Package org.drip.sample.gaussquadrature

R1 Gauss-Legendre Gauss-Lobatto Quadratures
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    CubicPolyGaussLegendre
    CubicPolyGaussLegendre computes the R1 Numerical Estimate of the Cubic Polynomial Integrand using the Gauss-Legendre Integration Quadrature Scheme.
    CubicPolyGaussLobatto
    CubicPolyGaussLobatto computes the R1 Numerical Estimate of the Cubic Polynomial Integrand using the Gauss-Lobatto Integration Quadrature Scheme.
    ERFCCraig1991GaussLegendre
    ERFCCraig1991GaussLegendre computes the R1 Numerical Estimate of the erfc Integrand using the Gauss-Legendre Integration Quadrature Scheme.
    ERFCCraig1991GaussLobatto
    ERFCCraig1991GaussLobatto computes the R1 Numerical Estimate of the erfc Integrand using the Gauss-Lobatto Integration Quadrature Scheme.
    ERFIntegrandGaussLegendre
    ERFIntegrandGaussLegendre computes the R1 Numerical Estimate of the erf Integrand using the Gauss-Legendre Integration Quadrature Scheme.
    ERFIntegrandGaussLobatto
    ERFIntegrandGaussLobatto computes the R1 Numerical Estimate of the erf Integrand using the Gauss-Lobatto Integration Quadrature Scheme.