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<p>Integral of a 1-dimensional function using the Gauss quadratures method.
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<p><code>#include <ql/math/integrals/gaussianquadratures.hpp></code></p>
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Inheritance diagram for GaussianQuadrature:</div>
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<area shape="rect" id="node3" href="class_quant_lib_1_1_gauss_chebyshev2nd_integration.html" title="Gauss-Chebyshev integration (second kind)" alt="" coords="196,5,401,35"/><area shape="rect" id="node5" href="class_quant_lib_1_1_gauss_chebyshev_integration.html" title="Gauss-Chebyshev integration." alt="" coords="205,58,392,89"/><area shape="rect" id="node7" href="class_quant_lib_1_1_gauss_gegenbauer_integration.html" title="Gauss-Gegenbauer integration." alt="" coords="204,111,393,142"/><area shape="rect" id="node9" href="class_quant_lib_1_1_gauss_hermite_integration.html" title="generalized Gauss-Hermite integration" alt="" coords="216,165,381,195"/><area shape="rect" id="node11" href="class_quant_lib_1_1_gauss_hyperbolic_integration.html" title="Gauss-Hyperbolic integration." alt="" coords="208,218,389,249"/><area shape="rect" id="node13" href="class_quant_lib_1_1_gauss_jacobi_integration.html" title="Gauss-Jacobi integration." alt="" coords="220,271,377,302"/><area shape="rect" id="node15" href="class_quant_lib_1_1_gauss_laguerre_integration.html" title="generalized Gauss-Laguerre integration" alt="" coords="213,325,384,355"/><area shape="rect" id="node17" href="class_quant_lib_1_1_gauss_legendre_integration.html" title="Gauss-Legendre integration." alt="" coords="212,378,385,409"/></map>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a09a125b1d628dba5c56286a69c43b6fd"></a><!-- doxytag: member="QuantLib::GaussianQuadrature::GaussianQuadrature" ref="a09a125b1d628dba5c56286a69c43b6fd" args="(Size n, const GaussianOrthogonalPolynomial &p)" -->
 </td><td class="memItemRight" valign="bottom"><b>GaussianQuadrature</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> n, const <a class="el" href="class_quant_lib_1_1_gaussian_orthogonal_polynomial.html">GaussianOrthogonalPolynomial</a> &p)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="afd92625955969b8a4a77603f3ad45c6a"></a><!-- doxytag: member="QuantLib::GaussianQuadrature::operator()" ref="afd92625955969b8a4a77603f3ad45c6a" args="(const F &f) const " -->
template<class F > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memTemplItemRight" valign="bottom"><b>operator()</b> (const F &f) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5d16723c3caf3e13e78d037a9505b79b"></a><!-- doxytag: member="QuantLib::GaussianQuadrature::order" ref="a5d16723c3caf3e13e78d037a9505b79b" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>order</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a06b451105824df2649badde39fc7e7fc"></a><!-- doxytag: member="QuantLib::GaussianQuadrature::weights" ref="a06b451105824df2649badde39fc7e7fc" args="()" -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>weights</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7300ae12f41806f24442c35070669f10"></a><!-- doxytag: member="QuantLib::GaussianQuadrature::x" ref="a7300ae12f41806f24442c35070669f10" args="()" -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>x</b> ()</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Integral of a 1-dimensional function using the Gauss quadratures method. </p>
<p>References: Gauss quadratures and orthogonal polynomials</p>
<p>G.H. Gloub and J.H. Welsch: Calculation of Gauss quadrature rule. Math. Comput. 23 (1986), 221-230</p>
<p>"Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,</p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000037">Tests:</a></b></dt><dd>the correctness of the result is tested by checking it against known good values. </dd></dl>
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