Abstract

This paper presents a compensated algorithm for accurate evaluation of a polynomial in Legendre basis. Since the coefficients of the evaluated polynomial are fractions, we propose to store these coefficients in two floating point numbers, such as double-double format, to reduce the effect of the coefficients’ perturbation. The proposed algorithm is obtained by applying error-free transformation to improve the Clenshaw algorithm. It can yield a full working precision accuracy for the ill-conditioned polynomial evaluation. Forward error analysis and numerical experiments illustrate the accuracy and efficiency of the algorithm.

Highlights

  • Legendre polynomial is often used in numerical analysis [1,2,3], such as approximation theory and quadrature and differential equations

  • The Clenshaw algorithm [4, 5] is usually used to evaluate a linear combination of Chebyshev polynomials, but it can apply to any class of functions that can be defined by a three-term recurrence relation

  • We consider the polynomials in Legendre basis with real coefficients and floating point entry x

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Summary

Introduction

Legendre polynomial is often used in numerical analysis [1,2,3], such as approximation theory and quadrature and differential equations. The Clenshaw algorithm [4, 5] is usually used to evaluate a linear combination of Chebyshev polynomials, but it can apply to any class of functions that can be defined by a three-term recurrence relation. For ill-conditioned problems, several researches applied error-free transformations [11] to propose accurate compensated algorithms [12,13,14,15] to evaluate the polynomials in monomial, Bernstein, and Chebyshev bases with Horner, de Casteljau, and Clenshaw algorithms, respectively.

Mathematical and Arithmetical Preliminaries
Compensated Algorithm for Evaluating Polynomials
Numerical Results
Conclusions
Full Text
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