Package org.drip.sample.gausskronrod

Class ERFCCraig1991K15

java.lang.Object
org.drip.sample.gausskronrod.ERFCCraig1991K15
public class ERFCCraig1991K15
extends java.lang.Object
ERFCCraig1991K15 computes the R1 Numerical Estimate of the erfc Integrand using the K15 Gaussian Integration Quadrature Scheme. The References are:

  • Holoborodko, P. (2011): Gauss-Kronrod Quadrature Nodes and Weights https://www.advanpix.com/2011/11/07/gauss-kronrod-quadrature-nodes-weights/
  • Kahaner, D., C. Moler, and S. Nash (1989): Numerical Methods and Software Prentice Hall
  • Laurie, D. (1997): Calculation of Gauss-Kronrod Quadrature Rules Mathematics of Computation 66 (219) 1133-1145
  • Piessens, R., E. de Doncker-Kapenga, C. W. Uberhuber, and D. K. Kahaner (1983): QUADPACK – A Subroutine Package for Automatic Integration Springer-Verlag
  • Wikipedia (2019): Gauss-Kronrod Quadrature Formula https://en.wikipedia.org/wiki/Gauss%E2%80%93Kronrod_quadrature_formula


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ERFCCraig1991K15()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ERFCCraig1991K15

      public ERFCCraig1991K15()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation