Gauss-Jacobi integration. More...
#include <ql/math/integrals/gaussianquadratures.hpp>
Inheritance diagram for GaussJacobiIntegration:
Collaboration diagram for GaussJacobiIntegration:
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_ |
Detailed Description
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.
Constructor & Destructor Documentation
◆ GaussJacobiIntegration()
| GaussJacobiIntegration | ( | Size | n, |
| Real | alpha, | ||
| Real | beta | ||
| ) |
Definition at line 126 of file gaussianquadratures.hpp.