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Three-term recurrence relation

In mathematics, and especially in numerical analysis, a homogeneous linear three-term recurrence relation is a recurrence relation of the form for

Applications
If the \{a_n\} and \{b_n\} are constant and independent of the step index n, then the TTRR is a Linear recurrence with constant coefficients of order 2. Arguably the simplest, and most prominent, example for this case is the Fibonacci sequence, which has constant coefficients a_n=b_n=1. Orthogonal polynomials Pn all have a TTRR with respect to degree n, : P_n(x) = (A_n x + B_n) P_{n-1}(x) + C_n P_{n-2}(x) where An is not 0. Conversely, Favard's theorem states that a sequence of polynomials satisfying a TTRR is a sequence of orthogonal polynomials. Also many other special functions have TTRRs. For example, the solution to :J_{n+1}=\frac{2n}{z}J_n-J_{n-1} is given by the Bessel function J_n=J_n(z). TTRRs are an important tool for the numeric computation of special functions. TTRRs are closely related to continued fractions. == Solution ==
Solution
Solutions of a TTRR, like those of a linear ordinary differential equation, form a two-dimensional vector space: any solution can be written as the linear combination of any two linear independent solutions. A unique solution is specified through the initial values y_0, y_1. ==See also==
Literature
Walter Gautschi. Computational Aspects of Three-Term Recurrence Relations. SIAM Review, 9:24–80 (1967). • Walter Gautschi. Minimal Solutions of Three-Term Recurrence Relation and Orthogonal Polynomials. Mathematics of Computation, 36:547–554 (1981). • Amparo Gil, Javier Segura, and Nico M. Temme. Numerical Methods for Special Functions. siam (2007) • J. Wimp, Computation with recurrence relations, London: Pitman (1984) ==References==
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