A general method for approximating polynomial solutions of second-order lin
ear homogeneous differential equations with polynomial coefficients is appl
ied to the case of the families of differential equations defining the gene
ralized Bessel polynomials, and an algorithm is derived for simultaneously
finding their zeros. Then a comparison with several alternative algorithms
is carried out. It shows that the computational problem of approximating th
e zeros of the generalized Bessel polynomials is not an easy matter at all
and that the only algorithm able to give an accurate solution seems to be t
he one presented in this paper. Mathematics Subject Classification (1991):
65F15, 65F30, 65H20.