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History of Continued Fractions and Padé Approximants PDF

555 Pages·1991·44.4 MB·English
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Springer Series in Com putational Mathematics 12 Editorial Board R. L. Graham, Murray Hill J. Stoer, WOrzburg R. Varga, Kent (Ohio) Claude Brezinski History of Continued Fractions and Pade Approximants Springer-Verlag Berlin Heidelberg GmbH Claude Brezinski Laboratoire d'Analyse Numerique et d'Optimisation UFR IEEA-M3, Universite des Sciences et Techniques de lilie Flandres-Artois F-59655 Villeneuve d'Ascq Cedex, France Mathematics Subject Classification (1980): 01 XX01, 1O XX03, 1O A32, 41 A03, 41 A21 ISBN 978-3-642-63488-8 Library 01 Congress Cataloging-in-Publication Data Brezinski, Claude, 1941- History 01 continued Iractions and Pade approximants / Claude Brezinski. p. cm. (Springer series in computational mathematics; 12) Includes bibliographical relerences. ISBN 978-3-642-63488-8 ISBN 978-3-642-58169-4 (eBook) DOI 10.1007/978-3-642-58169-4 1. Continued Iractions. 2. Pade approximant. I. Title. 11. Series QA295.B79 1991 515'.243-dc20 90-9746 CIP This work is subject to copyright. All rights are reserved, wh ether the whole or part 01 the material is concerned, specilically the rights of translation, reprinting, reuse of illustra tions, recitation, broadcasting, reproduction on microlilms or in otherways, and storage in data banks. Duplication 01 this publication or parts thereol is only permitted under the provisions 01 the German Copyright Law of September 9, 1965, in its current version, and a copyright lee must always be paid. Violations fall under the prosecution act of the German Copyright Law. © Springer-Verlag Berlin Heidelberg 1991 Originally published by Springer-Verlag Berlin Heidelberg New York in 1991 Softcover reprint ofthe hardcover 1st edition 1991 2141/3140-543210 a En hommage Monsieur Noel Gastinel, mon Maitre. a "Or pour contribuer la culture generale et tirer de l'enseignement des sciences tout ce qu'il peut donner pour la formation de l'esprit, rien ne saurait remplacer l'histoire des efforts passes, rendue vivante par Ie contact avec la vie des grands savants et la lente evolution des idees. Par ce moyen seulement on peut preparer ceux qui continueront 1'reuvre de la science, leur donner Ie sens de son perpetuel mouvement et de sa valeur humaine ... Rien ne vaut d'aller aux sources, de se mettre en contact aussi frequent et complet que possible avec ceux qui ont fait la science et qui en ont Ie mieux represente l'aspect vivant ... Les exemples precedents mont rent bien comment au point de vue de I' enseignement comme au point de vue de la recherche scien tifique, il est indispensable de ne pas oublier l'histoire des idees - et concurremment celle des hommes, puisque c'est par eux qu'on eclaire les idees. Rien de tel que de lire les reuvres des savants d'autrefois, rien de tel que de vivre avec ceux qui sont contemporains pour penetrer la pensee intime des uns et des autres." Paul Langevin "Avant tout, je pense que, si 1'on veut faire des progres en mathematiques, il faut etudier les maltres et non les eleves." Niels Henrik Abel "It is an extremely useful thing to have knowledge of the true origins of memorable discoveries, especially those that have been found not by accident but by dint of meditation. It is not so much that thereby history may attribute to each man his own discover ies and others should be encouraged to earn like commendation, as that the art of making discoveries should be extended by considering noteworthy examples of it." Gottfried Wilhelm Leibniz "Study the past if you would divine the future." Confucius "To understand science it is necessary to know its history." Auguste Comte Contents INTRODUCTION 1 CHAPTER 1 THE EARLY AGES 3 1.1 Euclid's algorithm 3 1.2 The square root . 9 1.3 Indeterminate equations 28 1.4 History of notations 44 CHAPTER 2 THE FIRST STEPS 51 2.1 Ascending continued fractions . 51 2.2 The birth of continued fractions 61 2.3 Miscellaneous contributions 70 2.4 Pell's equation . .. . . . . 72 CHAPTER 3 THE BEGINNING OF THE THEORY 77 3.1 Brouncker and Wallis 77 3.2 Huygens 86 3.3 Number theory 92 CHAPTER 4 GOLDEN AGE 97 4.1 Euler 97 4.2 Lambert 109 4.3 Lagrange 112 4.4 Miscellaneous contributions 125 4.5 The birth of Pade approximants 128 CHAPTER 5 MATURITY. 