1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: GaussianQuadMultidimIntegrator Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td id="projectalign" style="padding-left: 0.5em;">
<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
$(function() {
initMenu('',true,false,'search.php','Search');
$(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_gaussian_quad_multidim_integrator.html">GaussianQuadMultidimIntegrator</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_gaussian_quad_multidim_integrator-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">GaussianQuadMultidimIntegrator Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<p>Integrates a vector or scalar function of vector domain.
<a href="class_quant_lib_1_1_gaussian_quad_multidim_integrator.html#details">More...</a></p>
<p><code>#include <ql/experimental/math/multidimquadrature.hpp></code></p>
<p>Inherited by IntegrationBase< GaussianQuadMultidimIntegrator >.</p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a88b8618f430df894af3b934d8bb4f3c6"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_quad_multidim_integrator.html#a88b8618f430df894af3b934d8bb4f3c6">GaussianQuadMultidimIntegrator</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> dimension, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> quadOrder, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> mu=0.)</td></tr>
<tr class="separator:a88b8618f430df894af3b934d8bb4f3c6"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a65b77e7c95dfd0a50188ba3336db37f1"><td class="memItemLeft" align="right" valign="top"><a id="a65b77e7c95dfd0a50188ba3336db37f1"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_quad_multidim_integrator.html#a65b77e7c95dfd0a50188ba3336db37f1">order</a> () const</td></tr>
<tr class="memdesc:a65b77e7c95dfd0a50188ba3336db37f1"><td class="mdescLeft"> </td><td class="mdescRight">Integration quadrature order. <br /></td></tr>
<tr class="separator:a65b77e7c95dfd0a50188ba3336db37f1"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0cd047f720c26b174bc7d51aed1c64a7"><td class="memTemplParams" colspan="2"><a id="a0cd047f720c26b174bc7d51aed1c64a7"></a>
template<class RetType_T > </td></tr>
<tr class="memitem:a0cd047f720c26b174bc7d51aed1c64a7"><td class="memTemplItemLeft" align="right" valign="top">RetType_T </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_quad_multidim_integrator.html#a0cd047f720c26b174bc7d51aed1c64a7">operator()</a> (const ext::function< RetType_T(const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &arg)> &f) const</td></tr>
<tr class="memdesc:a0cd047f720c26b174bc7d51aed1c64a7"><td class="mdescLeft"> </td><td class="mdescRight">Integrates function f over \( R^{dim} \). <br /></td></tr>
<tr class="separator:a0cd047f720c26b174bc7d51aed1c64a7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4c18c6d45987fa11c1d865337743d22e"><td class="memTemplParams" colspan="2"><a id="a4c18c6d45987fa11c1d865337743d22e"></a>
template<class RetType_T > </td></tr>
<tr class="memitem:a4c18c6d45987fa11c1d865337743d22e"><td class="memTemplItemLeft" align="right" valign="top">RetType_T </td><td class="memTemplItemRight" valign="bottom"><b>integrate</b> (const ext::function< RetType_T(const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &v1)> &f) const</td></tr>
<tr class="separator:a4c18c6d45987fa11c1d865337743d22e"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a95879bfac7a7748b21e2482d6baa83cb"><td class="memItemLeft" align="right" valign="top"><a id="a95879bfac7a7748b21e2482d6baa83cb"></a>
template<> </td></tr>
<tr class="memitem:a95879bfac7a7748b21e2482d6baa83cb"><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 ext::function< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>(const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &v1)> &f) const</td></tr>
<tr class="separator:a95879bfac7a7748b21e2482d6baa83cb"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aee71953eddeb784976ee38063eb62a7d"><td class="memItemLeft" align="right" valign="top"><a id="aee71953eddeb784976ee38063eb62a7d"></a>
template<> </td></tr>
<tr class="memitem:aee71953eddeb784976ee38063eb62a7d"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memTemplItemRight" valign="bottom"><b>integrate</b> (const ext::function< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>(const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &v1)> &f) const</td></tr>
<tr class="separator:aee71953eddeb784976ee38063eb62a7d"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Integrates a vector or scalar function of vector domain. </p>
<p>A template recursion along dimensions avoids calling depth test or virtual functions.</p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_multidim_integral_8cpp-example.html#_a1">MultidimIntegral.cpp</a>.</dd>
</dl>
</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
<a id="a88b8618f430df894af3b934d8bb4f3c6"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a88b8618f430df894af3b934d8bb4f3c6">◆ </a></span>GaussianQuadMultidimIntegrator()</h2>
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_gaussian_quad_multidim_integrator.html">GaussianQuadMultidimIntegrator</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>dimension</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>quadOrder</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>mu</em> = <code>0.</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<dl class="params"><dt>Parameters</dt><dd>
<table class="params">
<tr><td class="paramname">dimension</td><td>The number of dimensions of the argument of the function we want to integrate. </td></tr>
<tr><td class="paramname">quadOrder</td><td>Quadrature order. </td></tr>
<tr><td class="paramname">mu</td><td><a class="el" href="class_quant_lib_1_1_parameter.html" title="Base class for model arguments.">Parameter</a> in the Gauss Hermite weight (i.e. points load). </td></tr>
</table>
</dd>
</dl>
</div>
</div>
</div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>
|
