001/* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017package org.apache.commons.numbers.fraction; 018 019import java.util.function.Supplier; 020import org.apache.commons.numbers.fraction.GeneralizedContinuedFraction.Coefficient; 021 022/** 023 * Provides a generic means to evaluate 024 * <a href="https://mathworld.wolfram.com/ContinuedFraction.html">continued fractions</a>. 025 * 026 * <p>The continued fraction uses the following form for the numerator ({@code a}) and 027 * denominator ({@code b}) coefficients: 028 * <pre> 029 * a1 030 * b0 + ------------------ 031 * b1 + a2 032 * ------------- 033 * b2 + a3 034 * -------- 035 * b3 + ... 036 * </pre> 037 * 038 * <p>Subclasses must provide the {@link #getA(int,double) a} and {@link #getB(int,double) b} 039 * coefficients to evaluate the continued fraction. 040 * 041 * <p>This class allows evaluation of the fraction for a specified evaluation point {@code x}; 042 * the point can be used to express the values of the coefficients. 043 * Evaluation of a continued fraction from a generator of the coefficients can be performed using 044 * {@link GeneralizedContinuedFraction}. This may be preferred if the coefficients can be computed 045 * with updates to the previous coefficients. 046 */ 047public abstract class ContinuedFraction { 048 /** Create an instance. */ 049 public ContinuedFraction() {} 050 051 /** 052 * Defines the <a href="https://mathworld.wolfram.com/ContinuedFraction.html"> 053 * {@code n}-th "a" coefficient</a> of the continued fraction. 054 * 055 * @param n Index of the coefficient to retrieve. 056 * @param x Evaluation point. 057 * @return the coefficient <code>a<sub>n</sub></code>. 058 */ 059 protected abstract double getA(int n, double x); 060 061 /** 062 * Defines the <a href="https://mathworld.wolfram.com/ContinuedFraction.html"> 063 * {@code n}-th "b" coefficient</a> of the continued fraction. 064 * 065 * @param n Index of the coefficient to retrieve. 066 * @param x Evaluation point. 067 * @return the coefficient <code>b<sub>n</sub></code>. 068 */ 069 protected abstract double getB(int n, double x); 070 071 /** 072 * Evaluates the continued fraction. 073 * 074 * @param x the evaluation point. 075 * @param epsilon Maximum relative error allowed. 076 * @return the value of the continued fraction evaluated at {@code x}. 077 * @throws ArithmeticException if the algorithm fails to converge. 078 * @throws ArithmeticException if the maximal number of iterations is reached 079 * before the expected convergence is achieved. 080 * 081 * @see #evaluate(double,double,int) 082 */ 083 public double evaluate(double x, double epsilon) { 084 return evaluate(x, epsilon, GeneralizedContinuedFraction.DEFAULT_ITERATIONS); 085 } 086 087 /** 088 * Evaluates the continued fraction. 089 * <p> 090 * The implementation of this method is based on the modified Lentz algorithm as described 091 * on page 508 in: 092 * </p> 093 * 094 * <ul> 095 * <li> 096 * I. J. Thompson, A. R. Barnett (1986). 097 * "Coulomb and Bessel Functions of Complex Arguments and Order." 098 * Journal of Computational Physics 64, 490-509. 099 * <a target="_blank" href="https://www.fresco.org.uk/papers/Thompson-JCP64p490.pdf"> 100 * https://www.fresco.org.uk/papers/Thompson-JCP64p490.pdf</a> 101 * </li> 102 * </ul> 103 * 104 * @param x Point at which to evaluate the continued fraction. 105 * @param epsilon Maximum relative error allowed. 106 * @param maxIterations Maximum number of iterations. 107 * @return the value of the continued fraction evaluated at {@code x}. 108 * @throws ArithmeticException if the algorithm fails to converge. 109 * @throws ArithmeticException if the maximal number of iterations is reached 110 * before the expected convergence is achieved. 111 */ 112 public double evaluate(double x, double epsilon, int maxIterations) { 113 // Delegate to GeneralizedContinuedFraction 114 115 // Get the first coefficient 116 final double b0 = getB(0, x); 117 118 // Generate coefficients from (a1,b1) 119 final Supplier<Coefficient> gen = new Supplier<Coefficient>() { 120 /** Coefficient index. */ 121 private int n; 122 @Override 123 public Coefficient get() { 124 n++; 125 final double a = getA(n, x); 126 final double b = getB(n, x); 127 return Coefficient.of(a, b); 128 } 129 }; 130 131 // Invoke appropriate method based on magnitude of first term. 132 133 // If b0 is too small or zero it is set to a non-zero small number to allow 134 // magnitude updates. Avoid this by adding b0 at the end if b0 is small. 135 // 136 // This handles the use case of a negligible initial term. If b1 is also small 137 // then the evaluation starting at b0 or b1 may converge poorly. 138 // One solution is to manually compute the convergent until it is not small 139 // and then evaluate the fraction from the next term: 140 // h1 = b0 + a1 / b1 141 // h2 = b0 + a1 / (b1 + a2 / b2) 142 // ... 143 // hn not 'small', start generator at (n+1): 144 // value = GeneralizedContinuedFraction.value(hn, gen) 145 // This solution is not implemented to avoid recursive complexity. 146 147 if (Math.abs(b0) < GeneralizedContinuedFraction.SMALL) { 148 // Updates from initial convergent b1 and computes: 149 // b0 + a1 / [ b1 + a2 / (b2 + ... ) ] 150 return GeneralizedContinuedFraction.value(b0, gen, epsilon, maxIterations); 151 } 152 153 // Use the package-private evaluate method. 154 // Calling GeneralizedContinuedFraction.value(gen, epsilon, maxIterations) 155 // requires the generator to start from (a0,b0) and repeats computation of b0 156 // and wastes computation of a0. 157 158 // Updates from initial convergent b0: 159 // b0 + a1 / (b1 + ... ) 160 return GeneralizedContinuedFraction.evaluate(b0, gen, epsilon, maxIterations); 161 } 162}