Relative error propagation in the recursive solution of linear recurrence relations

Abstract

This paper is concerned with the numerical solution of the general initial value problem for linear recurrence relations. An error analysis of direct recursion is given, based on relative rather than absolute error, and a theory of relative stability developed.Miller's algorithm for second order homogeneous relations is extended to more general cases, and the propagation of errors analysed in a similar manner. The practical significance of the theoretical results is indicated by applying them to particular classes of problem.