141 5.1 Arithmetical continued fractions 142 5.1.1 Algebraic properties . . . . . 142 5.1.2 Arithmetic 145 5.1.3 Applications 160 5.1.4 Number theory 171 5.1.5 Convergence 187 5.2 Algebraic continued fractions 190 5.2.1 Expansion methods and properties 190 5.2.2 Examples and applications 193 5.2.3 Orthogonal polynomials 213 5.2.4 Convergence and analytic theory 224 5.2.5 Pade approximants 236 5.3 Varia . . . .. 255 CHAPTER 6 THE MODERN TIMES 261 6.1 Number theory 261 6.2 Set and probability theories 272 6.3 Convergence and analytic theory 284 6.4 Pade approximants 292 6.5 Extensions and applications 301 APPENDIX . . . . . . . . . 313 DOCUMENTS . . . . . . . . 313 Document 1: L'algebre des geometres grecs 314 Document 2: Histoire de l'Academie Royale des Sciences 320 Document 3: EncycIopedie (Supplement) ...... 324 Document 4: Elementary Mathematics from an advanced standpoint . . . . . . . . . . . . . . . 326 Document 5: Sur quelques applications des fractions continues 329 Document 6: Rapport sur un Memoire de M. Stieltjes . 335 Document 7: Correspondance d'Hermite et de Stieltjes 337 Document 8: Notice sur les travaux et titres . . . . 338 Document 9: Note annexe sur les fractions continues 345 SCIENTIFIC BIBLIOGRAPHY . 347 WORKS . . . . . .. .. .. 463 HISTORICAL BIBLIOGRAPHY 469 NAME INDEX 493 SUBJECT INDEX . . . . . . . 547 INTRODUCTION The history of continued fractions is certainly one of the longest among those of mathematical concepts, since it begins with Euclid's algorithm for the great est common divisor at least three centuries B.C. As it is often the case and like Monsieur Jourdain in Moliere's "Ie bourgeois gentilhomme" (who was speak ing in prose though he did not know he was doing so), continued fractions were used for many centuries before their real discovery. The history of continued fractions and Pade approximants is also quite im portant, since they played a leading role in the development of some branches of mathematics. For example, they were the basis for the proof of the tran scendence of in 1882, an open problem for more than two thousand years, 11' and also for our modern spectral theory of operators. Actually they still are of great interest in many fields of pure and applied mathematics and in numerical analysis, where they provide computer approximations to special functions and are connected to some convergence acceleration methods. Con tinued fractions are also used in number theory, computer science, automata, electronics, etc ... These are the reasons, together with my own longstanding interest in the field, which induced me to try writing such a history. When I started this work, I soon realized that I was not a historian, that I knew nothing about the methods of history, and that it is in fact quite difficult to adequately approximate a historian. Thus, this book is more a collection of facts and references about continued fractions than their history in the modern sense of the word, that is a profound analysis of the ancient mathematical works on the subject. Moreover, historical research is very time consuming. One has to spend day after day in libraries, looking for old books and journals which are usually hidden in some cellar that almost nobody has visited for several years. One also has to jump from one library to another to find the relevant material. For all these reasons, and also because the history of continued fractions is a very wide subject spanning more than twenty centuries, this work is certainly far from complete and several important aspects of the subject are certainly missing. However, I hope that this history will be attractive to researchers working in the field, both from the cultural and also from the mathematical point of view. Moreover, I would like it to be the starting point of some serious historical work. 2 The book is mostly arranged chronologically although it was impossible to strictly follow the chronological order. Each chapter has been divided into sections dealing with a single subject. Thus, a reader interested in the development of anyone of them can jump from one chapter to the next. To help further studies, I have added as comprehensive as possible a bib liography and biographical index. The bibliography has been divided into mathematical references and sources of more historical nature (denoted by [H. D. Usually, the first time that