GaussianQuadrature Class Reference

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_

Detailed Description

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,

Tests:

the correctness of the result is tested by checking it against known good values.