Summary
A numerical algorithm for the computation of non-dominant solutions of linear recurrence relations is analysed. Several non-trivial improvements are made and the efficiency of the new algorithm is illustrated by means of some numerical examples.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
Cash, J.R.: An extension of Olver's method for the numerical solution of linear recurrence relations. Math. Comp.,32, 497–510 (1978)
Gautschi, W.: Computational aspects of three-term recurrence relations, SIAM Rev.,9, 24–82 (1967)
Kreuser, P.: Über das Verhalten der Integrale homogener linearer Differenzengleichungen im Unendlichen. Dissertation, University of Tübingen, Leipzig, (1914)
Olver, F.W.J.: Numerical solution of second order linear difference equations. J. Res. N.B.S.71B, 111–129 (1967)
Perron, O.: Über einen Satz des Herrn Poincaré, J. Reine Angew. Math.,136, 17–37 (1909)
Van der Cruyssen, P.: Modification of Olver's algorithm for the numerical solution of second order linear difference equations, Internal report. University of Antwerp, Belgium (1977)
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Cash, J.R. A note on the numerical solution of linear recurrence relations. Numer. Math. 34, 371–386 (1980). https://doi.org/10.1007/BF01403675
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF01403675