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§1.12 Continued Fractions

Contents
  1. §1.12(i) Notation
  2. §1.12(ii) Convergents
  3. §1.12(iii) Existence of Convergents
  4. §1.12(iv) Contraction and Extension
  5. §1.12(v) Convergence
  6. §1.12(vi) Applications

§1.12(i) Notation

The notation used throughout the DLMF for the continued fraction

1.12.1 \cfracstyle{d}b_{0}+\cfrac{a_{1}}{b_{1}+\cfrac{a_{2}}{b_{2}+\raisebox{-6.0pt}{%
$\ddots$}}}

is

1.12.2 b_{0}+\cfrac{a_{1}}{b_{1}+\cfrac{a_{2}}{b_{2}+}}\cdots.

§1.12(ii) Convergents

1.12.3 C=b_{0}+\cfrac{a_{1}}{b_{1}+\cfrac{a_{2}}{b_{2}+\cdots}},a_{n}\not=0,
1.12.4 C_{n}=b_{0}+\cfrac{a_{1}}{b_{1}+\cfrac{a_{2}}{b_{2}+\cdots\cfrac{a_{n}}{b_{n}}%
}}=\frac{A_{n}}{B_{n}}.

C_{n} is called the nth approximant or convergent to C. A_{n} and B_{n} are called the nth (canonical) numerator and denominator respectively.

Recurrence Relations

1.12.5
A_{k}=b_{k}A_{k-1}+a_{k}A_{k-2},
B_{k}=b_{k}B_{k-1}+a_{k}B_{k-2}, k=1,2,3,\dots,
1.12.6
A_{-1}=1,
A_{0}=b_{0},
B_{-1}=0,
B_{0}=1.

Determinant Formula

1.12.7 A_{n}B_{n-1}-B_{n}A_{n-1}=(-1)^{n-1}\prod^{n}_{k=1}a_{k},n=0,1,2,\dots.
1.12.8 C_{n}-C_{n-1}=\frac{(-1)^{n-1}\prod^{n}_{k=1}a_{k}}{B_{n-1}B_{n}},n=1,2,3,\dots,
1.12.9 C_{n}=b_{0}+\frac{a_{1}}{B_{0}B_{1}}-\dots+(-1)^{n-1}\frac{\prod^{n}_{k=1}a_{k%
}}{B_{n-1}B_{n}}.
1.12.10 a_{n}=\frac{A_{n-1}B_{n}-A_{n}B_{n-1}}{A_{n-1}B_{n-2}-A_{n-2}B_{n-1}},n=1,2,3,\dots,
1.12.11 a_{n}=\frac{B_{n}}{B_{n-2}}\frac{C_{n-1}-C_{n}}{C_{n-1}-C_{n-2}},n=2,3,4,\dots,
1.12.12 b_{n}=\frac{A_{n}B_{n-2}-A_{n-2}B_{n}}{A_{n-1}B_{n-2}-A_{n-2}B_{n-1}},n=1,2,3,\dots,
1.12.13 b_{n}=\frac{B_{n}}{B_{n-1}}\frac{C_{n}-C_{n-2}}{C_{n-1}-C_{n-2}},n=2,3,4,\dots,
1.12.14
b_{0}=A_{0}=C_{0},
b_{1}=B_{1},
a_{1}=A_{1}-A_{0}B_{1}.

Equivalence

Two continued fractions are equivalent if they have the same convergents.

b_{0}+\displaystyle{\cfrac{a_{1}}{b_{1}+\cfrac{a_{2}}{b_{2}+\cdots}}} is equivalent to b^{\prime}_{0}+\displaystyle{\cfrac{a^{\prime}_{1}}{b^{\prime}_{1}+\cfrac{a^{%
\prime}_{2}}{b^{\prime}_{2}+\cdots}}} if there is a sequence \{d_{n}\}^{\infty}_{n=0}, d_{0}=1,
d_{n}\neq 0, such that

1.12.15 a^{\prime}_{n}=d_{n}d_{n-1}a_{n},n=1,2,3,\dots,

and

1.12.16 b^{\prime}_{n}=d_{n}b_{n},n=0,1,2,\dots.

Formally,

1.12.17 b_{0}+\cfrac{a_{1}}{b_{1}+\cfrac{a_{2}}{b_{2}+\cfrac{a_{3}}{b_{3}+\cdots}}}={b%
_{0}+\cfrac{a_{1}/b_{1}}{1+\cfrac{a_{2}/(b_{1}b_{2})}{1+\cfrac{a_{3}/(b_{2}b_{%
3})}{1+\cdots\cfrac{a_{n}/(b_{n-1}b_{n})}{1+\cdots}}}}}={b_{0}+\cfrac{1}{(%
\ifrac{1}{a_{1}})b_{1}+\cfrac{1}{(\ifrac{a_{1}}{a_{2}})b_{2}+\cfrac{1}{(\ifrac%
{a_{2}}{(a_{1}a_{3})})b_{3}+\cfrac{1}{(\ifrac{a_{1}a_{3}}{(a_{2}a_{4})})b_{4}+%
\cdots}}}}}.

