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Marcocapelle (talk | contribs) removed Category:Stochastic algorithms; added Category:Statistical algorithms using HotCat |
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It will be assumed that the ''X<sub>m</sub>'' have been computed by solving the relevant equations and are available as an input to our routine. Although ''g'' is in principle a two dimensional matrix, it can be computed in a column by column fashion starting from the leftmost column. The routine uses a single column vector ''C'' to represent the current column of ''g''.
<
C[0] := 1
for n := 1 step 1 until N do
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for n := 1 step 1 until N do
C[n] := C[n] + X[m]*C[n-1];
</syntaxhighlight>
At completion, ''C'' contains the desired values ''G(0), G(1)'' to ''G(N)''. <ref name="buzen-1973" />
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