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GaussianOrthogonalPolynomial Class Reference#include <ql/Math/gaussianorthogonalpolynomial.hpp>
Inheritance diagram for GaussianOrthogonalPolynomial: ![]() Detailed Descriptionorthogonal polynomial for Gaussian quadraturesReferences: 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, The polynomials are defined by the three-term recurrence relation
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