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A Unified Rounding Error Bound for Polynomial Evaluation

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Abstract

We present a unified rounding error bound for polynomial evaluation. The bound presented here takes the same general form for the evaluation of a polynomial written in any polynomial basis when the evaluation algorithm can be expressed as a linear recurrence or a first-order linear matrix recurrence relation. Examples of these situations are: Horner's algorithm in the evaluation of power series, Clenshaw's and Forsythe's algorithms in the evaluation of orthogonal polynomial series, de-Casteljau's algorithm for Bernstein polynomial series, the modification of Clenshaw's algorithms in the evaluation of Szegő polynomial series, and so on.

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Barrio, R. A Unified Rounding Error Bound for Polynomial Evaluation. Advances in Computational Mathematics 19, 385–399 (2003). https://doi.org/10.1023/A:1024203520270

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