Gauss-Jacobi integration. More...
#include <ql/math/integrals/gaussianquadratures.hpp>
 Inheritance diagram for GaussJacobiIntegration:
 Inheritance diagram for GaussJacobiIntegration:| Public Member Functions | |
| GaussJacobiIntegration (Size n, Real alpha, Real beta) | |
|  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_ | 
Gauss-Jacobi integration.
This class performs a 1-dimensional Gauss-Jacobi integration.
\[ \int_{-1}^{1} f(x) \mathrm{d}x \]
The weighting function is
\[ w(x;\alpha,\beta)=(1-x)^\alpha (1+x)^\beta \]