Uses of Class
org.drip.numerical.integration.AbscissaTransform
Package | Description |
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org.drip.numerical.integration |
R1 Rd Numerical Integration Schemes
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Uses of AbscissaTransform in org.drip.numerical.integration
Methods in org.drip.numerical.integration that return AbscissaTransform Modifier and Type Method Description AbscissaTransform
QuadratureEstimator. abscissaTransform()
Retrieve the Abscissa Transformstatic AbscissaTransform
AbscissaTransform. DisplaceAndScaleMinusOne_PlusOne(double left, double right)
Generate the Scaled and Displaced Abscissa Transform from (left, right) To (-1, +1)static AbscissaTransform
AbscissaTransform. DisplaceAndScaleZero_PlusOne(double left, double right)
Generate the Scaled and Displaced Abscissa Transform from (left, right) To (0, +1)static AbscissaTransform
AbscissaTransform. GaussHermite()
Generate the Gauss-Hermite Abscissa Transformstatic AbscissaTransform
AbscissaTransform. GaussLaguerreLeftDefinite(double left)
Generate the Gauss-Laguerre Abscissa Transform for Integrals in [a, +Infinity]static AbscissaTransform
AbscissaTransform. GaussLaguerreRightDefinite(double right)
Generate the Gauss-Laguerre Abscissa Transform for Integrals in [-Infinity, a]Methods in org.drip.numerical.integration with parameters of type AbscissaTransform Modifier and Type Method Description static QuadratureEstimator
GaussLegendreQuadratureGenerator. FivePoint(AbscissaTransform abscissaTransformer)
Generate the Five Point Gauss Legendre Quadrature over [-1, +1]static QuadratureEstimator
GaussLobattoQuadratureGenerator. FivePoint(AbscissaTransform abscissaTransformer)
Generate the Five Point Gauss Lobatto Quadrature over [-1, +1]static QuadratureEstimator
GaussLegendreQuadratureGenerator. FourPoint(AbscissaTransform abscissaTransformer)
Generate the Four Point Gauss Legendre Quadrature over [-1, +1]static QuadratureEstimator
GaussLobattoQuadratureGenerator. FourPoint(AbscissaTransform abscissaTransformer)
Generate the Four Point Gauss Lobatto Quadrature over [-1, +1]static QuadratureEstimator
GaussKronrodQuadratureGenerator. G7(AbscissaTransform abscissaTransformer)
Generate the Nested/Embedded G7 Gaussian Quadrature over (0, +1)static QuadratureEstimator
GaussKronrodQuadratureGenerator. K15(AbscissaTransform abscissaTransformer)
Generate the K15 Gaussian Quadrature over (0, +1)static QuadratureEstimator
NewtonCotesQuadratureGenerator. MinusOne_PlusOne(AbscissaTransform abscissaTransformer, int intermediatePointCount)
Generate the Newton-Cotes of Equally Spaced Quadrature over (-1, +1)static QuadratureEstimator
GaussLegendreQuadratureGenerator. OnePoint(AbscissaTransform abscissaTransformer)
Generate the One Point Gauss Legendre Quadrature over [-1, +1]static QuadratureEstimator
GaussLobattoQuadratureGenerator. SevenPoint(AbscissaTransform abscissaTransformer)
Generate the Seven Point Gauss Lobatto Quadrature over [-1, +1]static QuadratureEstimator
GaussLobattoQuadratureGenerator. SixPoint(AbscissaTransform abscissaTransformer)
Generate the Six Point Gauss Lobatto Quadrature over [-1, +1]static QuadratureEstimator
GaussLegendreQuadratureGenerator. ThreePoint(AbscissaTransform abscissaTransformer)
Generate the Three Point Gauss Legendre Quadrature over [-1, +1]static QuadratureEstimator
GaussLobattoQuadratureGenerator. ThreePoint(AbscissaTransform abscissaTransformer)
Generate the Three Point Gauss Lobatto Quadrature over [-1, +1]static QuadratureEstimator
GaussLegendreQuadratureGenerator. TwoPoint(AbscissaTransform abscissaTransformer)
Generate the Two Point Gauss Legendre Quadrature over [-1, +1]static QuadratureEstimator
NewtonCotesQuadratureGenerator. Zero_PlusOne(AbscissaTransform abscissaTransformer, int intermediatePointCount)
Generate the Newton-Cotes of Equally Spaced Quadrature over (0, +1)Constructors in org.drip.numerical.integration with parameters of type AbscissaTransform Constructor Description NestedQuadratureEstimator(AbscissaTransform abscissaTransformer, Array2D nodeWeightArray, QuadratureEstimator embeddedQuadratureEstimator)
NestedQuadratureEstimator ConstructorQuadratureEstimator(AbscissaTransform abscissaTransform, Array2D nodeWeightArray)
QuadratureEstimator Constructor