After a clear presentation of both algorithms and some classical results on error analysis, the author studies the forward error of the algorithms by means of an approach that permits to obtain sharp bounds. Particular bounds are given for Chebyshev and Legendre series. An application to the evaluation of the \(m\)-th derivative of a Gegenbauer series is presented. Some numerical tests are performed to compare the theoretical bounds and the simulated rounding errors for the evaluation of series of several classical families of orthogonal polynomials: Gegenbauer, Chebyshev and Legendre polynomials.