Stable computation of solutions of unstable linear initial value recursions |
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| Authors: | R M M Mattheij |
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| Institution: | (1) Mathematisch Instituut Katholieke Universiteit, Toernooiveld, 6525 ED Nijmegen, The Netherlands |
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| Abstract: | An algorithm is given for approximating dominated solutions of linear recursions, when some initial conditions are given. The stability of this algorithm is investigated and expressions for the truncation and rounding errors are derived. A number of practical questions concerning the algorithm is considered, and several numerical examples sustain the theory. |
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