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We present a framework for compiling recurrence equations into native code. In our framework, users specify a system of recurrences, the types of data structures that store inputs and outputs, and scheduling commands for optimization. Our compiler then lowers these specifications into native code that respects the dependencies in the recurrence equations. Our compiler can generate code over both sparse and dense data structures, and determines if the recurrence system is solvable with the provided scheduling primitives. We evaluate the performance and correctness of the generated code on several recurrences, from domains as diverse as dense and sparse matrix solvers, dynamic programming, graph problems, and sparse tensor algebra. We demonstrate that the generated code has competitive performance to hand-optimized implementations in libraries. However, these handwritten libraries target specific recurrences, specific data structures, and specific optimizations. Our system, on the other hand, automatically generates implementations from recurrences, data formats, and schedules, giving our system more generality than library approaches.