TabulatedGaussLegendre Class Reference

tabulated Gauss-Legendre quadratures More...

#include <ql/math/integrals/gaussianquadratures.hpp>

Collaboration diagram for TabulatedGaussLegendre:

Public Member Functions
	TabulatedGaussLegendre (Size n=20)
template<class F >
Real	operator() (const F &f) const
void	order (Size)
Size	order () const

Private Attributes
Size	order_
const Real *	w_
const Real *	x_
Size	n_

Static Private Attributes
static const Real	w6 [3]
static const Real	x6 [3]
static const Size	n6 = 3
static const Real	w7 [4]
static const Real	x7 [4]
static const Size	n7 = 4
static const Real	w12 [6]
static const Real	x12 [6]
static const Size	n12 = 6
static const Real	w20 [10]
static const Real	x20 [10]
static const Size	n20 = 10

Detailed Description

tabulated Gauss-Legendre quadratures

Definition at line 239 of file gaussianquadratures.hpp.

Constructor & Destructor Documentation

TabulatedGaussLegendre()

TabulatedGaussLegendre ( Size  n = 20 )

explicit

Definition at line 241 of file gaussianquadratures.hpp.

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Member Function Documentation

operator()()

Real operator()

(

const F &

f

)

const

Definition at line 243 of file gaussianquadratures.hpp.

order() [1/2]

void order

(

Size

order

)

Definition at line 86 of file gaussianquadratures.cpp.

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order() [2/2]

Size order

(

)

const

Definition at line 268 of file gaussianquadratures.hpp.

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Member Data Documentation

order_

Size order_

private

Definition at line 271 of file gaussianquadratures.hpp.

w_

const Real* w_

private

Definition at line 273 of file gaussianquadratures.hpp.

x_

const Real* x_

private

Definition at line 274 of file gaussianquadratures.hpp.

n_

Size n_

private

Definition at line 275 of file gaussianquadratures.hpp.

w6

const Real w6

staticprivate

Initial value:

= { 0.467913934572691,
                                                 0.360761573048139,
                                                 0.171324492379170 }

Definition at line 277 of file gaussianquadratures.hpp.

x6

const Real x6

staticprivate

Initial value:

= { 0.238619186083197,
                                                 0.661209386466265,
                                                 0.932469514203152 }

Definition at line 278 of file gaussianquadratures.hpp.

n6

const Size n6 = 3

staticprivate

Definition at line 279 of file gaussianquadratures.hpp.

w7

const Real w7

staticprivate

Initial value:

= { 0.417959183673469,
                                                 0.381830050505119,
                                                 0.279705391489277,
                                                 0.129484966168870 }

Definition at line 281 of file gaussianquadratures.hpp.

x7

const Real x7

staticprivate

Initial value:

= { 0.000000000000000,
                                                 0.405845151377397,
                                                 0.741531185599394,
                                                 0.949107912342759 }

Definition at line 282 of file gaussianquadratures.hpp.

n7

const Size n7 = 4

staticprivate

Definition at line 283 of file gaussianquadratures.hpp.

w12

const Real w12

staticprivate

Initial value:

= { 0.249147045813403,
                                                  0.233492536538355,
                                                  0.203167426723066,
                                                  0.160078328543346,
                                                  0.106939325995318,
                                                  0.047175336386512 }

Definition at line 285 of file gaussianquadratures.hpp.

x12

const Real x12

staticprivate

Initial value:

= { 0.125233408511469,
                                                  0.367831498998180,
                                                  0.587317954286617,
                                                  0.769902674194305,
                                                  0.904117256370475,
                                                  0.981560634246719 }

Definition at line 286 of file gaussianquadratures.hpp.

n12

const Size n12 = 6

staticprivate

Definition at line 287 of file gaussianquadratures.hpp.

w20

const Real w20

staticprivate

Initial value:

= { 0.152753387130726,
                                                   0.149172986472604,
                                                   0.142096109318382,
                                                   0.131688638449177,
                                                   0.118194531961518,
                                                   0.101930119817240,
                                                   0.083276741576704,
                                                   0.062672048334109,
                                                   0.040601429800387,
                                                   0.017614007139152 }

Definition at line 289 of file gaussianquadratures.hpp.

x20

const Real x20

staticprivate

Initial value:

= { 0.076526521133497,
                                                   0.227785851141645,
                                                   0.373706088715420,
                                                   0.510867001950827,
                                                   0.636053680726515,
                                                   0.746331906460151,
                                                   0.839116971822219,
                                                   0.912234428251326,
                                                   0.963971927277914,
                                                   0.993128599185095 }

Definition at line 290 of file gaussianquadratures.hpp.

n20

const Size n20 = 10

staticprivate

Definition at line 291 of file gaussianquadratures.hpp.