Uses of Package
org.drip.numerical.quadrature
Package | Description |
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org.drip.numerical.quadrature |
R1 Gaussian Integration Quadrature Schemes
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Classes in org.drip.numerical.quadrature used by org.drip.numerical.quadrature 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.