Package org.drip.sample.gausskronrod

R1 Gauss-Kronrod Quadrature Schemes
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    ERFCCraig1991G7
    ERFCCraig1991G7 computes the R1 Numerical Estimate of the erfc Integrand using the G7 Gaussian Integration Quadrature Scheme.
    ERFCCraig1991G7K15
    ERFCCraig1991G7K15 computes the R1 Nested Numerical Estimate and Error of the erfc Integrand using the G7-K15 Gaussian Integration Quadrature Scheme.
    ERFCCraig1991K15
    ERFCCraig1991K15 computes the R1 Numerical Estimate of the erfc Integrand using the K15 Gaussian Integration Quadrature Scheme.
    ERFIntegrandG7
    ERFIntegrandG7 computes the R1 Numerical Estimate of the erf Integrand using the G7 Gaussian Quadrature Scheme.
    ERFIntegrandG7K15
    ERFIntegrandG7K15 computes the R1 Nested Numerical Estimate and Error of the erf Integrand using the G7-K15 Gaussian Integration Quadrature Scheme.
    ERFIntegrandK15
    ERFIntegrandK15 computes the R1 Numerical Estimate of the erf Integrand using the K15 Gaussian Quadrature Scheme.