RecurrenceCoeffs.hh

#ifndef NPSTAT_RECURRENCECOEFFS_HH_
#define NPSTAT_RECURRENCECOEFFS_HH_
 
//======================================================================
// RecurrenceCoeffs.hh
//
// This is an internal header which is subject to change without
// notice. Application code should never use classes or functions
// declared/defined in this header directly.
//
// Author: I. Volobouev
//
// May 2017
//======================================================================
 
#include <vector>
#include <utility>
 
#include "npstat/nm/Recurrence.hh"
#include "npstat/nm/OrthoPolyMethod.hh"
 
namespace npstat {
    namespace Private {
        // The following function should be the only one
        // directly used by the rest of the package
        template <class MeasurePt>
        void calcRecurrenceCoeffs(const std::vector<MeasurePt>& measure,
                                  unsigned maxdeg, long double norm,
                                  OrthoPolyMethod m,
                                  std::vector<Recurrence>* rcoeffs);
 
        template <class MeasurePt>
        void calcRecurrenceStieltjes(const std::vector<MeasurePt>& measure,
                                     unsigned maxdeg, long double norm,
                                     std::vector<Recurrence>* rcoeffs);
 
        template <class MeasurePt>
        void calcRecurrenceLanczos(const std::vector<MeasurePt>& measure,
                                   unsigned maxdeg, long double norm,
                                   std::vector<Recurrence>* rcoeffs);
 
        template <class MeasurePt>
        std::pair<long double,long double> monicInnerProducts(
            const std::vector<Recurrence>& rcoeffs,
            const std::vector<MeasurePt>& measure,
            unsigned degree, long double norm);
 
        long double monicpoly(const std::vector<Recurrence>& rcoeffs,
                              unsigned degree, long double x);
    }
}
 
#include "npstat/nm/RecurrenceCoeffs.icc"
 
#endif // NPSTAT_RECURRENCECOEFFS_HH_