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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

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An extension of Olver’s method for the numerical solution of linear recurrence relations
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by J. R. Cash PDF
Math. Comp. 32 (1978), 497-510 Request permission

Abstract:

An algorithm is developed for computing the solution of a class of linear recurrence relations of order greater than two when unstable error propagation prevents the required solution being found by direct forward recurrence. By abandoning an appropriate number of initial conditions the original problem may be replaced by an inexact but well-conditioned boundary value problem, and in certain circumstances the solution of this new problem is a good approximation to the required solution of the original problem. The required solution of this reposed problem is generated using an algorithm based on Gaussian elimination, and a technique developed by Olver is extended to estimate automatically the truncation error of the proposed algorithm.
References
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Additional Information
  • © Copyright 1978 American Mathematical Society
  • Journal: Math. Comp. 32 (1978), 497-510
  • MSC: Primary 65Q05
  • DOI: https://doi.org/10.1090/S0025-5718-1978-0483578-8
  • MathSciNet review: 0483578