In numerical analysis, the Clenshaw algorithm, also called Clenshaw summation, 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.
In full generality, the Clenshaw algorithm computes the weighted sum of a finite series of functions :
where is a sequence of functions that satisfy the linear recurrence relation
where the coefficients and are known in advance.
The algorithm is most useful when are complex functions to compute directly, but and are particularly simple. In the most common applications, does not depend on , and is a constant that depends on neither nor .
To perform the summation for given series of coefficients , compute the values by the "reverse" recurrence formula:
Note that this computation makes no direct reference to the functions . After computing and ,
the desired sum can be expressed in terms of them and the simplest functions and :
See Fox and Parker 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
The functions are simply
and are produced by the recurrence coefficients and .
In this case, the recurrence formula to compute the sum is
and, in this case, the sum is simply
which is exactly the usual Horner's method.
Special case for Chebyshev series
Consider a truncated Chebyshev series
The coefficients in the recursion relation for the Chebyshev polynomials are
with the initial conditions
Thus, the recurrence is
and the final sum is
One way to evaluate this is to continue the recurrence one more step, and compute
(note the doubled a0 coefficient) followed by
Meridian arc length on the ellipsoid
Clenshaw summation is extensively used in geodetic applications. A simple application is summing the trigonometric series to compute
the meridian arc distance on the surface of an ellipsoid. These have the form
Leaving off the initial term, the remainder is a summation of the appropriate form. There is no leading term because .
The recurrence relation for is
making the coefficients in the recursion relation
and the evaluation of the series is given by
The final step is made particularly simple because , so the end of the recurrence is simply ; the term is added separately:
Note that the algorithm requires only the evaluation of two trigonometric quantities and .
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
Clenshaw summation can be applied in this case
provided we simultaneously compute
and perform a matrix summation,
The first element of is the average
value of and the second element is the average slope.
satisfies the recurrence
takes the place of in the recurrence relation, and .
The standard Clenshaw algorithm can now be applied to yield
where are 2×2 matrices. Finally
This technique can be used in the limit
and to compute the derivative ,
provided that, in evaluating and , we take .