Recurrence Relations

5.1 Introduction
A recurrence relation is an infinite sequence a1, a2, a3,, an, in which the formula for the nth term an depends on one or more preceding terms, with a finite set of start-up values or initial conditions

Examples of recurrence relations

Example 1:

Initial condition a0 = 1 Recursive formula: a n = 1 + 2a n-1 for n > 2 First few terms are: 1, 3, 7, 15, 31, 63,

Example 2:

Initial conditions a0 = 1, a1 = 2 Recursive formula: a n = 3(a n-1 + a n-2) for n > 2 First few terms are: 1, 2, 9, 33, 126, 477, 1809, 6858, 26001,

Fibonacci sequence

Initial conditions:
f1

= 1, f2 = 2

Recursive formula:

f n+1 = f n-1 + f n for n > 3

First few terms:

n
fn

1
1

2
2

3
3

4
5

5
8

6
13

7
21

8
34

9
55

10
89

11
144

Compound interest
Given P = initial amount (principal) n = number of years r = annual interest rate A = amount of money at the end of n years At the end of: 1 year: A = P + rP = P(1+r) 2 years: A = P + rP(1+r) = P(1+r)2 3 years: A = P + rP(1+r)2 = P(1+r)3

Obtain the formula A = P (1 + r) n

Eugene Catalan

Belgian mathematician, 1814-1894

Catalan numbers are generated by the formula: Cn = C(2n,n) / (n+1) for n > 0 The first few Catalan numbers are:

n 0 1 2 3 4 5 6 7 8 9 10 11

Cn

14

42

132

429

1430

4862

16796

58786

Catalan Numbers: applications

The number of ways in which a polygon with n+2 sides can be cut into n triangles The number of ways in which parentheses can be placed in a sequence of numbers, to be multiplied two at a time The number of rooted trivalent trees with n+1 nodes The number of paths of length 2n through an n by n grid that do not rise above the main diagonal The number of nonisomorphic binary trees with n vertices

Towers of Hanoi
Start with three pegs numbered 1, 2 and 3 mounted on a board, n disks of different sizes with holes in their centers, placed in order of increasing size from top to bottom. Object of the game: find the minimum number of moves needed to have all n disks stacked in the same order in peg number 3.

Rules of the game: Hanoi towers

Start with all disks stacked in peg 1 with the smallest at the top and the largest at the bottom Use peg number 2 for intermediate steps Only a disk of smaller diameter can be placed on top of another disk

End of game: Hanoi towers

Game ends when all disks are stacked in peg number 3 in the same order they were stored at the start in peg number 1. Verify that the minimum number of moves needed is the Catalan number C3 = 5. Start End

A problem in Economics
Demand equation: p = a - bq Supply equation: p = kq There is a time lag as supply reacts to changes in demand Use discrete time intervals as n = 0, 1, 2, 3, Given the time delayed equations

pn = a bqn (demand) pn+1 = kqn+1 (supply)

The recurrence relation obtained is

pn+1 = a bpn /k

Economic cobweb with a stabilizing price

Ackermanns function

Initial conditions: A(0,n) = n + 1, for n = 0, 1, 2, 3, Recurrence relations: A(m,0) = A(m 1, 1), for m = 1, 2, 3, A(m,n) = A(m -1, A(m, n -1)) for m = 1, 2, 3, and n = 1, 2, 3,

5.2 Solving recurrence relations

Two main methods: Iteration Method for linear homogeneous recurrence relations with constant coefficients

Method 1: Iteration
Problem: Given a recursive expression with initial conditions a0, a1 try to express an without dependence on previous terms.

Example: an = 2an-1 for n > 1, with initial condition a0 = 1

Solution: an = 2n

More on the iteration method

Example: Deer Population growth Deer population dn at time n Initial condition: d0 = 1000 Increase from time n-1 to time n is 10%. Therefore the recursive function is dn dn-1 = 0.1dn-1 dn = 1.1dn-1 Solution: dn = 1000(1.1)n

Method 2: Linear homogeneous recurrence relations

Theorem 5.2.11: Given the second order linear homogeneous recurrence relation with constant coefficients an = c1an-1 + c2an-2 and initial conditions a0 = C0, a1 = C1 1. If S and T are solutions then U = bS + dT is also a solution for any real numbers b, d 2. If r is a root of t2 c1t c2 = 0, then the sequence {rn}, n = 0, 1, 2, is also a solution

Case 1: Two different roots

3. If r1 and r2 (r1 r2) are solutions of the quadratic equation t2 c1t c2 = 0, then there exist constants b and d such that an = br1n + dr2n

for n = 0, 1, 2, 3,

More on linear homogeneous recurrence relations

Theorem 5.2.14: Let an = c1an-1 + c2an-2 be a second order linear homogeneous recurrence relation with constant coefficients. Let a0 = C0, a1 = C1 be the first two terms of the sequence satisfying the recurrence relation.

Case 2: One root of multiplicity 2

If r is a root of multiplicity 2 satisfying the equation t2 c1t c2 = 0, then: there exist constants b and d such that an = brn + dnrn for n = 0, 1, 2, 3,

5.3 Applications to the analysis of algorithms

1. Selection sorting a) Given a sequence of n terms ak, k = 1, 2,, n to be arranged in increasing order b) Count the number of comparisons bn with initial condition b1 = 0 c) Obtain recursion relation bn = n 1 + bn-1 for n = 1, 2, 3, d) bn = n(n-1)/2 = (n2)

Binary search
2. Problem: Search for a value in an increasing sequence. Return the index of the value, or 0 if not found. Initial condition a1 = 2 Recurrence relation an = 1 + an/2 Result: an = (lg n)

Merging two sequences

3. Problem: Combine two increasing sequences into a single increasing sequence (merge two sequences).

Theorem 5.3.7: To merge two sequences the sum of whose lengths is n, the number of comparisons required is n-1.

Merge sort
4. A recursive algorithm is used to sort a sequence into increasing order using the algorithm for merging two increasing sequences into one increasing sequence (merge sort).

Theorem 5.3.10: The merge sort algorithm is (n lg n) in the worst case.