Package org.drip.numerical.quadrature

Class WeightFunctionBuilder

java.lang.Object
org.drip.numerical.quadrature.WeightFunctionBuilder
public class WeightFunctionBuilder
extends java.lang.Object
WeightFunctionBuilder builds the Weight Function associated with Different Kinds of Orthogonal Basis Polynomials. The References are:

  • Abramowitz, M., and I. A. Stegun (2007): Handbook of Mathematics Functions Dover Book on Mathematics
  • Gil, A., J. Segura, and N. M. Temme (2007): Numerical Methods for Special Functions Society for Industrial and Applied Mathematics Philadelphia
  • Press, W. H., S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery (2007): Numerical Recipes: The Art of Scientific Computing 3rd Edition Cambridge University Press New York
  • Stoer, J., and R. Bulirsch (2002): Introduction to Numerical Analysis 3rd Edition Springer
  • Wikipedia (2019): Gaussian Quadrature https://en.wikipedia.org/wiki/Gaussian_quadrature


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    WeightFunctionBuilder()  

  • Method Summary

    Modifier and Type Method Description
    static R1ToR1 ChebyshevFirstKind()
    Generate the Chebyshev Polynomial (First-Kind) Weight Function
    static R1ToR1 ChebyshevSecondKind()
    Generate the Chebyshev Polynomial (Second-Kind) Weight Function
    static R1ToR1 GeneralizedLaguerre​(double alpha)
    Generate the Generalized Laguerre Polynomial Weight Function
    static R1ToR1 Hermite()
    Generate the Hermite Polynomial Weight Function
    static R1ToR1 Jacobi​(double alpha, double beta)
    Generate the Jacobi Polynomial Weight Function
    static R1ToR1 Laguerre()
    Generate the Laguerre Polynomial Weight Function
    static R1ToR1 Legendre()
    Generate the Legendre Polynomial Weight Function

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • WeightFunctionBuilder

      public WeightFunctionBuilder()

  • Method Details

    • Legendre

      public static final R1ToR1 Legendre()
      Generate the Legendre Polynomial Weight Function
      Returns:
      The Legendre Polynomial Weight Function

    • Jacobi

      public static final R1ToR1 Jacobi​(double alpha, double beta)
      Generate the Jacobi Polynomial Weight Function
      Parameters:
      alpha - Jacobi Alpha
      beta - Jacobi Beta
      Returns:
      The Jacobi Polynomial Weight Function

    • ChebyshevFirstKind

      public static final R1ToR1 ChebyshevFirstKind()
      Generate the Chebyshev Polynomial (First-Kind) Weight Function
      Returns:
      The Chebyshev Polynomial (First-Kind) Weight Function

    • ChebyshevSecondKind

      public static final R1ToR1 ChebyshevSecondKind()
      Generate the Chebyshev Polynomial (Second-Kind) Weight Function
      Returns:
      The Chebyshev Polynomial (Second-Kind) Weight Function

    • Laguerre

      public static final R1ToR1 Laguerre()
      Generate the Laguerre Polynomial Weight Function
      Returns:
      The Laguerre Polynomial Weight Function

    • GeneralizedLaguerre

      public static final R1ToR1 GeneralizedLaguerre​(double alpha)
      Generate the Generalized Laguerre Polynomial Weight Function
      Parameters:
      alpha - Generalized Laguerre Alpha
      Returns:
      The Generalized Laguerre Polynomial Weight Function

    • Hermite

      public static final R1ToR1 Hermite()
      Generate the Hermite Polynomial Weight Function
      Returns:
      The Hermite Polynomial Weight Function