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<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_quadrature.html">GaussianQuadrature</a></li> </ul>
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<div class="title">GaussianQuadrature Class Reference</div> </div>
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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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Public Member Functions</h2></td></tr>
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 </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>
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template<class F > </td></tr>
<tr class="memitem:aab30aef20b1772f470be15b87aaf5e12"><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>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>order</b> () const</td></tr>
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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>
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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>
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<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>x_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>w_</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">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#_test000045">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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