Gauss-Chebyshev integration. More...
#include <ql/math/integrals/gaussianquadratures.hpp>
Inheritance diagram for GaussChebyshevIntegration:
Collaboration diagram for GaussChebyshevIntegration:
Public Member Functions | |
| GaussChebyshevIntegration (Size n) | |
| 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-Chebyshev integration.
This class performs a 1-dimensional Gauss-Chebyshev integration.
\[ \int_{-1}^{1} f(x) \mathrm{d}x \]
The weighting function is
\[ w(x)=(1-x^2)^{-1/2} \]
Definition at line 172 of file gaussianquadratures.hpp.
Constructor & Destructor Documentation
◆ GaussChebyshevIntegration()
|
explicit |
Definition at line 174 of file gaussianquadratures.hpp.