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克伦肖递推公式


向下克伦肖递推公式计算指标系数与服从递推关系的函数的乘积之和。如果

 f(x)=sum_(k=0)^Nc_kF_k(x)
(1)

并且

 F_(n+1)(x)=alpha(n,x)F_n(x)+beta(n,x)F_(n-1)(x),
(2)

其中 c_k 是已知的,则定义

y_(N+2)=y_(N+1)=0
(3)
y_k=alpha(k,x)y_(k+1)+beta(k+1,x)y_(k+2)+c_k
(4)

对于 k=N,N-1,... 并向后求解以获得 y_2y_1

 c_k=y_k-alpha(k,x)y_(k+1)-beta(k+1,x)y_(k+2)
(5)
f(x)=sum_(k=0)^(N)c_kF_k(x)
(6)
=c_0F_0(x)+[y_1-alpha(1,x)y_2-beta(2,x)y_3]F_1(x)+[y_2-alpha(2,x)y_3-beta(3,x)y_4]F_2(x)+[y_3-alpha(3,x)y_4-beta(4,x)y_5]F_3(x)+[y_4-alpha(4,x)y_5-beta(5,x)y_6]F_4(x)+...
(7)
=c_0F_0(x)+y_1F_1(x)+y_2[F_2(x)-alpha(1,x)F_1(x)]+y_3[F_3(x)-alpha(2,x)F_2(x)-F_1(x)beta(2,x)]+y_4[F_4(x)-alpha(3,x)F_3(x)-F_2(x)beta(3,x)]+...
(8)
=c_0F_0(x)+y_2[{alpha(1,x)F_1(x)+beta(1,x)F_0(x)}-alpha(1,x)F_1(x)]+y_1F_1(x)
(9)
=c_0F_0(x)+y_1F_1(x)+beta(1,x)F_0(x)y_2.
(10)

向上克伦肖递推公式为

 y_(-2)=y_(-1)=0
(11)
 y_k=1/(beta(k+1,x))[y_(k-2)-alpha(k,x)y_(k-1)-c_k]
(12)

对于 k=0,1,...,N-1

 f(x)=c_NF_N(x)-beta(N,x)F_(N-1)(x)y_(N-1)-F_N(x)y_(N-2).
(13)

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参考资料

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Recurrence Relations and Clenshaw's Recurrence Formula." §5.5 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 172-178, 1992.

在 上被引用

克伦肖递推公式

引用为

Weisstein, Eric W. "Clenshaw Recurrence Formula." 来自 -- Wolfram 网络资源. https://mathworld.net.cn/ClenshawRecurrenceFormula.html

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