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The numerical solution of linear recurrence relations
Authors:Dr. J. Oliver
Affiliation:(1) University Computing Laboratory, Claremont Road, Newcastle upon Tyne 1, Great Britain
Abstract:
By analysing the effect of rounding error on linear recurrence relations having exponential-type complementary solutions, the distribution of two-point boundary conditions most likely to specify a well-conditioned problem is deduced. An intuitive explanation is derived by extending the Bernouilli method of polynomial factorisation to the case of variable coefficients. The replacement of specific boundary conditions by a knowledge of the relative behaviour of the particular and complementary solutions is discussed, and illustrated by examples.
Keywords:
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