Package org.drip.sample.gausskronrod

Class ERFIntegrandG7

java.lang.Object
org.drip.sample.gausskronrod.ERFIntegrandG7
public class ERFIntegrandG7
extends java.lang.Object
ERFIntegrandG7 computes the R1 Numerical Estimate of the erf Integrand using the G7 Gaussian 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
    ERFIntegrandG7()  

  • 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

    • ERFIntegrandG7

      public ERFIntegrandG7()

  • 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