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Error estimates for Miller's algorithm

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Summary

A rigorous error analysis is given of both truncation and rounding errors in Miller's algorithm for three-term scalar recursions and 2×2 matrix-vector recursions. The error bounds are shown to be very realistic and this will be supported by examples. The results are generalized to recursions of higher order.

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Mattheij, R.M.M., van der Sluis, A. Error estimates for Miller's algorithm. Numer. Math. 26, 61–78 (1976). https://doi.org/10.1007/BF01396566

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  • DOI: https://doi.org/10.1007/BF01396566

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