Package org.drip.numerical.integration

R1 Rd Numerical Integration Schemes
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    AbscissaTransform
    AbscissaTransform transforms the Abscissa over into Corresponding Integrand Variable.
    GaussKronrodQuadratureGenerator
    GaussKronrodQuadratureGenerator generates the Array of Gaussian Quadrature Based Abscissa and their corresponding Weights, with the Kronrod Extensions applied.
    GaussLegendreQuadratureGenerator
    GaussLegendreQuadratureGenerator generates the Array of Orthogonal Legendre Polynomial Gaussian Quadrature Based Abscissa and their corresponding Weights.
    GaussLobattoQuadratureGenerator
    GaussLobattoQuadratureGenerator generates the Array of Orthogonal Lobatto Polynomial Gaussian Quadrature Based Abscissa and their corresponding Weights.
    GeneralizedMidPointQuadrature
    GeneralizedMidPointQuadrature computes the R1 Numerical Estimate of a Function Quadrature using the Generalized Mid-Point Scheme.
    NestedQuadratureEstimator
    NestedQuadratureEstimator extends the R1 Quadrature Estimator by providing the Estimation Error.
    NewtonCotesQuadratureGenerator
    NewtonCotesQuadratureGenerator generates the Array of Newton-Cotes Based Quadrature Abscissa and their corresponding Weights.
    QuadratureEstimate
    QuadratureEstimate contains the Estimate of the Integrand Quadrature and its corresponding Error.
    QuadratureEstimator
    QuadratureEstimator estimates an Integrand Quadrature using the Array of Transformed Quadrature Abscissa and their corresponding Weights.
    R1ToR1Integrator
    R1ToR1Integrator implements the following routines for integrating the R1 To R1 objective Function.