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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_richardson_extrapolation.html">RichardsonExtrapolation</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">RichardsonExtrapolation Class Reference</div> </div>
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<p>Richardson Extrapolation.
<a href="class_quant_lib_1_1_richardson_extrapolation.html#details">More...</a></p>
<p><code>#include <ql/math/richardsonextrapolation.hpp></code></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:ad36c2d344829b210923a623834c4cb91"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_richardson_extrapolation.html#ad36c2d344829b210923a623834c4cb91">RichardsonExtrapolation</a> (const ext::function< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>(<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)> &f, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> delta_h, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> n=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >())</td></tr>
<tr class="separator:ad36c2d344829b210923a623834c4cb91"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2c5b271e11691020b75a051a1da663c5"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_richardson_extrapolation.html#a2c5b271e11691020b75a051a1da663c5">operator()</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> t=2.0) const</td></tr>
<tr class="separator:a2c5b271e11691020b75a051a1da663c5"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a60dc615050677ff9e5d8e72cc7ac67e4"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_richardson_extrapolation.html#a60dc615050677ff9e5d8e72cc7ac67e4">operator()</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> t, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> s) const</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Richardson Extrapolation. </p>
<p>Richardson Extrapolation is a sequence acceleration technique for </p><p class="formulaDsp">
\[ f(\Delta h) = f_0 + \alpha\cdot (\Delta h)^n + O((\Delta h)^{n+1}) \]
</p>
<p>References: <a href="http://en.wikipedia.org/wiki/Richardson_extrapolation">http://en.wikipedia.org/wiki/Richardson_extrapolation</a> </p>
</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#ad36c2d344829b210923a623834c4cb91">◆ </a></span>RichardsonExtrapolation()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_richardson_extrapolation.html">RichardsonExtrapolation</a> </td>
<td>(</td>
<td class="paramtype">const ext::function< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>(<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)> & </td>
<td class="paramname"><em>f</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>delta_h</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>n</em> = <code><a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >()</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
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<p>Richardon Extrapolation </p><dl class="params"><dt>Parameters</dt><dd>
<table class="params">
<tr><td class="paramname">f</td><td>function to be extrapolated to delta_h -> 0 </td></tr>
<tr><td class="paramname">delta_h</td><td>step size </td></tr>
<tr><td class="paramname">n</td><td>if known, n is the order of convergence </td></tr>
</table>
</dd>
</dl>
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<h2 class="groupheader">Member Function Documentation</h2>
<a id="a2c5b271e11691020b75a051a1da663c5"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a2c5b271e11691020b75a051a1da663c5">◆ </a></span>operator()() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> operator() </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>t</em> = <code>2.0</code></td><td>)</td>
<td> const</td>
</tr>
</table>
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<p>Extrapolation for known order of convergence </p><dl class="params"><dt>Parameters</dt><dd>
<table class="params">
<tr><td class="paramname">t</td><td>scaling factor for the step size </td></tr>
</table>
</dd>
</dl>
</div>
</div>
<a id="a60dc615050677ff9e5d8e72cc7ac67e4"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a60dc615050677ff9e5d8e72cc7ac67e4">◆ </a></span>operator()() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> operator() </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>t</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>s</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td> const</td>
</tr>
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</div><div class="memdoc">
<p>Extrapolation for unknown order of convergence </p><dl class="params"><dt>Parameters</dt><dd>
<table class="params">
<tr><td class="paramname">t</td><td>first scaling factor for the step size </td></tr>
<tr><td class="paramname">s</td><td>second scaling factor for the step size </td></tr>
</table>
</dd>
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