The three-term recursion for Chebyshev polynomials is mixed forward-backward stable

DOI10.1007/S11075-014-9925-XMaRDI QIDQ494669zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Alicja Smoktunowicz, Agata Smoktunowicz, Ewa Pawelec

Publication date 1 September 2015

Published in Numerical Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1312.5677

zbMATH Keywords

error analysisChebyshev polynomialsthree-term recurrence relationroots of polynomialsfloating point arithmeticmixed forward-backward stability

Mathematics Subject Classification ID

Computation of special functions and constants, construction of tables (65D20) Roundoff error (65G50) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Numerical computation of roots of polynomial equations (65H04) Numerical aspects of recurrence relations (65Q30)

Abstract: This paper provides error analyses of the algorithms most commonly used for the evaluation of the Chebyshev polynomial of the first kind $T_N(x)$. Some of these algorithms are shown to be backward stable. This means that the computed value of $T_N(x)$ in floating point arithmetic by these algorithms can be interpreted as a slightly perturbed value of polynomial $T_N$, for slightly perturbed value of $x$.

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Cited in

(4)

• Backward stability of Clenshaw's algorithm
• Evaluation of Chebyshev polynomials by a three-term recurrence in floating-point arithmetic
• Accurate evaluation of Chebyshev polynomials in floating-point arithmetic
• Faster stochastic trace estimation with a Chebyshev product identity

Describes a project that uses

Uses Software

• OPQ
• Chebfun
• mctoolbox

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