A unified rounding error bound for polynomial evaluation

Abstract

We present a unified rounding error bound for polynomial evaluation. The bound presented here takes the same general form for the evaluation of a polynomial written in any polynomial basis when the evaluation algorithm can be expressed as a linear recurrence or a first-order linear matrix recurrence relation. Examples of these situations are: Horner's algorithm in the evaluation of power series, Clenshaw's and Forsythe's algorithms in the evaluation of orthogonal polynomial series, de-Casteljau's algorithm for Bernstein polynomial series, the modification of Clenshaw's algorithms in the evaluation of Szegő polynomial series, and so on.