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25 <div class="section">
26 <div class="titlepage"><div><div><h3 class="title">
27 <a name="math_toolkit.internals.cf"></a><a class="link" href="cf.html" title="Continued Fraction Evaluation">Continued Fraction Evaluation</a>
28 </h3></div></div></div>
29 <h5>
30 <a name="math_toolkit.internals.cf.h0"></a>
31 <span class="phrase"><a name="math_toolkit.internals.cf.synopsis"></a></span><a class="link" href="cf.html#math_toolkit.internals.cf.synopsis">Synopsis</a>
32 </h5>
33 <pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">tools</span><span class="special">/</span><span class="identifier">fraction</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>
34 </pre>
35 <pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">tools</span><span class="special">{</span>
36
37 <span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Gen</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">U</span><span class="special">&gt;</span>
38 <span class="keyword">typename</span> <span class="identifier">detail</span><span class="special">::</span><span class="identifier">fraction_traits</span><span class="special">&lt;</span><span class="identifier">Gen</span><span class="special">&gt;::</span><span class="identifier">result_type</span>
39 <span class="identifier">continued_fraction_b</span><span class="special">(</span><span class="identifier">Gen</span><span class="special">&amp;</span> <span class="identifier">g</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">U</span><span class="special">&amp;</span> <span class="identifier">tolerance</span><span class="special">,</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&amp;</span> <span class="identifier">max_terms</span><span class="special">)</span>
40
41 <span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Gen</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">U</span><span class="special">&gt;</span>
42 <span class="keyword">typename</span> <span class="identifier">detail</span><span class="special">::</span><span class="identifier">fraction_traits</span><span class="special">&lt;</span><span class="identifier">Gen</span><span class="special">&gt;::</span><span class="identifier">result_type</span>
43 <span class="identifier">continued_fraction_b</span><span class="special">(</span><span class="identifier">Gen</span><span class="special">&amp;</span> <span class="identifier">g</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">U</span><span class="special">&amp;</span> <span class="identifier">tolerance</span><span class="special">)</span>
44
45 <span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Gen</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">U</span><span class="special">&gt;</span>
46 <span class="keyword">typename</span> <span class="identifier">detail</span><span class="special">::</span><span class="identifier">fraction_traits</span><span class="special">&lt;</span><span class="identifier">Gen</span><span class="special">&gt;::</span><span class="identifier">result_type</span>
47 <span class="identifier">continued_fraction_a</span><span class="special">(</span><span class="identifier">Gen</span><span class="special">&amp;</span> <span class="identifier">g</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">U</span><span class="special">&amp;</span> <span class="identifier">tolerance</span><span class="special">,</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&amp;</span> <span class="identifier">max_terms</span><span class="special">)</span>
48
49 <span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Gen</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">U</span><span class="special">&gt;</span>
50 <span class="keyword">typename</span> <span class="identifier">detail</span><span class="special">::</span><span class="identifier">fraction_traits</span><span class="special">&lt;</span><span class="identifier">Gen</span><span class="special">&gt;::</span><span class="identifier">result_type</span>
51 <span class="identifier">continued_fraction_a</span><span class="special">(</span><span class="identifier">Gen</span><span class="special">&amp;</span> <span class="identifier">g</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">U</span><span class="special">&amp;</span> <span class="identifier">tolerance</span><span class="special">)</span>
52
53 <span class="comment">//</span>
54 <span class="comment">// These interfaces are present for legacy reasons, and are now deprecated:</span>
55 <span class="comment">//</span>
