Package org.drip.sample.gaussquadrature

Class ERFIntegrandGaussLobatto

java.lang.Object
org.drip.sample.gaussquadrature.ERFIntegrandGaussLobatto
public class ERFIntegrandGaussLobatto
extends java.lang.Object
ERFIntegrandGaussLobatto computes the R1 Numerical Estimate of the erf Integrand using the Gauss-Lobatto Integration Quadrature Scheme. The References are:

  • Abramowitz, M., and I. A. Stegun (2007): Handbook of Mathematics Functions Dover Book on Mathematics
  • Gil, A., J. Segura, and N. M. Temme (2007): Numerical Methods for Special Functions Society for Industrial and Applied Mathematics Philadelphia
  • Press, W. H., S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery (2007): Numerical Recipes: The Art of Scientific Computing 3rd Edition Cambridge University Press New York
  • Stoer, J., and R. Bulirsch (2002): Introduction to Numerical Analysis 3rd Edition Springer
  • Wikipedia (2019): Gaussian Quadrature https://en.wikipedia.org/wiki/Gaussian_quadrature


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ERFIntegrandGaussLobatto()  

  • 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

    • ERFIntegrandGaussLobatto

      public ERFIntegrandGaussLobatto()

  • 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