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Nonhomogeneous recursions and Generalised Continued Fractions
Authors:P. van der Cruyssen
Affiliation:(1) Department of Mathematics, University of Antwerp, Universiteitsplein 1, B-2610 Wilrijk, Belgium
Abstract:Consider the (n+1)st order nonhomogeneous recursionXk+n+1=bkXk+n+ak(n)Xk+n-1+tau...+ak(1)Xk+Xk.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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