56 <span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Gen</span><span class="special">&gt;</span>
57 <span class="keyword">typename</span> <span class="identifier">detail</span><span class="special">::</span><span class="identifier">fraction_traits</span><span class="special">&lt;</span><span class="identifier">Gen</span><span class="special">&gt;::</span><span class="identifier">result_type</span>
58 <span class="identifier">continued_fraction_b</span><span class="special">(</span><span class="identifier">Gen</span><span class="special">&amp;</span> <span class="identifier">g</span><span class="special">,</span> <span class="keyword">int</span> <span class="identifier">bits</span><span class="special">);</span>
59
60 <span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Gen</span><span class="special">&gt;</span>
61 <span class="keyword">typename</span> <span class="identifier">detail</span><span class="special">::</span><span class="identifier">fraction_traits</span><span class="special">&lt;</span><span class="identifier">Gen</span><span class="special">&gt;::</span><span class="identifier">result_type</span>
62 <span class="identifier">continued_fraction_b</span><span class="special">(</span><span class="identifier">Gen</span><span class="special">&amp;</span> <span class="identifier">g</span><span class="special">,</span> <span class="keyword">int</span> <span class="identifier">bits</span><span class="special">,</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&amp;</span> <span class="identifier">max_terms</span><span class="special">);</span>
63
64 <span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Gen</span><span class="special">&gt;</span>
65 <span class="keyword">typename</span> <span class="identifier">detail</span><span class="special">::</span><span class="identifier">fraction_traits</span><span class="special">&lt;</span><span class="identifier">Gen</span><span class="special">&gt;::</span><span class="identifier">result_type</span>
66 <span class="identifier">continued_fraction_a</span><span class="special">(</span><span class="identifier">Gen</span><span class="special">&amp;</span> <span class="identifier">g</span><span class="special">,</span> <span class="keyword">int</span> <span class="identifier">bits</span><span class="special">);</span>
67
68 <span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Gen</span><span class="special">&gt;</span>
69 <span class="keyword">typename</span> <span class="identifier">detail</span><span class="special">::</span><span class="identifier">fraction_traits</span><span class="special">&lt;</span><span class="identifier">Gen</span><span class="special">&gt;::</span><span class="identifier">result_type</span>
70 <span class="identifier">continued_fraction_a</span><span class="special">(</span><span class="identifier">Gen</span><span class="special">&amp;</span> <span class="identifier">g</span><span class="special">,</span> <span class="keyword">int</span> <span class="identifier">bits</span><span class="special">,</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&amp;</span> <span class="identifier">max_terms</span><span class="special">);</span>
71
72 <span class="special">}}}</span> <span class="comment">// namespaces</span>
73 </pre>
74 <h5>
75 <a name="math_toolkit.internals.cf.h1"></a>
76 <span class="phrase"><a name="math_toolkit.internals.cf.description"></a></span><a class="link" href="cf.html#math_toolkit.internals.cf.description">Description</a>
77 </h5>
78 <p>
79 <a href="http://en.wikipedia.org/wiki/Continued_fraction" target="_top">Continued fractions
80 are a common method of approximation. </a> These functions all evaluate
81 the continued fraction described by the <span class="emphasis"><em>generator</em></span> type
82 argument. The functions with an "_a" suffix evaluate the fraction:
83 </p>
84 <p>
85 <span class="inlinemediaobject"><img src="../../../equations/fraction2.svg"></span>
86 </p>
87 <p>
88 and those with a "_b" suffix evaluate the fraction:
89 </p>
90 <p>
91 <span class="inlinemediaobject"><img src="../../../equations/fraction1.svg"></span>
92 </p>
93 <p>
94 This latter form is somewhat more natural in that it corresponds with the
95 usual definition of a continued fraction, but note that the first <span class="emphasis"><em>a</em></span>
96 value returned by the generator is discarded. Further, often the first <span class="emphasis"><em>a</em></span>
97 and <span class="emphasis"><em>b</em></span> values in a continued fraction have different
98 defining equations to the remaining terms, which may make the "_a"
99 suffixed form more appropriate.
