Editing Clenshaw algorithm

In [[numerical analysis]], the '''Clenshaw algorithm''', also called '''Clenshaw summation''', is a [[Recursion|recursive]] method to evaluate a linear combination of [[Chebyshev polynomials]].<ref name="Clenshaw55">{{Cite journal | last1 = Clenshaw | first1 = C. W.| title = A note on the summation of Chebyshev series| url = https://www.ams.org/journals/mcom/1955-09-051/S0025-5718-1955-0071856-0/| doi = 10.1090/S0025-5718-1955-0071856-0| journal = Mathematical Tables and Other Aids to Computation| issn = 0025-5718| volume = 9| issue = 51| page = 118| date=July 1955 | doi-access = free}}  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><ref name="Tscherning82"/>  The method was published by [[Charles William Clenshaw]] in 1955. It is a generalization of [[Horner's method]] for evaluating a linear combination of [[monomial]]s.

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==

In full generality, the Clenshaw algorithm computes the weighted sum of a finite series of functions <math>\phi_k(x)</math>:
<math display="block">S(x) = \sum_{k=0}^n a_k \phi_k(x)</math>
where <math>\phi_k,\; k=0, 1, \ldots</math> is a sequence of functions that satisfy the linear recurrence relation
<math display="block">\phi_{k+1}(x) = \alpha_k(x)\,\phi_k(x) + \beta_k(x)\,\phi_{k-1}(x),</math>
where the coefficients <math>\alpha_k(x)</math> and <math>\beta_k(x)</math> are known in advance.

The algorithm is most useful when <math>\phi_k(x)</math> are functions that are complicated to compute directly, but <math>\alpha_k(x)</math> and <math>\beta_k(x)</math> are particularly simple.  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>.

To perform the summation for given series of coefficients <math>a_0, \ldots, a_n</math>, compute the values <math>b_k(x)</math> by the "reverse" recurrence formula:
<math display="block"> \begin{align}
  b_{n+1}(x) &= b_{n+2}(x) = 0, \\
  b_k(x) &= a_k + \alpha_k(x)\,b_{k+1}(x) + \beta_{k+1}(x)\,b_{k+2}(x).
\end{align} </math>

Note that this computation makes no direct reference to the functions <math>\phi_k(x)</math>.  After computing <math>b_2(x)</math> and <math>b_1(x)</math>,
the desired sum can be expressed in terms of them and the simplest functions <math>\phi_0(x)</math> and <math>\phi_1(x)</math>:
<math display="block">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 |first1=Leslie |last1=Fox |first2=Ian B. |last2=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.

==Examples==
===Horner as a special case of Clenshaw===
A particularly simple case occurs when evaluating a polynomial of the form
<math display="block">S(x) = \sum_{k=0}^n a_k x^k.</math>
The functions are simply
<math display="block"> \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 display="block">b_k(x) = a_k + x b_{k+1}(x)</math>
and, in this case, the sum is simply
<math display="block">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 display="block">p_n(x) = a_0 + a_1 T_1(x) + a_2 T_2(x) + \cdots + a_n T_n(x).</math>

The coefficients in the recursion relation for the [[Chebyshev polynomials]] are
<math display="block">\alpha(x) = 2x, \quad \beta = -1,</math>
with the initial conditions
<math display="block">T_0(x) = 1, \quad T_1(x) = x.</math>

Thus, the recurrence is
<math display="block">b_k(x) = a_k + 2xb_{k+1}(x) - b_{k+2}(x)</math>
and the final results are
<math display="block">b_0(x) = a_0 + 2xb_1(x) - b_2(x),</math>
<math display="block">p_n(x) = \tfrac{1}{2} \left[a_0+b_0(x) - b_2(x)\right].</math>

An equivalent expression for the sum is given by
<math display="block">p_n(x) = a_0 + xb_1(x) - b_2(x).</math>

===Meridian arc length on the ellipsoid===
Clenshaw summation is extensively used in [[geodesy|geodetic]] applications.<ref name="Tscherning82">{{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
| access-date=2012-08-02
| archive-url=https://web.archive.org/web/20070612091533/http://cct.gfy.ku.dk/publ_cct/cct80.pdf
| archive-date=2007-06-12
| url-status=dead
}}</ref>  A simple application is summing the trigonometric series to compute the [[meridian arc]] distance on the surface of an ellipsoid.  These have the form
<math display="block">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 display="block">\sin (k+1)\theta = 2 \cos\theta \sin k\theta - \sin (k-1)\theta,</math>
making the coefficients in the recursion relation
<math display="block">\alpha_k(\theta) = 2\cos\theta, \quad \beta_k = -1.</math>
and the evaluation of the series is given by
<math display="block">\begin{align}
  b_{n+1}(\theta) &= b_{n+2}(\theta) = 0, \\
  b_k(\theta) &= C_k + 2\cos \theta \,b_{k+1}(\theta) - b_{k+2}(\theta),\quad\mathrm{for\ } 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 display="block">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>.

