com.opengamma.strata.math.impl.integration

Class GaussLegendreWeightAndAbscissaFunction

java.lang.Object

com.opengamma.strata.math.impl.integration.GaussLegendreWeightAndAbscissaFunction

All Implemented Interfaces:

QuadratureWeightAndAbscissaFunction

public class GaussLegendreWeightAndAbscissaFunction
extends Object
implements QuadratureWeightAndAbscissaFunction

Class that generates weights and abscissas for Gauss-Legendre quadrature. The weights $w_i$ are given by: $$ \begin{align*} w_i = \frac{2}{(1 - x_i^2) L_i'(x_i)^2} \end{align*} $$ where $x_i$ is the $i^{th}$ root of the orthogonal polynomial and $L_i'$ is the first derivative of the $i^{th}$ polynomial. The orthogonal polynomial is generated by LegendrePolynomialFunction.

Constructor Summary

Constructors

Constructor and Description
GaussLegendreWeightAndAbscissaFunction()

Method Summary

Modifier and Type	Method and Description
GaussianQuadratureData	generate(int n)

Methods inherited from class java.lang.Object

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

Constructor Detail

GaussLegendreWeightAndAbscissaFunction

public GaussLegendreWeightAndAbscissaFunction()

Method Detail

generate

public GaussianQuadratureData generate(int n)

Specified by:

generate in interface QuadratureWeightAndAbscissaFunction

Parameters:

n - The number of weights and abscissas to generate, not negative or zero

Returns:

An object containing the weights and abscissas