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1: 16.25 Methods of Computation
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►In these cases integration, or recurrence, in either a forward or a backward direction is unstable.
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2: 5.21 Methods of Computation
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►Or we can use forward recurrence, with an initial value obtained e.
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3: 11.13 Methods of Computation
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►Then from the limiting forms for small argument (§§11.2(i), 10.7(i), 10.30(i)), limiting forms for large argument (§§11.6(i), 10.7(ii), 10.30(ii)), and the connection formulas (11.2.5) and (11.2.6), it is seen that and can be computed in a stable manner by integrating forwards, that is, from the origin toward infinity.
The solution needs to be integrated backwards for small , and either forwards or backwards for large depending whether or not exceeds .
For both forward and backward integration are unstable, and boundary-value methods are required (§3.7(iii)).
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►In consequence forward recurrence, backward recurrence, or boundary-value methods may be necessary.
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4: 3.6 Linear Difference Equations
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►where , , and .
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►If, as , the wanted solution grows (decays) in magnitude at least as fast as any solution of the corresponding homogeneous equation, then forward (backward) recursion is stable.
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►Then computation of by forward recursion is unstable.
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►(This part of the process is equivalent to forward elimination.)
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►Within this framework forward and backward recursion may be regarded as the special cases and , respectively.
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5: 3.9 Acceleration of Convergence
6: 3.10 Continued Fractions
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Forward Recurrence Algorithm
… ►In general this algorithm is more stable than the forward algorithm; see Jones and Thron (1974). ►Forward Series Recurrence Algorithm
… ►In Gautschi (1979c) the forward series algorithm is used for the evaluation of a continued fraction of an incomplete gamma function (see §8.9). … ►This forward algorithm achieves efficiency and stability in the computation of the convergents , and is related to the forward series recurrence algorithm. …7: 7.22 Methods of Computation
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►See Gautschi (1977a), where forward and backward recursions are used; see also Gautschi (1961).
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8: 18.1 Notation
9: 18.22 Hahn Class: Recurrence Relations and Differences
10: 10.74 Methods of Computation
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►In the interval , needs to be integrated in the forward direction and in the backward direction, with initial values for the former obtained from the power-series expansion (10.2.2) and for the latter from asymptotic expansions (§§10.17(i) and 10.20(i)).
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►Similarly, to maintain stability in the interval the integration direction has to be forwards in the case of and backwards in the case of , with initial values obtained in an analogous manner to those for and .
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►Then and can be generated by either forward or backward recurrence on when , but if then to maintain stability has to be generated by backward recurrence on , and has to be generated by forward recurrence on .
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