ROUNDING ERROR ANALYSIS OF LINEAR RECURRENCES USING GENERATING SERIES

Research output: Contribution to journalArticlepeer-review

Abstract

We develop a toolbox for the error analysis of linear recurrences with constant or polynomial coefficients, based on generating series, Cauchy’s method of majorants, and simple results from analytic combinatorics. We illustrate the power of the approach by several nontrivial application examples. Among these examples are a new worst-case analysis of an algorithm for computing the Bernoulli numbers and a new algorithm for evaluating differentially finite functions in interval arithmetic while avoiding interval blow-up.

Original languageEnglish
Pages (from-to)196-227
Number of pages32
JournalElectronic Transactions on Numerical Analysis
Volume58
DOIs
Publication statusPublished - 1 Jan 2023

Keywords

  • Bernoulli numbers
  • complex variable
  • differentially finite function
  • majorant series
  • rigorous computing
  • rounding error
  • vibrating string

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