Series

1.12.18 p_{0}+\sum^{n}_{k=1}p_{1}p_{2}\cdots p_{k}=p_{0}+\cfrac{p_{1}}{1-\cfrac{p_{2}}%
{1+p_{2}-\cfrac{p_{3}}{1+p_{3}-\cdots\cfrac{p_{n}}{1+p_{n}}}}},n=0,1,2,\dots,

when p_{k}\not=0, k=1,2,3,\dots.

1.12.19 \sum^{n}_{k=0}c_{k}x^{k}=c_{0}+\cfrac{c_{1}x}{1-\cfrac{(\ifrac{c_{2}}{c_{1}})x%
}{1+(\ifrac{c_{2}}{c_{1}})x-\cfrac{(\ifrac{c_{3}}{c_{2}})x}{1+(\ifrac{c_{3}}{c%
_{2}})x-\cdots\cfrac{(\ifrac{c_{n}}{c_{n-1}})x}{1+(\ifrac{c_{n}}{c_{n-1}})x}}}},n=0,1,2,\dots,

when c_{k}\not=0, k=1,2,3,\dots.

Fractional Transformations

Define

1.12.20 C_{n}(w)=b_{0}+\cfrac{a_{1}}{b_{1}+\cfrac{a_{2}}{b_{2}+\cdots\frac{a_{n}}{b_{n%
}+w}}}.

Then

1.12.21
C_{n}(w)=\frac{A_{n}+A_{n-1}w}{B_{n}+B_{n-1}w},
C_{n}(0)=C_{n},
C_{n}(\infty)=C_{n-1}=\frac{A_{n-1}}{B_{n-1}}.

§1.12(iii) Existence of Convergents

A sequence \{C_{n}\} in the extended complex plane, \mathbb{C}\cup\{\infty\}, can be a sequence of convergents of the continued fraction (1.12.3) iff

1.12.22
C_{0}\not=\infty,
C_{n}\not=C_{n-1},n=1,2,3,\dots.

§1.12(iv) Contraction and Extension

A contraction of a continued fraction C is a continued fraction C^{\prime} whose convergents \{C^{\prime}_{n}\} form a subsequence of the convergents \{C_{n}\} of C. Conversely, C is called an extension of C^{\prime}. If C^{\prime}_{n}=C_{2n}, n=0,1,2,\dots, then C^{\prime} is called the even part of C. The even part of C exists iff b_{2k}\not=0, k=1,2,\dots, and up to equivalence is given by

1.12.23 b_{0}+\cfrac{a_{1}b_{2}}{a_{2}+b_{1}b_{2}-\cfrac{a_{2}a_{3}b_{4}}{a_{3}b_{4}+b%
_{2}(a_{4}+b_{3}b_{4})-\cfrac{a_{4}a_{5}b_{2}b_{6}}{a_{5}b_{6}+b_{4}(a_{6}+b_{%
5}b_{6})-\cfrac{a_{6}a_{7}b_{4}b_{8}}{a_{7}b_{8}+b_{6}(a_{8}+b_{7}b_{8})-%
\cdots}}}}.

If C^{\prime}_{n}=C_{2n+1}, n=0,1,2,\dots, then C^{\prime} is called the odd part of C. The odd part of C exists iff b_{2k+1}\not=0, k=0,1,2,\dots, and up to equivalence is given by

1.12.24 \frac{a_{1}+b_{0}b_{1}}{b_{1}}-\cfrac{a_{1}a_{2}b_{3}/b_{1}}{a_{2}b_{3}+b_{1}(%
a_{3}+b_{2}b_{3})-\cfrac{a_{3}a_{4}b_{1}b_{5}}{a_{4}b_{5}+b_{3}(a_{5}+b_{4}b_{%
5})-\cfrac{a_{5}a_{6}b_{3}b_{7}}{a_{6}b_{7}+b_{5}(a_{7}+b_{6}b_{7})-\cdots}}}.

§1.12(v) Convergence

A continued fraction converges if the convergents C_{n} tend to a finite limit as n\to\infty.

Pringsheim’s Theorem

The continued fraction \displaystyle{\cfrac{a_{1}}{b_{1}+\cfrac{a_{2}}{b_{2}+\cdots}}} converges when

1.12.25 \left|b_{n}\right|\geq\left|a_{n}\right|+1,n=1,2,3,\dots.

With these conditions the convergents C_{n} satisfy \left|C_{n}\right|<1 and C_{n}\to C with \left|C\right|\leq 1.

Van Vleck’s Theorem

Let the elements of the continued fraction \displaystyle{\cfrac{1}{b_{1}+\cfrac{1}{b_{2}+\cdots}}} satisfy

where \delta is an arbitrary small positive constant. Then the convergents C_{n} satisfy

and the even and odd parts of the continued fraction converge to finite values. The continued fraction converges iff, in addition,

1.12.28 \sum^{\infty}_{n=1}\left|b_{n}\right|=\infty.

In this case \left|\operatorname{ph}C\right|\leq\tfrac{1}{2}\pi.

§1.12(vi) Applications

For analytical and numerical applications of continued fractions to special functions see §3.10.