GaussianOrthogonalPolynomial Class Reference
orthogonal polynomial for Gaussian quadratures More...
#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>
Inheritance diagram for GaussianOrthogonalPolynomial:

Public Member Functions | |
virtual Real | mu_0 () const =0 |
virtual Real | alpha (Size i) const =0 |
virtual Real | beta (Size i) const =0 |
virtual Real | w (Real x) const =0 |
Real | value (Size i, Real x) const |
Real | weightedValue (Size i, Real x) const |
Detailed Description
orthogonal polynomial for Gaussian quadratures
References: Gauss quadratures and orthogonal polynomials
G.H. Gloub and J.H. Welsch: Calculation of Gauss quadrature rule. Math. Comput. 23 (1986), 221-230
"Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,
The polynomials are defined by the three-term recurrence relation
and