When unstable rounding error propagation prevents a linear recurrence relation being solved recursively a sufficiently accurate solution may be determined in certain cases by an inexact but well-conditioned boundary-value problem. An algorithm, based on that ofOlver for second order relations, is given for estimating the truncation error in the general case, and a practical computational technique developed for relations having solutions of exponential type.
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Oliver, J. An extension of Olver's error estimation technique for linear recurrence relations. Numer. Math. 12, 459–467 (1968). https://doi.org/10.1007/BF02161370
- Error Estimation
- Mathematical Method
- Recurrence Relation
- Estimation Technique
- Error Propagation