gaussianquadratures (3) - Linux Manuals

gaussianquadratures: Integral of a 1-dimensional function using the Gauss quadratures.

NAME

ql/math/integrals/gaussianquadratures.hpp - Integral of a 1-dimensional function using the Gauss quadratures.

SYNOPSIS

#include <ql/math/array.hpp>
#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>

Classes

class GaussianQuadrature
Integral of a 1-dimensional function using the Gauss quadratures method.
class GaussLaguerreIntegration
generalized Gauss-Laguerre integration
class GaussHermiteIntegration
generalized Gauss-Hermite integration
class GaussJacobiIntegration
Gauss-Jacobi integration.
class GaussHyperbolicIntegration
Gauss-Hyperbolic integration.
class GaussLegendreIntegration
Gauss-Legendre integration.
class GaussChebyshevIntegration
Gauss-Chebyshev integration.
class GaussChebyshev2thIntegration
Gauss-Chebyshev integration (second kind).
class GaussGegenbauerIntegration
Gauss-Gegenbauer integration.
class TabulatedGaussLegendre
tabulated Gauss-Legendre quadratures

Detailed Description

Integral of a 1-dimensional function using the Gauss quadratures.

Author

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