ML Wiki

Recurrence Equations

A difference equation, or recurrence equation,

Examples:

• Fibonacci Numbers:
• $F_n = F_{n - 1} + F_{n-2}$

Eigendecomposition is a good way of solving these equations

Links:

• https://ccrma.stanford.edu/~jos/fp/Difference_Equation_I.html
• http://en.wikipedia.org/wiki/Recurrence_relation

Sources

• Linear Algebra MIT 18.06 (OCW)