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In [[numerical analysis]], the '''Clenshaw algorithm'''<ref name="Clenshaw55">{{Cite doi|10.1090/S0025-5718-1955-0071856-0}} Note that this paper is written in terms of the ''Shifted'' Chebyshev polynomials of the first kind <math>T^*_n(x) = T_n(2x-1)</math>.</ref> is a [[Recursion|recursive]] method to evaluate a linear combination of [[Chebyshev polynomials]]. It is a generalization of [[Horner's method]] for evaluating a linear combination of [[monomial]]s.


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It generalizes to more than just Chebyshev polynomials; it applies to any class of functions that can be defined by a three-term [[recurrence relation]].<ref>{{Citation |last1=Press |first1=WH |last2=Teukolsky |first2=SA |last3=Vetterling |first3=WT |last4=Flannery |first4=BP |year=2007 |title=Numerical Recipes: The Art of Scientific Computing |edition=3rd |publisher=Cambridge University Press |publication-place=New York |isbn=978-0-521-88068-8 |chapter=Section 5.4.2. Clenshaw's Recurrence Formula |chapter-url=http://apps.nrbook.com/empanel/index.html?pg=222}}</ref>
 
==Clenshaw algorithm==
 
Suppose that <math>\phi_k,\; k=0, 1, \ldots</math> is a sequence of functions that satisfy the linear recurrence relation
 
:<math>\phi_{k+1}(x) = \alpha_k(x)\,\phi_k(x) + \beta_k(x)\,\phi_{k-1}(x),</math>
 
where the coefficients <math>\alpha_k</math> and <math>\beta_k</math> are known in advanceNote that in the most common applications, <math>\alpha(x)</math> does not depend on <math>k</math>, and <math>\beta</math> is a constant that depends on neither <math>x</math> nor <math>k</math>.
 
Our goal is to evaluate a weighted sum of these functions
:<math>S(x) = \sum_{k=0}^n a_k \phi_k(x)</math>
 
Given the coefficients <math>a_0, \ldots, a_n</math>, compute the values <math>b_k(x)</math> by the "reverse" recurrence formula:
 
:<math>\begin{align}
  b_{n+1}(x) &= b_{n+2}(x) = 0, \\[.5em]
  b_{k}(x) &= a_k + \alpha_k(x)\,b_{k+1}(x) + \beta_{k+1}(x)\,b_{k+2}(x).
\end{align}</math>
 
The linear combination of the <math>\phi_k</math> satisfies:
 
:<math>S(x) = \phi_0(x)a_0 + \phi_1(x)b_1(x) + \beta_1(x)\phi_0(x)b_2(x).</math>
 
See Fox and Parker<ref name="FoxParker">{{Citation |author1=L. Fox |author2=I. B. Parker |title=Chebyshev Polynomials in Numerical Analysis |publisher=Oxford University Press |year=1968 |isbn=0-19-859614-6}}</ref> for more information and stability analyses.
 
===Horner as a special case of Clenshaw===
A particularly simple case occurs when evaluating a polynomial of the form
:<math>S(x) = \sum_{k=0}^n a_k x^k</math>.
The functions are simply
:<math>\begin{align}
  \phi_0(x) &= 1, \\
  \phi_k(x) &= x^k = x\phi_{k-1}(x)
\end{align}</math>
and are produced by the recurrence coefficients <math>\alpha(x) = x</math> and <math>\beta = 0</math>.
 
In this case, the recurrence formula to compute the sum is
:<math>b_k(x) = a_k + x b_{k+1}(x)</math>
and, in this case, the sum is simply
:<math>S(x) = a_0 + x b_1(x) = b_0(x)</math>,
which is exactly the usual [[Horner's method]].
 
===Special case for Chebyshev series===
Consider a truncated [[Chebyshev series]]
 
:<math>p_n(x) = a_0 + a_1T_1(x) + a_2T_2(x) + \cdots + a_nT_n(x).</math>
 
The coefficients in the recursion relation for the [[Chebyshev polynomials]] are
 
:<math>\alpha(x) = 2x, \quad \beta = -1,</math>
with the initial conditions
:<math>T_0(x) = 1, \quad T_1(x) = x.</math>
 
Thus, the recurrence is
:<math>b_k(x) = a_k + 2xb_{k+1}(x) - b_{k+2}(x)</math>
and the final sum is
:<math>p_n(x) = a_0 + xb_1(x) - b_2(x).</math>
 
One way to evaluate this is to continue the recurrence one more step, and compute
:<math>b_0(x) = 2a_0 + 2xb_1(x) - b_2(x),</math>
(note the doubled ''a''<sub>0</sub> coefficient) followed by
:<math>p_n(x) = b_0(x)-x b_1(x)-a_0=\frac{1}{2}\left[b_0(x) - b_2(x)\right].</math>
 
===Geodetic applications===
 
Clenshaw's algorithm is extensively used in geodetic applications
where it is usually referred to as '''Clenshaw summation'''.<ref>
{{Citation
| last1=Tscherning
| first1=C. C.
| last2=Poder
| first2=K.
| year=1982
| title=Some Geodetic applications of Clenshaw Summation
| journal=Bolletino di Geodesia e Scienze Affini
| volume=41
| number=4
| pages=349–375
| url=http://cct.gfy.ku.dk/publ_cct/cct80.pdf
}}</ref>  A simple application is summing the trigonometric series to compute
the [[meridian arc]].  These have the form
 
:<math>m(\theta) = C_0\,\theta + C_1\sin \theta + C_2\sin 2\theta + \cdots + C_n\sin n\theta.</math>
 
Leaving off the initial <math>C_0\,\theta</math> term, the remainder is a summation of the appropriate form. There is no leading term because <math>\phi_0(\theta) = \sin 0\theta = \sin 0 = 0</math>.
 
