Kahan summation applies to summation problems, but not to three-term recurrence relations. However, a three-term recurrence shares many of the features of a summation-albeit with a rescaling step at each iteration. Hence there seems to be hope for a Kahan summation for three-term recurrences. Has this idea been worked out in the literature or is the idea flawed in some way?
Kahan Summation for Three-Term Recurrences
reference request;stability;floating point