QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
GaussJacobiIntegration Class Reference

Gauss-Jacobi integration. More...

#include <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 Arrayweights ()
 
const Arrayx ()
 

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.