Integral of a 1-dimensional function using the Gauss quadratures method. More...
#include <ql/math/integrals/gaussianquadratures.hpp>
Inheritance diagram for GaussianQuadrature:Public Member Functions | |
| GaussianQuadrature (Size n, const GaussianOrthogonalPolynomial &p) | |
| template<class F > | |
| Real | operator() (const F &f) const |
| Size | order () const |
| const Array & | weights () |
| const Array & | x () |
Protected Attributes | |
| Array | x_ |
| Array | w_ |
Integral of a 1-dimensional function using the Gauss quadratures method.
References: Gauss quadratures and orthogonal polynomials
G.H. Gloub and J.H. Welsch: Calculation of Gauss quadrature rule. Math. Comput. 23 (1986), 221-230
"Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,