Math Is Fun Forum

nicolangelo

Member

Registered: 2007-09-15

Posts: 1

efficient calculation of finite product series

Does anyone have an efficient computational method, preferably recursive,  to calculate the following finite product series without compromising accuracy,

    \Prod_{j=1}^{k-1} (1-exp(-(t_k-t_{k-j}))

where the number of t_k's increases over time of the simulation,
t_k's are real positive numbers, and t_k > t_{k-1} (where k is an integer greater than 2).
Each time a new t_{k+1} is generated then the above finite product needs
to be re-calculated. One could use a brute force method but this is computational inefficient since you have an ever increasing number of exponential to evaluate.

In suggestions or solutions will be greatly appreciated

John E. Franklin

Member

Registered: 2005-08-29

Posts: 3,588

Re: efficient calculation of finite product series

Last edited by John E. Franklin (2007-09-19 08:37:58)

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