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

Detailed Description
Integral of a 1-dimensional function using the Gauss quadratures method.References: 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,
- Tests:
- the correctness of the result is tested by checking it against known good values.
Public Member Functions | |
GaussianQuadrature (Size n, const GaussianOrthogonalPolynomial &p) | |
template<class F> | |
Real | operator() (const F &f) const |
Size | order () const |