QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Gauss-Jacobi integration. More...
#include <gaussianquadratures.hpp>
Public Member Functions | |
GaussJacobiIntegration (Size n, Real alpha, Real beta) | |
Public Member Functions inherited from GaussianQuadrature | |
GaussianQuadrature (Size n, const GaussianOrthogonalPolynomial &p) | |
template<class F > | |
Real | operator() (const F &f) const |
Size | order () const |
const Array & | weights () |
const Array & | x () |
Additional Inherited Members | |
Protected Attributes inherited from GaussianQuadrature | |
Array | x_ |
Array | w_ |
Gauss-Jacobi integration.
This class performs a 1-dimensional Gauss-Jacobi integration.
\[ \int_{-1}^{1} f(x) \mathrm{d}x \]
The weighting function is
\[ w(x;\alpha,\beta)=(1-x)^\alpha (1+x)^\beta \]
Definition at line 124 of file gaussianquadratures.hpp.
GaussJacobiIntegration | ( | Size | n, |
Real | alpha, | ||
Real | beta | ||
) |
Definition at line 126 of file gaussianquadratures.hpp.