Package org.drip.numerical.quadrature

R1 Gaussian Integration Quadrature Schemes
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    GolubWelsch
    GolubWelsch implements the Golub-Welsch Algorithm that extracts the Quadrature Nodes and Weights.
    IntegrandGenerator
    IntegrandGenerator contains the Settings that enable the Generation of Integrand Quadrature and Weights for the Specified Orthogonal Polynomial Scheme.
    OrthogonalPolynomial
    OrthogonalPolynomial implements a Single Basis Orthogonal Polynomial used in the Construction of the Quadrature.
    OrthogonalPolynomialSuite
    OrthogonalPolynomialSuite holds the Suite of Basis Orthogonal Polynomials used in the Construction of the Quadrature.
    WeightFunctionBuilder
    WeightFunctionBuilder builds the Weight Function associated with Different Kinds of Orthogonal Basis Polynomials.