===Difference in meridian arc lengths===
Sometimes it necessary to compute the difference of two meridian arcs in a way that maintains high relative accuracy.  This is accomplished by using trigonometric identities to write
<math display="block">
  m(\theta_1)-m(\theta_2) = C_0(\theta_1-\theta_2) + \sum_{k=1}^n 2 C_k
  \sin\bigl({\textstyle\frac12}k(\theta_1-\theta_2)\bigr)
  \cos\bigl({\textstyle\frac12}k(\theta_1+\theta_2)\bigr).
</math>
Clenshaw summation can be applied in this case<ref>{{ cite journal
| last = Karney
| first = C. F. F.
| year = 2024
| volume = 68
| number = 3-4
| pages = 99-120
| title = The area of rhumb polygons
| journal = Stud. Geophys. Geod.
| doi = 10.1007/s11200-024-0709-z
| doi-access = free
| postscript = Appendix B| arxiv = 2303.03219
}}</ref>
provided we simultaneously compute <math>m(\theta_1)+m(\theta_2)</math>
and perform a matrix summation,
<math display="block">
  \mathsf M(\theta_1,\theta_2) = \begin{bmatrix}
  (m(\theta_1) + m(\theta_2)) / 2\\
  (m(\theta_1) - m(\theta_2)) / (\theta_1 - \theta_2)
  \end{bmatrix} =
  C_0 \begin{bmatrix} \mu \\ 1 \end{bmatrix} +
  \sum_{k=1}^n C_k \mathsf F_k(\theta_1,\theta_2),
</math>
where
<math display="block"> \begin{align}
  \delta &= \tfrac{1}{2}(\theta_1-\theta_2), \\[1ex]
  \mu &= \tfrac{1}{2}(\theta_1+\theta_2), \\[1ex]
  \mathsf F_k(\theta_1,\theta_2) &=
    \begin{bmatrix}
       \cos k \delta \sin k \mu \\
       \dfrac{\sin k \delta}\delta \cos k \mu
    \end{bmatrix}.
\end{align} </math>
The first element of <math>\mathsf M(\theta_1,\theta_2)</math> is the average
value of <math>m</math> and the second element is the average slope.
<math>\mathsf F_k(\theta_1,\theta_2)</math> satisfies the recurrence
relation
<math display="block">
  \mathsf F_{k+1}(\theta_1,\theta_2) =
  \mathsf A(\theta_1,\theta_2) \mathsf F_k(\theta_1,\theta_2) -
  \mathsf F_{k-1}(\theta_1,\theta_2),
</math>
where
<math display="block">
   \mathsf A(\theta_1,\theta_2) = 2\begin{bmatrix}
      \cos \delta \cos \mu & -\delta\sin \delta \sin \mu \\
      - \displaystyle\frac{\sin \delta}\delta \sin \mu &   \cos \delta \cos \mu
  \end{bmatrix}
</math>
takes the place of <math>\alpha</math> in the recurrence relation, and <math>\beta=-1</math>.
The standard Clenshaw algorithm can now be applied to yield
<math display="block"> \begin{align}
  \mathsf B_{n+1} &= \mathsf B_{n+2} = \mathsf 0, \\[1ex]
  \mathsf B_k &= C_k \mathsf I + \mathsf A \mathsf B_{k+1} -
  \mathsf B_{k+2}, \qquad\mathrm{for\ } n\ge k \ge 1, \\[1ex]
  \mathsf M(\theta_1,\theta_2) &=
    C_0 \begin{bmatrix}\mu\\1\end{bmatrix} +
    \mathsf B_1 \mathsf F_1(\theta_1,\theta_2),
\end{align}</math>
where <math>\mathsf B_k</math> are 2×2 matrices.  Finally we have
<math display="block">
  \frac{m(\theta_1) - m(\theta_2)}{\theta_1 - \theta_2} =
  \mathsf M_2(\theta_1, \theta_2).
</math>
This technique can be used in the [[limit (mathematics)|limit]] <math>\theta_2 = \theta_1 = \mu</math> and <math> \delta = 0 </math> to simultaneously compute  <math>m(\mu)</math> and the [[derivative]] <math>dm(\mu)/d\mu</math>, provided that, in evaluating <math>\mathsf F_1</math> and <math>\mathsf A</math>, we take <math>\lim_{\delta \to 0} (\sin k \delta)/\delta = k</math>.

==See also==
*[[Horner scheme]] to evaluate polynomials in [[monomial form]]
*[[De Casteljau's algorithm]] to evaluate polynomials in [[Bézier form]]

==References==
{{reflist|30em}}

{{DEFAULTSORT:Clenshaw Algorithm}}
[[Category:Numerical analysis]]