a mathematician is quoted, his name is followed by the dates and places of his birth and death (whenever they were known to me). They are written as : day. month. year. This information has also been gathered in the biographical index. The other dates following an author's name in the text indicate a date of publication. Quotations of an author are printed in italics. The appendix entitled "Documents" contains interesting historical or mathematical citations that have not been directly included in the text for length reasons. This history ends with the first part of our century, that is in 1939. A synthetic view of the actual developments of the theory can be found in the introduction of H.S. Wall's book [H. 419] or in the more recent book of W.B. Jones and W.J. Thron [H. 207]. The reader has been assumed to be familiar at least with the elementary properties of continued fractions such as algebraic properties and some con vergence results. The knowledge of some applications, for example those to number theory, is also assumed. These properties and applications can be found in any textbook on the subject such as the two previously mentioned works. Some others are mentioned in the historical bibliography. Finally, I would like to acknowledge the help of many very kind colleagues who greatly helped me, either by their experience or by providing me with some references. They are too numerous to be thanked individually, but I certainly shall not forget their suggestions. I would also like to deeply thank the staffs of the numerous libraries from which I extracted the information contained here. I always found these librarians to be extremely helpful and talented. It is a great pleasure to thank very much Mrs. Fran~oise Tailly who typed the first version of this book from the manuscript and Mrs. Gail E. Bostic who produced the splendid final typing on a word processing machine. They both did a tremendous and difficult work. Dr. T.s. Norfolk had the redoutable privilege to correct my English. He did it with great skill and care. He must be credited for the legibility of the book. I would like to express my deepest gratitude to Professor Richard S. Varga. Without his interest and his tireless efforts this book would never have been published. It is my privilege to dedicate him the success of the book ... if any. Chapter 1 THE EARLY AGES As I mentioned in the introduction, algorithms equivalent to the modern use of continued fractions were in use for many centuries before their real discov ery. This chapter is devoted to these early attempts. The best known example is Euclid's algorithm for the greatest common divisor of two integers, which leads to a terminating continued fraction. The approximate simplification of fractions (as practiced by the Greeks), is also related to this algorithm. The fundamental question of the irrationality of the square root of two was an important question for many years. The approximate computation of square roots led to some numerical methods which can be viewed as the ancestors of continued fractions. Another important problem related to astronomy and architecture is that of the solution of diophantine equations. The so-called Pell's equation was also treated by the ancients (mostly by Indian mathemati cians), who can be credited with the early discovery of algorithms analogous to continued fractions. The chapter will end with a short account on the history of the notations for continued fractions. 1.1 EUCLID'S ALGORITHM One of the best known algorithms, which is taught even in secondary schools, is the algorithm for computing the greatest common divisor (g.c.d.) of two integers. This algorithm, attributed to the Greek mathematician EUCLID (c. 306 B.C. - c. 283 B.C.), leads to a terminating continued fraction [H. 363, Vol. 2]. (c. means circa = around). Let a and b be two positive integers and let a > b. We set ro = a rl = b and then we compute the sequence of integers (rk) by k = 0,1, ...

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The history of continued fractions is certainly one of the longest among those of mathematical concepts, since it begins with Euclid's algorithm for the great­ est common divisor at least three centuries B.C. As it is often the case and like Monsieur Jourdain in Moliere's "Ie bourgeois gentilhomme"
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