Integral of a 1-dimensional function using the Gauss quadratures method. More...
#include <ql/math/integrals/gaussianquadratures.hpp>
 Inheritance diagram for GaussianQuadrature:
 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,