org.apache.commons.numbers.fraction.ContinuedFraction Maven / Gradle / Ivy
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.numbers.fraction;
import org.apache.commons.numbers.core.Precision;
/**
* Provides a generic means to evaluate
* continued fractions.
* Subclasses must provide the {@link #getA(int,double) a} and {@link #getB(int,double) b}
* coefficients to evaluate the continued fraction.
*/
public abstract class ContinuedFraction {
/**
* Defines the
* {@code n}-th "a" coefficient of the continued fraction.
*
* @param n Index of the coefficient to retrieve.
* @param x Evaluation point.
* @return the coefficient an
.
*/
protected abstract double getA(int n, double x);
/**
* Defines the
* {@code n}-th "b" coefficient of the continued fraction.
*
* @param n Index of the coefficient to retrieve.
* @param x Evaluation point.
* @return the coefficient bn
.
*/
protected abstract double getB(int n, double x);
/**
* Evaluates the continued fraction.
*
* @param x the evaluation point.
* @param epsilon Maximum error allowed.
* @return the value of the continued fraction evaluated at {@code x}.
* @throws ArithmeticException if the algorithm fails to converge.
* @throws ArithmeticException if the maximal number of iterations is reached
* before the expected convergence is achieved.
*
* @see #evaluate(double,double,int)
*/
public double evaluate(double x, double epsilon) {
return evaluate(x, epsilon, Integer.MAX_VALUE);
}
/**
* Evaluates the continued fraction.
*
* The implementation of this method is based on the modified Lentz algorithm as described
* on page 18 ff. in:
*
*
*
* -
* I. J. Thompson, A. R. Barnett. "Coulomb and Bessel Functions of Complex Arguments and Order."
*
* http://www.fresco.org.uk/papers/Thompson-JCP64p490.pdf
*
*
*
* @param x Point at which to evaluate the continued fraction.
* @param epsilon Maximum error allowed.
* @param maxIterations Maximum number of iterations.
* @return the value of the continued fraction evaluated at {@code x}.
* @throws ArithmeticException if the algorithm fails to converge.
* @throws ArithmeticException if the maximal number of iterations is reached
* before the expected convergence is achieved.
*/
public double evaluate(double x, double epsilon, int maxIterations) {
final double small = 1e-50;
double hPrev = getA(0, x);
// use the value of small as epsilon criteria for zero checks
if (Precision.equals(hPrev, 0.0, small)) {
hPrev = small;
}
int n = 1;
double dPrev = 0.0;
double cPrev = hPrev;
double hN;
while (n <= maxIterations) {
final double a = getA(n, x);
final double b = getB(n, x);
double dN = a + b * dPrev;
if (Precision.equals(dN, 0.0, small)) {
dN = small;
}
double cN = a + b / cPrev;
if (Precision.equals(cN, 0.0, small)) {
cN = small;
}
dN = 1 / dN;
final double deltaN = cN * dN;
hN = hPrev * deltaN;
if (Double.isInfinite(hN)) {
throw new FractionException("Continued fraction convergents diverged to +/- infinity for value {0}",
x);
}
if (Double.isNaN(hN)) {
throw new FractionException("Continued fraction diverged to NaN for value {0}",
x);
}
if (Math.abs(deltaN - 1) < epsilon) {
return hN;
}
dPrev = dN;
cPrev = cN;
hPrev = hN;
++n;
}
throw new FractionException("maximal count ({0}) exceeded", maxIterations);
}
}