In Numerical Recipes, the authors state:
There is at present no rigorous analysis of error propagation in Lentz’s algorithm.
This statement is now ~15 years old, so I wonder has this gap in the literature been filled?
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3$\begingroup$ Not to my knowledge. In my review of literature on continued fractions I have found very few authors who mention Lentz's algorithm and even fewer who cite the primary sources: [1] William J. Lentz, "Generating Bessel Functions in Mie Scattering Calculations Using Continued Fractions," Applied Optics, Vol. 15, No. 3, March 1976, pp. 668-671. [2] W. J. Lentz, "A Simplification of Lentz's Algorithm," Atmospheric Sciences Laboratory Technical Report TR-0118, August 1982 $\endgroup$ – njuffa Jun 25 '20 at 19:25
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