The [[List of trigonometric identities#Chebyshev method|recurrence relation for <math>\sin k\theta</math>]] is
:<math>\sin k\theta = 2 \cos\theta \sin (k-1)\theta - \sin (k-2)\theta</math>,
 
making the coefficients in the recursion relation
 
:<math>\alpha_k(\theta) = 2\cos\theta, \quad \beta_k = -1.</math>
 
and the evaluation of the series is given by
 
:<math>\begin{align}
   b_{n+1}(\theta) &= b_{n+2}(\theta) = 0,\\[.3em]
  b_k(\theta) &= C_k + 2 b_{k+1}(\theta)\cos \theta - b_{k+2}(\theta)\quad(n\ge k \ge 1).
\end{align}</math>
 
The final step is made particularly simple because <math>\phi_0(\theta) = \sin 0 = 0</math>, so the end of the recurrence is simply <math>b_1(\theta)\sin(\theta)</math>; the <math>C_0\,\theta</math> term is added separately:
 
:<math>m(\theta) = C_0\,\theta + b_1(\theta)\sin \theta.</math>
 
Note that the algorithm requires only the evaluation of two trigonometric quantities <math>\cos \theta</math> and <math>\sin \theta</math>.
 
==See also==
*[[Horner scheme]] to evaluate polynomials in [[monomial form]]
*[[De Casteljau's algorithm]] to evaluate polynomials in [[Bézier form]]
 
==References==
<references/>
 
{{DEFAULTSORT:Clenshaw Algorithm}}
[[Category:Numerical analysis]]

Revision as of 12:03, 15 August 2013

In numerical analysis, the Clenshaw algorithm[1] is a recursive method to evaluate a linear combination of Chebyshev polynomials. It is a generalization of Horner's method for evaluating a linear combination of monomials.

It generalizes to more than just Chebyshev polynomials; it applies to any class of functions that can be defined by a three-term recurrence relation.[2]

Clenshaw algorithm

Suppose that ϕk,k=0,1, is a sequence of functions that satisfy the linear recurrence relation

ϕk+1(x)=αk(x)ϕk(x)+βk(x)ϕk1(x),

where the coefficients αk and βk are known in advance. Note that in the most common applications, α(x) does not depend on k, and β is a constant that depends on neither x nor k.

Our goal is to evaluate a weighted sum of these functions

S(x)=k=0nakϕk(x)

Given the coefficients a0,,an, compute the values bk(x) by the "reverse" recurrence formula:

bn+1(x)=bn+2(x)=0,bk(x)=ak+αk(x)bk+1(x)+βk+1(x)bk+2(x).

The linear combination of the ϕk satisfies:

S(x)=ϕ0(x)a0+ϕ1(x)b1(x)+β1(x)ϕ0(x)b2(x).

See Fox and Parker[3] for more information and stability analyses.

Horner as a special case of Clenshaw

A particularly simple case occurs when evaluating a polynomial of the form

S(x)=k=0nakxk.

The functions are simply

ϕ0(x)=1,ϕk(x)=xk=xϕk1(x)

and are produced by the recurrence coefficients α(x)=x and β=0.

In this case, the recurrence formula to compute the sum is

bk(x)=ak+xbk+1(x)

and, in this case, the sum is simply

S(x)=a0+xb1(x)=b0(x),

which is exactly the usual Horner's method.

Special case for Chebyshev series

Consider a truncated Chebyshev series

pn(x)=a0+a1T1(x)+a2T2(x)++anTn(x).

The coefficients in the recursion relation for the Chebyshev polynomials are

α(x)=2x,β=1,

with the initial conditions

T0(x)=1,T1(x)=x.

Thus, the recurrence is

bk(x)=ak+2xbk+1(x)bk+2(x)

and the final sum is

pn(x)=a0+xb1(x)b2(x).

One way to evaluate this is to continue the recurrence one more step, and compute

b0(x)=2a0+2xb1(x)b2(x),

(note the doubled a0 coefficient) followed by

pn(x)=b0(x)xb1(x)a0=12[b0(x)b2(x)].

Geodetic applications

Clenshaw's algorithm is extensively used in geodetic applications where it is usually referred to as Clenshaw summation.[4] A simple application is summing the trigonometric series to compute the meridian arc. These have the form

m(θ)=C0θ+C1sinθ+C2sin2θ++Cnsinnθ.

Leaving off the initial C0θ term, the remainder is a summation of the appropriate form. There is no leading term because ϕ0(θ)=sin0θ=sin0=0.

The recurrence relation for sinkθ is

sinkθ=2cosθsin(k1)θsin(k2)θ,

making the coefficients in the recursion relation

αk(θ)=2cosθ,βk=1.

and the evaluation of the series is given by

bn+1(θ)=bn+2(θ)=0,bk(θ)=Ck+2bk+1(θ)cosθbk+2(θ)(nk1).

The final step is made particularly simple because ϕ0(θ)=sin0=0, so the end of the recurrence is simply b1(θ)sin(θ); the C0θ term is added separately:

m(θ)=C0θ+b1(θ)sinθ.

Note that the algorithm requires only the evaluation of two trigonometric quantities cosθ and sinθ.

See also

References

  1. Template:Cite doi Note that this paper is written in terms of the Shifted Chebyshev polynomials of the first kind Tn*(x)=Tn(2x1).
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