History of continued fractionsThe story of continued fractions begins with the Euclidean algorithm[3], a procedure for finding the greatest common divisor of two natural numbers m and n. That algorithm introduced the idea of dividing to extract a new remainder – and then dividing by the new remainder again, and again, and again. Nearly two thousand years passed before Rafael Bombelli[4] devised a technique for approximating the roots of quadratic equations with continued fractions. Now the pace of development quickened. Just 24 years later Pietro Cataldi introduced the first formal notation[5] for the generalized continued fraction. Cataldi represented a continued fraction as
with the dots indicating where the next fraction goes, and each & representing a modern plus sign. Late in the seventeenth century John Wallis[6] introduced the term "continued fraction" into the mathematical literature. New techniques for mathematical analysis (Newton's and Leibniz's calculus) had recently exploded onto the scene, and a generation of Wallis' contemporaries put the new word to use right away. In 1748 Euler published a very important theorem showing that a particular kind of continued fraction is equivalent to a certain very general infinite series.[7] Euler's continued fraction theorem is still of central importance in modern attempts to whittle away at the convergence problem. Continued fractions can also be applied to problems in number theory, and are especially useful in the study of Diophantine equations. In the late eighteenth century Lagrange used continued fractions to construct the general solution of Pell's equation, thus answering a question that had fascinated mathematicians for more than a thousand years.[8] Amazingly, Lagrange's discovery implies that the canonical continued fraction expansion of the square root of every non-square integer is periodic and that, if the period is of length p > 1, it contains a palindromic string of length p - 1. In 1813 Gauss used a very clever trick with the complex-valued hypergeometric function to derive a versatile continued fraction expression that has since been named in his honor.[9] That formula can be used to express many elementary functions (and even some more advanced functions, like the Bessel functions) as rapidly convergent continued fractions valid almost everywhere in the complex plane. NotationThe long continued fraction expression displayed in the introduction is probably the most intuitive form for the reader. Unfortunately, it takes up a lot of space in a book (and it's not easy for the typesetter, either). So mathematicians have devised several alternative notations. One convenient way to express a generalized continued fraction looks like this: Pringsheim wrote a generalized continued fraction this way:
Karl Friedrich Gauss evoked the more familiar infinite product Π when he devised this notation: Here the K stands for Kettenbrüche, the German word for "continued fraction". This is probably the most compact and convenient way to express continued fractions; sadly, Gauss' notation is not well known to English speakers. Some elementary considerationsHere are some elementary results that are of fundamental importance in the further development of the analytic theory of continued fractions. Partial numerators and denominatorsIf one of the partial numerators an+1 is zero, the infinite continued fraction is really just a finite continued fraction with n fractional terms, and therefore a rational function of the first n ais and the first (n + 1) bis. Such an object is of little interest from the point of view adopted in mathematical analysis, so it is usually assumed that none of the ai = 0. There is no need to place this restriction on the partial denominators bi. The determinant formulaWhen the nth convergent of a continued fraction is expressed as a simple fraction xn = An/Bn we can use the determinant formula to relate the numerators and denominators of successive convergents xn and xn-1 to one another. Specifically, if neither Bn nor Bn-1 is zero we can express the difference between the n-1st and nth (n > 0) convergents like this: The equivalence transformationIf {ci} = {c1, c2, c3, ...} is any infinite sequence of non-zero complex numbers we can prove, by induction, that where equality is understood as equivalence, which is to say that the successive convergents of the continued fraction on the left are exactly the same as the convergents of the fraction on the right. The equivalence transformation is perfectly general, but two particular cases deserve special mention. First, if none of the ai are zero a sequence {ci} can be chosen to make each partial numerator a 1: where c1 = 1/a1, c2 = a1/a2, c3 = a2/(a1a3), and in general cn+1 = 1/(an+1cn). Second, if none of the partial denominators bi are zero we can use a similar procedure to choose another sequence {di} to make each partial denominator a 1: where d1 = 1/b1 and otherwise dn+1 = 1/(bnbn+1). These two special cases of the equivalence transformation are enormously useful when the general convergence problem is analyzed. Simple convergence conceptsIt has already been noted that the continued fraction converges if the sequence of convergents {xn} tends to a finite limit. The notion of absolute convergence plays a central role in the theory of infinite series. No corresponding notion exists in the analytic theory of continued fractions – in other words, mathematicians do not speak of an absolutely convergent continued fraction. Sometimes the notion of absolute convergence does enter the discussion, however, especially in the study of the convergence problem. For instance, a particular continued fraction diverges by oscillation if the series b1 + b2 + b3 + ... is absolutely convergent.[10] Sometimes the partial numerators and partial denominators of a continued fraction are expressed as functions of a complex variable z. For example, a relatively simple function[11] might be defined as For a continued fraction like this one the notion of uniform convergence arises quite naturally. A continued fraction of one or more complex variables is uniformly convergent in an open neighborhood Ω if the fraction's convergents converge uniformly at every point in Ω. Or, in gory detail: if, for every ε > 0 an integer M can be found such that the absolute value of the difference is less than ε for every point z in an open neighborhood Ω whenever n > M, the continued fraction defining f(z) is uniformly convergent on Ω. (Here fn(z) denotes the nth convergent of the continued fraction, evaluated at the point z inside Ω, and f(z) is the value of the infinite continued fraction at the point z.) Even and odd convergentsIt is sometimes necessary to separate a continued fraction into its even and odd parts. For example, if the continued fraction diverges by oscillation between two distinct limit points p and q, then the sequence {x0, x2, x4, ...} must converge to one of these, and {x1, x3, x5, ...} must converge to the other. In such a situation it may be convenient to express the original continued fraction as two different continued fractions, one of them converging to p, and the other converging to q. The formulas for the even and odd parts of a continued fraction can be written most compactly if the fraction has already been transformed so that all its partial denominators are unity. Specifically, if is a continued fraction, then the even part xeven and the odd part xodd are given by and respectively. More precisely, if the successive convergents of the continued fraction x are {x1, x2, x3, ,,,}, then the successive convergents of xeven as written above are {x2, x4, x6, ,,,}, and the successive convergents of xodd are {x1, x3, x5, ,,,}.[12] Linear fractional transformationsA linear fractional transformation (LFT) is a complex function of the form where z is a complex variable, and a, b, c, d are arbitrary complex constants. An additional restriction – that ad ≠ bc – is customarily imposed, to rule out the cases in which w = f(z) is a constant. The linear fractional transformation, also known as a Möbius transformation, has many fascinating properties. Four of these are of primary importance in developing the analytic theory of continued fractions.
