Is the recurrence relation for orthogonal polynomials always stable? (Q688633)
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English | Is the recurrence relation for orthogonal polynomials always stable? |
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Is the recurrence relation for orthogonal polynomials always stable? (English)
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30 November 1993
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The basic three-term recurrence relation for orthogonal polynomials is generally an excellent way for computing the polynomials. It is to become unstable if one attempts to use it for computing other solutions, e.g. solutions of minimization problems. To be more precise, the formulas are not instable for \(n\to \infty\), but the stability constants may become extremely large. The author calls this phenomenon ``pseudostability'' and illustrates it with several examples.
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pseudostability
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three-term recurrence relation
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orthogonal polynomials
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