GaussianOrthogonalPolynomial Class Reference
#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>
Inheritance diagram for GaussianOrthogonalPolynomial:

Detailed Description
orthogonal 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
and