GaussLaguerreIntegration Class Reference

generalized Gauss-Laguerre integration More...

#include <ql/math/integrals/gaussianquadratures.hpp>

Inheritance diagram for GaussLaguerreIntegration:

Public Member Functions

 GaussLaguerreIntegration (Size n, Real s=0.0)
 
- Public Member Functions inherited from GaussianQuadrature
 GaussianQuadrature (Size n, const GaussianOrthogonalPolynomial &p)
 
template<class F >
Real operator() (const F &f) const
 
Size order () const
 
const Arrayweights ()
 
const Arrayx ()
 

Detailed Description

generalized Gauss-Laguerre integration

This class performs a 1-dimensional Gauss-Laguerre integration.

\[ \int_{0}^{\inf} f(x) \mathrm{d}x \]

The weighting function is

\[ w(x;s)=x^s \exp{-x} \]

and

\[ s > -1 \]