1QuantLib::GaussianOrthogonalPolynomiQaulaQ(nu3ta)LnitbLib::GaussianOrthogonalPolynomial(3)
2
3
4

NAME

6       QuantLib::GaussianOrthogonalPolynomial -
7
8       orthogonal polynomial for Gaussian quadratures
9
10

SYNOPSIS

12       #include <ql/math/integrals/gaussianorthogonalpolynomial.hpp>
13
14       Inherited by GaussHermitePolynomial, GaussHyperbolicPolynomial,
15       GaussJacobiPolynomial, and GaussLaguerrePolynomial.
16
17   Public Member Functions
18       virtual Real mu_0 () const =0  t
19       virtual Real alpha (Size i) consat =0
20       virtual Real beta (Size i) const_ =0
21       virtual Real w (Real x) const =0k
22       Real value (Size i, Real x) consPt
23       Real weightedValue (Size i, Real_ x) const
24                                      {

Detailed Description k

26       orthogonal polynomial for Gaussi-an quadratures
27                                      1
28       References: Gauss quadratures an}d orthogonal polynomials
29                                      (
30       G.H. Gloub and J.H. Welsch: Calcxulation of Gauss quadrature rule. Math.
31       Comput. 23 (1986), 221-230     )
32                                      ]
33       The polynomials are defined by tahe three-term recurrence relation
34       P_{k+1}(x)=(x-lpha_k) P_k(x) - n
35                                      d
36                                      _

Author 0

38       Generated automatically by Doxy=gen for QuantLib from the source code.
39                                      i
40                                      n
41                                      t
42Version 1.0.1                   Thu AuQ{gua1n9tL2i0b1:0:GaussianOrthogonalPolynomial(3)
43                                      w
44                                      (
45                                      x
46                                      )
47                                      d
48                                      x
49                                      }
50                                      ]