170 lines
5.4 KiB
C++
170 lines
5.4 KiB
C++
// (C) Copyright Nick Thompson 2020.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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#ifndef BOOST_MATH_TOOLS_SIMPLE_CONTINUED_FRACTION_HPP
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#define BOOST_MATH_TOOLS_SIMPLE_CONTINUED_FRACTION_HPP
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#include <array>
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#include <vector>
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#include <ostream>
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#include <iomanip>
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#include <cmath>
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#include <limits>
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#include <stdexcept>
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#include <sstream>
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#include <boost/math/tools/is_standalone.hpp>
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#ifndef BOOST_MATH_STANDALONE
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#include <boost/core/demangle.hpp>
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#endif
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namespace boost::math::tools {
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template<typename Real, typename Z = int64_t>
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class simple_continued_fraction {
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public:
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simple_continued_fraction(Real x) : x_{x} {
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using std::floor;
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using std::abs;
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using std::sqrt;
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using std::isfinite;
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if (!isfinite(x)) {
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throw std::domain_error("Cannot convert non-finites into continued fractions.");
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}
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b_.reserve(50);
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Real bj = floor(x);
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b_.push_back(static_cast<Z>(bj));
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if (bj == x) {
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b_.shrink_to_fit();
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return;
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}
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x = 1/(x-bj);
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Real f = bj;
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if (bj == 0) {
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f = 16*(std::numeric_limits<Real>::min)();
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}
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Real C = f;
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Real D = 0;
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int i = 0;
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// the "1 + i++" lets the error bound grow slowly with the number of convergents.
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// I have not worked out the error propagation of the Modified Lentz's method to see if it does indeed grow at this rate.
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// Numerical Recipes claims that no one has worked out the error analysis of the modified Lentz's method.
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while (abs(f - x_) >= (1 + i++)*std::numeric_limits<Real>::epsilon()*abs(x_))
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{
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bj = floor(x);
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b_.push_back(static_cast<Z>(bj));
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x = 1/(x-bj);
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D += bj;
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if (D == 0) {
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D = 16*(std::numeric_limits<Real>::min)();
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}
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C = bj + 1/C;
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if (C==0) {
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C = 16*(std::numeric_limits<Real>::min)();
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}
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D = 1/D;
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f *= (C*D);
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}
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// Deal with non-uniqueness of continued fractions: [a0; a1, ..., an, 1] = a0; a1, ..., an + 1].
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// The shorter representation is considered the canonical representation,
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// so if we compute a non-canonical representation, change it to canonical:
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if (b_.size() > 2 && b_.back() == 1) {
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b_[b_.size() - 2] += 1;
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b_.resize(b_.size() - 1);
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}
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b_.shrink_to_fit();
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for (size_t i = 1; i < b_.size(); ++i) {
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if (b_[i] <= 0) {
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std::ostringstream oss;
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oss << "Found a negative partial denominator: b[" << i << "] = " << b_[i] << "."
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#ifndef BOOST_MATH_STANDALONE
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<< " This means the integer type '" << boost::core::demangle(typeid(Z).name())
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#else
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<< " This means the integer type '" << typeid(Z).name()
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#endif
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<< "' has overflowed and you need to use a wider type,"
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<< " or there is a bug.";
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throw std::overflow_error(oss.str());
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}
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}
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}
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Real khinchin_geometric_mean() const {
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if (b_.size() == 1) {
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return std::numeric_limits<Real>::quiet_NaN();
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}
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using std::log;
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using std::exp;
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// Precompute the most probable logarithms. See the Gauss-Kuzmin distribution for details.
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// Example: b_i = 1 has probability -log_2(3/4) ~ .415:
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// A random partial denominator has ~80% chance of being in this table:
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const std::array<Real, 7> logs{std::numeric_limits<Real>::quiet_NaN(), Real(0), log(static_cast<Real>(2)), log(static_cast<Real>(3)), log(static_cast<Real>(4)), log(static_cast<Real>(5)), log(static_cast<Real>(6))};
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Real log_prod = 0;
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for (size_t i = 1; i < b_.size(); ++i) {
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if (b_[i] < static_cast<Z>(logs.size())) {
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log_prod += logs[b_[i]];
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}
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else
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{
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log_prod += log(static_cast<Real>(b_[i]));
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}
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}
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log_prod /= (b_.size()-1);
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return exp(log_prod);
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}
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Real khinchin_harmonic_mean() const {
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if (b_.size() == 1) {
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return std::numeric_limits<Real>::quiet_NaN();
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}
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Real n = b_.size() - 1;
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Real denom = 0;
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for (size_t i = 1; i < b_.size(); ++i) {
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denom += 1/static_cast<Real>(b_[i]);
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}
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return n/denom;
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}
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const std::vector<Z>& partial_denominators() const {
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return b_;
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}
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template<typename T, typename Z2>
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friend std::ostream& operator<<(std::ostream& out, simple_continued_fraction<T, Z2>& scf);
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private:
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const Real x_;
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std::vector<Z> b_;
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};
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template<typename Real, typename Z2>
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std::ostream& operator<<(std::ostream& out, simple_continued_fraction<Real, Z2>& scf) {
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constexpr const int p = std::numeric_limits<Real>::max_digits10;
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if constexpr (p == 2147483647) {
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out << std::setprecision(scf.x_.backend().precision());
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} else {
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out << std::setprecision(p);
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}
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out << "[" << scf.b_.front();
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if (scf.b_.size() > 1)
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{
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out << "; ";
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for (size_t i = 1; i < scf.b_.size() -1; ++i)
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{
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out << scf.b_[i] << ", ";
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}
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out << scf.b_.back();
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}
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out << "]";
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return out;
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}
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}
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#endif
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