Clenshaw algorithm

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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



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