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 /** 049 * Defines the <a href="https://mathworld.wolfram.com/ContinuedFraction.html"> 050 * {@code n}-th "a" coefficient</a> of the continued fraction. 051 * 052 * @param n Index of the coefficient to retrieve. 053 * @param x Evaluation point. 054 * @return the coefficient <code>a<sub>n</sub></code>. 055 */ 056 protected abstract double getA(int n, double x); 057 058 /** 059 * Defines the <a href="https://mathworld.wolfram.com/ContinuedFraction.html"> 060 * {@code n}-th "b" coefficient</a> of the continued fraction. 061 * 062 * @param n Index of the coefficient to retrieve. 063 * @param x Evaluation point. 064 * @return the coefficient <code>b<sub>n</sub></code>. 065 */ 066 protected abstract double getB(int n, double x); 067 068 /** 069 * Evaluates the continued fraction. 070 * 071 * @param x the evaluation point. 072 * @param epsilon Maximum relative error allowed. 073 * @return the value of the continued fraction evaluated at {@code x}. 074 * @throws ArithmeticException if the algorithm fails to converge. 075 * @throws ArithmeticException if the maximal number of iterations is reached 076 * before the expected convergence is achieved. 077 * 078 * @see #evaluate(double,double,int) 079 */ 080 public double evaluate(double x, double epsilon) { 081 return evaluate(x, epsilon, GeneralizedContinuedFraction.DEFAULT_ITERATIONS); 082 } 083 084 /** 085 * Evaluates the continued fraction. 086 * <p> 087 * The implementation of this method is based on the modified Lentz algorithm as described 088 * on page 508 in: 089 * </p> 090 * 091 * <ul> 092 * <li> 093 * I. J. Thompson, A. R. Barnett (1986). 094 * "Coulomb and Bessel Functions of Complex Arguments and Order." 095 * Journal of Computational Physics 64, 490-509. 096 * <a target="_blank" href="https://www.fresco.org.uk/papers/Thompson-JCP64p490.pdf"> 097 * https://www.fresco.org.uk/papers/Thompson-JCP64p490.pdf</a> 098 * </li> 099 * </ul> 100 * 101 * @param x Point at which to evaluate the continued fraction. 102 * @param epsilon Maximum relative error allowed. 103 * @param maxIterations Maximum number of iterations. 104 * @return the value of the continued fraction evaluated at {@code x}. 105 * @throws ArithmeticException if the algorithm fails to converge. 106 * @throws ArithmeticException if the maximal number of iterations is reached 107 * before the expected convergence is achieved. 108 */ 109 public double evaluate(double x, double epsilon, int maxIterations) { 110 // Delegate to GeneralizedContinuedFraction 111 112 // Get the first coefficient 113 final double b0 = getB(0, x); 114 115 // Generate coefficients from (a1,b1) 116 final Supplier<Coefficient> gen = new Supplier<Coefficient>() { 117 private int n; 118 @Override 119 public Coefficient get() { 120 n++; 121 final double a = getA(n, x); 122 final double b = getB(n, x); 123 return Coefficient.of(a, b); 124 } 125 }; 126 127 // Invoke appropriate method based on magnitude of first term. 128 129 // If b0 is too small or zero it is set to a non-zero small number to allow 130 // magnitude updates. Avoid this by adding b0 at the end if b0 is small. 131 // 132 // This handles the use case of a negligible initial term. If b1 is also small 133 // then the evaluation starting at b0 or b1 may converge poorly. 134 // One solution is to manually compute the convergent until it is not small 135 // and then evaluate the fraction from the next term: 136 // h1 = b0 + a1 / b1 137 // h2 = b0 + a1 / (b1 + a2 / b2) 138 // ... 139 // hn not 'small', start generator at (n+1): 140 // value = GeneralizedContinuedFraction.value(hn, gen) 141 // This solution is not implemented to avoid recursive complexity. 142 143 if (Math.abs(b0) < GeneralizedContinuedFraction.SMALL) { 144 // Updates from initial convergent b1 and computes: 145 // b0 + a1 / [ b1 + a2 / (b2 + ... ) ] 146 return GeneralizedContinuedFraction.value(b0, gen, epsilon, maxIterations); 147 } 148 149 // Use the package-private evaluate method. 150 // Calling GeneralizedContinuedFraction.value(gen, epsilon, maxIterations) 151 // requires the generator to start from (a0,b0) and repeats computation of b0 152 // and wastes computation of a0. 153 154 // Updates from initial convergent b0: 155 // b0 + a1 / (b1 + ... ) 156 return GeneralizedContinuedFraction.evaluate(b0, gen, epsilon, maxIterations); 157 } 158}