Package org.drip.sample.newtoncotes

Class ArcTangentGeneralizedMidPoint

java.lang.Object
org.drip.sample.newtoncotes.ArcTangentGeneralizedMidPoint
public class ArcTangentGeneralizedMidPoint
extends java.lang.Object
ArcTangentGeneralizedMidPoint computes the R1 Numerical Estimate of the tan-1 using the Generalized Mid-Point Quadrature. The References are:

  • Briol, F. X., C. J. Oates, M. Girolami, and M. A. Osborne (2015): Frank-Wolfe Bayesian Quadrature: Probabilistic Integration with Theoretical Guarantees arXiv
  • Forsythe, G. E., M. A. Malcolm, and C. B. Moler (1977): Computer Methods for Mathematical Computation Prentice Hall Englewood Cliffs NJ
  • Leader, J. J. (2004): Numerical Analysis and Scientific Computation Addison Wesley
  • Stoer, J., and R. Bulirsch (1980): Introduction to Numerical Analysis Springer-Verlag New York
  • Wikipedia (2019): Numerical Integration https://en.wikipedia.org/wiki/Numerical_integration


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ArcTangentGeneralizedMidPoint()  

  • 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

    • ArcTangentGeneralizedMidPoint

      public ArcTangentGeneralizedMidPoint()

  • 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