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Evaluation of Legendre polynomials by a three-term recurrence in floating-point arithmetic

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We prove new error estimates for a three-term recurrence that is used to compute Legendre polynomials. To this end we derive a bilinear representation of the cross-product of Legendre functions… Click to show full abstract

We prove new error estimates for a three-term recurrence that is used to compute Legendre polynomials. To this end we derive a bilinear representation of the cross-product of Legendre functions and demonstrate estimates of the cross-product that are needed in the error analysis of the recurrence.

Keywords: three term; legendre polynomials; recurrence; term recurrence

Journal Title: IMA Journal of Numerical Analysis
Year Published: 2018

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