  We find a succinct expression for computing the sequence $x_t = a_t x_{t-1} +
b_t$ in parallel with two prefix sums, given $t = (1, 2, \dots, n)$, $a_t \in
\mathbb{R}^n$, $b_t \in \mathbb{R}^n$, and initial value $x_0 \in \mathbb{R}$.
On $n$ parallel processors, the computation of $n$ elements incurs
$\mathcal{O}(\log n)$ time and $\mathcal{O}(n)$ space. Sequences of this form
are ubiquitous in science and engineering, making efficient parallelization
useful for a vast number of applications. We implement our expression in
software, test it on parallel hardware, and verify that it executes faster than
sequential computation by a factor of $\frac{n}{\log n}$.
