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Error Analysis of Miller's Recurrence Algorithm

F. W. J. Olver
Mathematics of Computation
Vol. 18, No. 85 (Jan., 1964), pp. 65-74
DOI: 10.2307/2003406
Stable URL: http://www.jstor.org/stable/2003406
Page Count: 10
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Error Analysis of Miller's Recurrence Algorithm
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Abstract

Miller's algorithm is a device for computing the most rapidly decreasing solution of a second-order linear difference equation. In this paper strict upper bounds are given for the errors in the values yielded by the algorithm, and general conclusions are drawn concerning the accuracy of the process.

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