Lentz's algorithm: Difference between revisions

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== Applications ==
Lentz's algorithm was used widely in the late 1900s. It was suggested that it doesn't have any rigorous analysis of error propagation. However, a few empirical tests suggest that it's almost as good as the other methods. As an example, it was applied to evaluate exponential integral functions. This application was then called modified Lentz algorithm<ref>{{Cite journal|last=Press|first=William H.|last2=Teukolsky|first2=Saul A.|date=1988|title=Evaluating Continued Fractions and Computing Exponential Integrals|url=http://dx.doi.org/10.1063/1.4822777|journal=Computers in Physics|volume=2|issue=5|pages=88|doi=10.1063/1.4822777|issn=0894-1866|doi-access=free}}</ref>. It's also stated that the Lentz algorithm is not applicable for every calculation, and convergence can be quite rapid for some continued fractions and vice versa for others<ref>{{Cite journal|last=Wand|first=Matt P.|last2=Ormerod|first2=John T.|date=2012-09-18|title=Continued fraction enhancement of Bayesian computing|url=http://dx.doi.org/10.1002/sta4.4|journal=Stat|volume=1|issue=1|pages=31–41|doi=10.1002/sta4.4|issn=2049-1573}}</ref>
 
==References==