src/main/cpp/numerics4cpp/continuedfraction/continuedfraction.h

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#ifndef _NUMERICS4CPP_CONTINUEDFRACTION_CONTINUEDFRACTION_H_
#define _NUMERICS4CPP_CONTINUEDFRACTION_CONTINUEDFRACTION_H_

#include "../iterativemethod.h"
#include "../exception/exception.h"

NUM_NAMESPACE_BEGIN

template<class A, class B>
class continued_fraction : public iterative_method {
        
public:
        continued_fraction(A& coefA, B& coefB, unsigned int iterations = 100, double relative_error = 1.0e-15) : iterative_method(iterations, relative_error), _a(coefA), _b(coefB) {
        }
        
    ~continued_fraction() {
    }

        double evaluate(double x) {
        double f = zero_to_tiny(_a(0, x));
        double c = f;
                double delta;
        double d = 0.0;
        unsigned int n = 0;
                
                do {
            ++n;
            double a = _a(n, x);
            double b = _b(n, x);
            d = zero_to_tiny(a + b * d);
            c = zero_to_tiny(a + b / c);
            d = 1.0 / d;
            delta = c * d;
            f = f * delta;
        } while (n < maximum_iterations() &&
            std::fabs(delta - 1.0) >= maximum_relative_error());

        if (n >= maximum_iterations()) {
            throw convergence_exception("Continued fraction failed to converge.");
        }

        return f;
        }

private:
    double zero_to_tiny(double x) {
        return (x == 0.0 ? 1.0e-100 : x);
    }

private:
        A& _a;
        
        B& _b;
};

typedef double continued_fraction_coefficient(unsigned int, double);

NUM_NAMESPACE_END

#endif

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