Monotonic linear recurrences

Monotonic linear recurrences

Three-term (or, second order), linear, recurrence sequences can have magnitudes that grow or shrink monotonically. The rate of change can be tightly estimated a-priori. Applications are Bessel functions, eigenvectors of tridiagonal matrices, and the Lanczos method.

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Bibliographische Detailangaben
Veröffentlicht in:Linear algebra and its applications 2018-01, Vol.537, p.12-21
1. Verfasser: Grcar, Joseph F.
Format: Artikel
Sprache:eng
Schlagworte:
Bessel functions
Eigenvectors
Lanczos method
Linear algebra
Mathematical functions
Numerical analysis
Sequences
Sparsity
Unstable recurrences
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Beschreibung
Zusammenfassung:Three-term (or, second order), linear, recurrence sequences can have magnitudes that grow or shrink monotonically. The rate of change can be tightly estimated a-priori. Applications are Bessel functions, eigenvectors of tridiagonal matrices, and the Lanczos method.
ISSN:0024-3795
1873-1856
DOI:10.1016/j.laa.2017.09.028