Integrates a vector or scalar function of vector domain. More...
#include <ql/experimental/math/multidimquadrature.hpp>
Inheritance diagram for GaussianQuadMultidimIntegrator:
Collaboration diagram for GaussianQuadMultidimIntegrator:
Classes | |
| class | VectorIntegrator |
Public Member Functions | |
| GaussianQuadMultidimIntegrator (Size dimension, Size quadOrder, Real mu=0.) | |
| Size | order () const |
| Integration quadrature order. More... | |
| template<class RetType_T > | |
| RetType_T | operator() (const ext::function< RetType_T(const std::vector< Real > &arg)> &f) const |
| Integrates function f over \( R^{dim} \). More... | |
| template<class RetType_T > | |
| RetType_T | integrate (const ext::function< RetType_T(const std::vector< Real > &v1)> &f) const |
| template<> | |
| Real | operator() (const ext::function< Real(const std::vector< Real > &v1)> &f) const |
| template<> | |
| Real | integrate (const ext::function< Real(const std::vector< Real > &v1)> &f) const |
Private Member Functions | |
| template<> | |
| Real | scalarIntegrator (const ext::function< Real(const std::vector< Real > &arg1)> &f, const Real mFctr) const |
| Terminal integrand; scalar function version. More... | |
| template<> | |
| std::vector< Real > | vectorIntegratorVR (const ext::function< std::vector< Real >(const std::vector< Real > &arg1)> &f, const Real mFctr) const |
| Terminal integrand; vector function version. More... | |
| template<> | |
| void | spawnFcts () const |
| Terminal level: More... | |
Static Private Attributes | |
| static const Size | maxDimensions_ = 15 |
Integration entry points generation | |
| GaussHermiteIntegration | integral_ |
| The actual integrators. More... | |
| VectorIntegrator | integralV_ |
| std::vector< ext::function< Real(ext::function< Real(const std::vector< Real > &varg2)> f1, const Real r3)> > | integrationEntries_ |
| Buffer to allow acces to integrations. We do not know at which. More... | |
| std::vector< ext::function< std::vector< Real >(const ext::function< std::vector< Real >(const std::vector< Real > &vvarg2)> &vf1, const Real vr3)> | integrationEntriesVR_ |
| Size | dimension_ |
| std::vector< Real > | varBuffer_ |
| template<Size levelSpawn> | |
| void | spawnFcts () const |
| Recursive template methods to statically generate (at this. More... | |
| template<int intgDepth> | |
| Real | scalarIntegrator (const ext::function< Real(const std::vector< Real > &arg1)> &f, const Real mFctr) const |
| template<int intgDepth> | |
| std::vector< Real > | vectorIntegratorVR (const ext::function< std::vector< Real >(const std::vector< Real > &arg1)> &f, const Real mFctr) const |
Detailed Description
Integrates a vector or scalar function of vector domain.
A template recursion along dimensions avoids calling depth test or virtual functions.
- Examples
- MultidimIntegral.cpp.
Definition at line 48 of file multidimquadrature.hpp.
Constructor & Destructor Documentation
◆ GaussianQuadMultidimIntegrator()
| GaussianQuadMultidimIntegrator | ( | Size | dimension, |
| Size | quadOrder, | ||
| Real | mu = 0. |
||
| ) |
- Parameters
-
dimension The number of dimensions of the argument of the function we want to integrate. quadOrder Quadrature order. mu Parameter in the Gauss Hermite weight (i.e. points load).
Definition at line 26 of file multidimquadrature.cpp.
Member Function Documentation
◆ order()
| Size order | ( | ) | const |
Integration quadrature order.
Definition at line 87 of file multidimquadrature.hpp.
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◆ operator()() [1/2]
| RetType_T operator() | ( | const ext::function< RetType_T(const std::vector< Real > &arg)> & | f | ) | const |
Integrates function f over \( R^{dim} \).
Definition at line 99 of file multidimquadrature.hpp.
◆ integrate() [1/2]
| RetType_T integrate | ( | const ext::function< RetType_T(const std::vector< Real > &v1)> & | f | ) | const |
◆ spawnFcts() [1/2]
|
private |
Recursive template methods to statically generate (at this.
Definition at line 129 of file multidimquadrature.hpp.
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◆ scalarIntegrator() [1/2]
|
private |
Definition at line 145 of file multidimquadrature.hpp.
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◆ vectorIntegratorVR() [1/2]
|
private |
Definition at line 154 of file multidimquadrature.hpp.
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◆ operator()() [2/2]
Definition at line 189 of file multidimquadrature.hpp.
◆ integrate() [2/2]
Definition at line 198 of file multidimquadrature.hpp.
◆ scalarIntegrator() [2/2]
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private |
Terminal integrand; scalar function version.
Definition at line 218 of file multidimquadrature.hpp.
◆ vectorIntegratorVR() [2/2]
|
private |
Terminal integrand; vector function version.
Definition at line 218 of file multidimquadrature.hpp.
◆ spawnFcts() [2/2]
|
private |
Terminal level:
Definition at line 239 of file multidimquadrature.hpp.
Member Data Documentation
◆ maxDimensions_
|
staticprivate |
Definition at line 122 of file multidimquadrature.hpp.
◆ integral_
|
private |
The actual integrators.
Definition at line 165 of file multidimquadrature.hpp.
◆ integralV_
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private |
Definition at line 166 of file multidimquadrature.hpp.
◆ integrationEntries_
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mutableprivate |
Buffer to allow acces to integrations. We do not know at which.
Definition at line 174 of file multidimquadrature.hpp.
◆ integrationEntriesVR_
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mutableprivate |
Definition at line 178 of file multidimquadrature.hpp.
◆ dimension_
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private |
Definition at line 180 of file multidimquadrature.hpp.
◆ varBuffer_
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mutableprivate |
Definition at line 182 of file multidimquadrature.hpp.