On the numerical evaluation of linear recurrences
Investigation of the rounding errors for the evaluation of \(n\)-term linear recurrences of order \(m+1\). For several examples the new result is compared with the exact error and an old estimate. Then the parallel evaluation of the last term of a recurrence is discussed with an algorithm based on Stone's algorithm. Speedup examples on a T3E are presented for different values of \(m,n\) and number of processors up to 512.
scientific article; zbMATH DE number 1880337
scientific article