Clenshaw_algorithm Clenshaw_algorithm

Clenshaw algorithm - Definition and Overview

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In the mathematical subfield of numerical analysis the Clenshaw algorithm is a recursive method to evaluate polynomials in Chebyshev form.

Polynomial in Chebyshev form

A polynomial of degree N in Chebyshev form is a polynomial p(x) of the form

<math>p(x) = \sum_{n=0}^{N} a_n T_n(x)<math>

where Tn is the nth Chebyshev polynomial.

Clenshaw algorithm

The Clenshaw algorithm can be used to evaluate a polynomial in the Chebyshev form. Given

<math>p(x) = \sum_{n=0}^{N} a_n T_n(x)<math>

we define

<math>b_{N} \,\!<math> <math>:= a_{N} \,<math>
<math>b_{N-1} \,\!<math> <math>:= 2 x b_{N} + a_{N-1} \,<math>
<math>b_{N-n} \,\!<math> <math>:= 2 x b_{N-n+1} + a_{N-n} + b_{N-n+2} \,,\; n=2,\ldots,N-1 \,<math>
<math>b_{0} \,\!<math> <math>:= x b_{1} + a_{0} - b_{2} \,<math>


then

<math>p(x) = \sum_{n=0}^{N} a_n T_n(x) = b_{0}<math>

See also

Example Usage of algorithm

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kohlerm: @williamlouth yes indexes help. but #mat pioneered using the Lengauer-T. http://bit.ly/7eMUOH algorithm which is almost O(n) vs O(n^2)
niseema: @AnnykaV He does algorithm work, writes code, pretty much exclusively with audio/video stuffs.
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