generalized Gauss-Laguerre integration More...
#include <ql/math/integrals/gaussianquadratures.hpp>
Inheritance diagram for GaussLaguerreIntegration:
Collaboration diagram for GaussLaguerreIntegration:
Public Member Functions | |
| GaussLaguerreIntegration (Size n, Real s=0.0) | |
| 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
generalized Gauss-Laguerre integration
This class performs a 1-dimensional Gauss-Laguerre integration.
\[ \int_{0}^{\inf} f(x) \mathrm{d}x \]
The weighting function is
\[ w(x;s)=x^s \exp{-x} \]
and
\[ s > -1 \]
Definition at line 91 of file gaussianquadratures.hpp.
Constructor & Destructor Documentation
◆ GaussLaguerreIntegration()
|
explicit |
Definition at line 93 of file gaussianquadratures.hpp.