Uses of Class
org.drip.numerical.quadrature.GolubWelsch
Package | Description |
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org.drip.numerical.quadrature |
R1 Gaussian Integration Quadrature Schemes
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Uses of GolubWelsch in org.drip.numerical.quadrature
Methods in org.drip.numerical.quadrature that return GolubWelsch Modifier and Type Method Description GolubWelsch
IntegrandGenerator. generateRecurrenceMatrix()
Generate the Cross Polynomial Recurrence Matrix to be used in the Golub-Welsch Algorithm