Uses of Class
org.drip.numerical.quadrature.GolubWelsch
| Package | Description |
|---|---|
| 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 GolubWelschIntegrandGenerator. generateRecurrenceMatrix()Generate the Cross Polynomial Recurrence Matrix to be used in the Golub-Welsch Algorithm