100 </p>
101 <p>
102 The generator type should be a function object which supports the following
103 operations:
104 </p>
105 <div class="informaltable"><table class="table">
106 <colgroup>
107 <col>
108 <col>
109 </colgroup>
110 <thead><tr>
111 <th>
112 <p>
113 Expression
114 </p>
115 </th>
116 <th>
117 <p>
118 Description
119 </p>
120 </th>
121 </tr></thead>
122 <tbody>
123 <tr>
124 <td>
125 <p>
126 Gen::result_type
127 </p>
128 </td>
129 <td>
130 <p>
131 The type that is the result of invoking operator(). This can be
132 either an arithmetic type, or a std::pair&lt;&gt; of arithmetic
133 types.
134 </p>
135 </td>
136 </tr>
137 <tr>
138 <td>
139 <p>
140 g()
141 </p>
142 </td>
143 <td>
144 <p>
145 Returns an object of type Gen::result_type.
146 </p>
147 <p>
148 Each time this operator is called then the next pair of <span class="emphasis"><em>a</em></span>
149 and <span class="emphasis"><em>b</em></span> values is returned. Or, if result_type
150 is an arithmetic type, then the next <span class="emphasis"><em>b</em></span> value
151 is returned and all the <span class="emphasis"><em>a</em></span> values are assumed
152 to 1.
153 </p>
154 </td>
155 </tr>
156 </tbody>
157 </table></div>
158 <p>
159 In all the continued fraction evaluation functions the <span class="emphasis"><em>tolerance</em></span>
160 parameter is the precision desired in the result, evaluation of the fraction
161 will continue until the last term evaluated leaves the relative error in
162 the result less than <span class="emphasis"><em>tolerance</em></span>. The deprecated interfaces
163 take a number of digits precision here, internally they just convert this
164 to a tolerance and forward call.
165 </p>
166 <p>
167 If the optional <span class="emphasis"><em>max_terms</em></span> parameter is specified then
168 no more than <span class="emphasis"><em>max_terms</em></span> calls to the generator will be
169 made, and on output, <span class="emphasis"><em>max_terms</em></span> will be set to actual
170 number of calls made. This facility is particularly useful when profiling
171 a continued fraction for convergence.
172 </p>
173 <h5>
174 <a name="math_toolkit.internals.cf.h2"></a>
175 <span class="phrase"><a name="math_toolkit.internals.cf.implementation"></a></span><a class="link" href="cf.html#math_toolkit.internals.cf.implementation">Implementation</a>
176 </h5>
177 <p>
178 Internally these algorithms all use the modified Lentz algorithm: refer to
179 Numeric Recipes in C++, W. H. Press et all, chapter 5, (especially 5.2 Evaluation
180 of continued fractions, p 175 - 179) for more information, also Lentz, W.J.
181 1976, Applied Optics, vol. 15, pp. 668-671.
182 </p>
183 <h5>
184 <a name="math_toolkit.internals.cf.h3"></a>
185 <span class="phrase"><a name="math_toolkit.internals.cf.examples"></a></span><a class="link" href="cf.html#math_toolkit.internals.cf.examples">Examples</a>
186 </h5>
187 <p>
188 The <a href="http://en.wikipedia.org/wiki/Golden_ratio" target="_top">golden ratio phi
189 = 1.618033989...</a> can be computed from the simplest continued fraction
190 of all:
191 </p>
192 <p>
193 <span class="inlinemediaobject"><img src="../../../equations/fraction3.svg"></span>
194 </p>
195 <p>
196 We begin by defining a generator function:
197 </p>
198 <pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">&gt;</span>
199 <span class="keyword">struct</span> <span class="identifier">golden_ratio_fraction</span>
200 <span class="special">{</span>
201 <span class="keyword">typedef</span> <span class="identifier">T</span> <span class="identifier">result_type</span><span class="special">;</span>
202
203 <span class="identifier">result_type</span> <span class="keyword">operator</span><span class="special">()</span>
204 <span class="special">{</span>
205 <span class="keyword">return</span> <span class="number">1</span><span class="special">;</span>
206 <span class="special">}</span>
207 <span class="special">};</span>
208 </pre>
209 <p>
210 The golden ratio can then be computed to double precision using:
211 </p>
212 <pre class="programlisting"><span class="identifier">continued_fraction_a</span><span class="special">(</span>
213 <span class="identifier">golden_ratio_fraction</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;(),</span>
214 <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;::</span><span class="identifier">epsilon</span><span class="special">());</span>
215 </pre>
216 <p>
