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A reformulation of Olver's algorithm for the numerical solution of second-order linear difference equations

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Summary

A reformulation of an algorithm developed by F.W.J. Olver for the numerical solution of second-order difference equations is presented. It requires less computations and needs no adaptations in case certain coefficients vanish. It has also the advantage of avoiding overflow in some special cases.

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  1. Department of Mathematics, University of Antwerp, Universiteitsplein 1, B-2610, Wilrijk, Belgium

    P. Van der Cruyssen

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  1. P. Van der Cruyssen
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Van der Cruyssen, P. A reformulation of Olver's algorithm for the numerical solution of second-order linear difference equations. Numer. Math. 32, 159–166 (1979). https://doi.org/10.1007/BF01404872

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