Numerical (in)stability of recurrence relations
The Endeavour 2026-08-25
Summary:
The previous post gave several examples of three-term recurrence relations for special functions. These relations can be computationally useful, but they have to be applied carefully. Several years ago I wrote a post on stable and unstable recurrences. In that post I show that the stability of the recurrence relation for Bessel functions produces depends […]
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