217 It's more usual though to have to define both the <span class="emphasis"><em>a</em></span>'s
218 and the <span class="emphasis"><em>b</em></span>'s when evaluating special functions by continued
219 fractions, for example the tan function is defined by:
220 </p>
221 <p>
222 <span class="inlinemediaobject"><img src="../../../equations/fraction4.svg"></span>
223 </p>
224 <p>
225 So its generator object would look like:
226 </p>
227 <pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">&gt;</span>
228 <span class="keyword">struct</span> <span class="identifier">tan_fraction</span>
229 <span class="special">{</span>
230 <span class="keyword">private</span><span class="special">:</span>
231 <span class="identifier">T</span> <span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">;</span>
232 <span class="keyword">public</span><span class="special">:</span>
233 <span class="identifier">tan_fraction</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">v</span><span class="special">)</span>
234 <span class="special">:</span> <span class="identifier">a</span><span class="special">(-</span><span class="identifier">v</span><span class="special">*</span><span class="identifier">v</span><span class="special">),</span> <span class="identifier">b</span><span class="special">(-</span><span class="number">1</span><span class="special">)</span>
235 <span class="special">{}</span>
236
237 <span class="keyword">typedef</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">,</span><span class="identifier">T</span><span class="special">&gt;</span> <span class="identifier">result_type</span><span class="special">;</span>
238
239 <span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">,</span><span class="identifier">T</span><span class="special">&gt;</span> <span class="keyword">operator</span><span class="special">()()</span>
240 <span class="special">{</span>
241 <span class="identifier">b</span> <span class="special">+=</span> <span class="number">2</span><span class="special">;</span>
242 <span class="keyword">return</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">make_pair</span><span class="special">(</span><span class="identifier">a</span><span class="special">,</span> <span class="identifier">b</span><span class="special">);</span>
243 <span class="special">}</span>
244 <span class="special">};</span>
245 </pre>
246 <p>
247 Notice that if the continuant is subtracted from the <span class="emphasis"><em>b</em></span>
248 terms, as is the case here, then all the <span class="emphasis"><em>a</em></span> terms returned
249 by the generator will be negative. The tangent function can now be evaluated
250 using:
251 </p>
252 <pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">&gt;</span>
253 <span class="identifier">T</span> <span class="identifier">tan</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">a</span><span class="special">)</span>
254 <span class="special">{</span>
255 <span class="identifier">tan_fraction</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">&gt;</span> <span class="identifier">fract</span><span class="special">(</span><span class="identifier">a</span><span class="special">);</span>
256 <span class="keyword">return</span> <span class="identifier">a</span> <span class="special">/</span> <span class="identifier">continued_fraction_b</span><span class="special">(</span><span class="identifier">fract</span><span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">&gt;::</span><span class="identifier">epsilon</span><span class="special">());</span>
257 <span class="special">}</span>
258 </pre>
259 <p>
260 Notice that this time we're using the "_b" suffixed version to
261 evaluate the fraction: we're removing the leading <span class="emphasis"><em>a</em></span>
262 term during fraction evaluation as it's different from all the others.
263 </p>
264 </div>
265 <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
266 <td align="left"></td>
267 <td align="right"><div class="copyright-footer">Copyright &#169; 2006-2010, 2012-2014 Nikhar Agrawal,
268 Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert
269 Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Johan R&#229;de, Gautam Sewani,
270 Benjamin Sobotta, Thijs van den Berg, Daryle Walker and Xiaogang Zhang<p>
271 Distributed under the Boost Software License, Version 1.0. (See accompanying
272 file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
273 </p>
274 </div></td>
275 </tr></table>
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