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Nonhomogeneous recursions and Generalised Continued Fractions
Authors:P van der Cruyssen
Institution:(1) Department of Mathematics, University of Antwerp, Universiteitsplein 1, B-2610 Wilrijk, Belgium
Abstract:Consider the (n+1)st order nonhomogeneous recursionX k+n+1=b k X k+n +a k (n) X k+n-1+tau...+a k (1) X k +X k .Leth be a particular solution, andf (1),...,f (n),g independent solutions of the associated homogeneous equation. It is supposed thatg dominatesf (1),...,f (n) andh. If we want to calculate a solutiony which is dominated byg, but dominatesf (1),...,f (n), then forward and backward recursion are numerically unstable. A stable algorithm is derived if we use results constituting a link between Generalised Continued Fractions and Recursion Relations.
Keywords:
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