The continued fraction as a composition of LFTsConsider a sequence of simple linear fractional transformations Here we use the Greek letter τ (tau) to represent each simple LFT, and we adopt the conventional circle notation for composition of functions. We also introduce a new symbol Τn to represent the composition of n+1 little τs – that is, and so forth. By direct substitution from the first set of expressions into the second we see that and, in general, where the last partial denominator in the finite continued fraction K is understood to be bn + z. And, since bn + 0 = bn, the image of the point z = 0 under the iterated LFT Τn is indeed the value of the finite continued fraction with n partial numerators: A geometric interpretationIntuition can never replace a mathematical proof. Still, intuition is a useful tool, often suggesting new lines of attack that may finally resolve a previously intractable problem. Defining a finite continued fraction as the image of a point under the iterated LFT Τn(z) leads to an intuitively appealing geometric interpretation of infinite continued fractions. Let's see how that works. The relationship is probably best understood by rewriting the LFTs Τn(z) and Τn+1(z) in terms of the fundamental recurrence formulas: In the first of these equations the ratio tends toward An/Bn as z tends toward zero. In the second, the ratio tends toward An/Bn as z tends to infinity. This leads us to our first geometric interpretation. If the continued fraction converges, the successive convergents An/Bn are eventually arbitrarily close together. Since the linear fractional transformation Τn(z) is a continuous mapping, there must be a neighborhood of z = 0 that is mapped into an arbitrarily small neighborhood of Τn(0) = An/Bn. Similarly, there must be a neighborhood of the point at infinity which is mapped into an arbitrarily small neighborhood of Τn(∞) = An-1/Bn-1. So if the continued fraction converges the transformation Τn(z) maps both very small z and very large z into an arbitrarily small neighborhood of x, the value of the continued fraction, as n gets larger and larger. What about intermediate values of z? Well, since the successive convergents are getting closer together we must have where k is a constant, introduced for convenience. But then, by substituting in the expression for Τn(z) we obtain so that even the intermediate values of z (except when z ≈ −k−1) are mapped into an arbitrarily small neighborhood of x, the value of the continued fraction, as n gets larger and larger. Intuitively, it is almost as if the convergent continued fraction maps the entire extended complex plane into a single point.[13] Notice that the sequence {Τn} lies within the automorphism group of the extended complex plane, since each Τn is a linear fractional transformation for which ab ≠ cd. And every member of that automorphism group maps the extended complex plane into itself – not one of the Τns can possibly map the plane into a single point. Yet in the limit the sequence {Τn} defines an infinite continued fraction which (if it converges) represents a single point in the complex plane. How is this possible? Think of it this way. When an infinite continued fraction converges, the corresponding sequence {Τn} of LFTs "focuses" the plane in the direction of x, the value of the continued fraction. At each stage of the process a larger and larger region of the plane is mapped into a neighborhood of x, and the smaller and smaller region of the plane that's left over is stretched out ever more thinly to cover everything outside that neighborhood.[14] What about divergent continued fractions? Can those also be interpreted geometrically? In a word, yes. We distinguish three cases.
Interesting examples of cases 1 and 3 can be constructed by studying the simple continued fraction where z is any real number such that z < −¼.[16] Continued fractions and seriesEuler proved the following identity:[7] From this many other results can be derived, such as and Euler's formula connecting continued fractions and series is the motivation for the fundamental inequalities, and also the basis of elementary approaches to the convergence problem. ExamplesHere are two continued fractions that can be built via Euler's identity. More advanced techniques are necessary to construct the following examples. Setting m = x and n = 2 yields Higher dimensionsAnother meaning for generalised continued fraction is a generalisation to higher dimensions. For example, there is a close relationship between the simple continued fraction in canonical form for the irrational real number α, and the way lattice points in two dimensions lie to either side of the line y = αx. Generalising this idea, one might ask about something related to lattice points in three or more dimensions. One reason to study this area is to quantify the mathematical coincidence idea; for example, for monomials in several real numbers, take the logarithmic form and consider how small it can be. There have been numerous attempts to construct a generalised theory. Two notable efforts are those of Georges Poitou and George Szekeres. See alsoExternal links
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