Package org.drip.specialfunction.lanczos

Class ChebyshevCoefficientMatrix

java.lang.Object
org.drip.specialfunction.lanczos.ChebyshevCoefficientMatrix
public class ChebyshevCoefficientMatrix
extends java.lang.Object
ChebyshevCoefficientMatrix holds the Chebyshev Polynomial Coefficient Matrix Entries. The References are:

  • Godfrey, P. (2001): Lanczos Implementation of the Gamma Function http://www.numericana.com/answer/info/godfrey.htm
  • 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
  • Pugh, G. R. (2004): An Analysis of the Lanczos Gamma Approximation Ph. D. University of British Columbia
  • Toth V. T. (2016): Programmable Calculators – The Gamma Function http://www.rskey.org/CMS/index.php/the-library/11
  • Wikipedia (2019): Lanczos Approximation https://en.wikipedia.org/wiki/Lanczos_approximation
It provides the following functionality:
  • Generate a n X n Chebyshev Coefficient Polynomial Matrix

Module Computational Core Module
Library Function Analysis Library
Project Special Function Implementation and Analysis
Package Lanczos Scheme for Gamma Estimate
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ChebyshevCoefficientMatrix()  

  • Method Summary

    Modifier and Type Method Description
    static double[][] Rollout​(int size)
    Generate a n X n Chebyshev Coefficient Polynomial Matrix

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • ChebyshevCoefficientMatrix

      public ChebyshevCoefficientMatrix()

  • Method Details

    • Rollout

      public static final double[][] Rollout​(int size)
      Generate a n X n Chebyshev Coefficient Polynomial Matrix
      Parameters:
      size - Size of the Matrix
      Returns:
      The n X n Chebyshev Coefficient Polynomial Matrix