npstat::SemiInfGaussianQuadrature Class Reference

#include <SemiInfGaussianQuadrature.hh>

Public Types
enum	{ interval_quadrature = 0 }

Public Member Functions
	SemiInfGaussianQuadrature (unsigned npoints)
unsigned	npoints () const
void	getAllAbscissae (long double *abscissae, unsigned len) const
void	getAllWeights (long double *weights, unsigned len) const
template<typename FcnResult , typename FcnArg >
long double	integrate (const Functor1< FcnResult, FcnArg > &fcn) const
template<typename FcnResult , typename FcnArg >
long double	integrateProb (long double sigma, const Functor1< FcnResult, FcnArg > &fcn) const

Static Public Member Functions
static bool	isAllowed (unsigned npoints)
static std::vector< unsigned >	allowedNPonts ()
static unsigned	minimalExactRule (unsigned polyDegree)

Detailed Description

Quadrature for functions of the type f(x) exp(-x^2/2) on [0, Infinity]

Constructor & Destructor Documentation

SemiInfGaussianQuadrature()

npstat::SemiInfGaussianQuadrature::SemiInfGaussianQuadrature ( unsigned  npoints )

explicit

At the moment, the following numbers of points are supported: 4, 8, 16, 24, 32.

If an unsupported number of points is given in the constructor, std::invalid_argument exception will be thrown.

Member Function Documentation

allowedNPonts()

static std::vector<unsigned> npstat::SemiInfGaussianQuadrature::allowedNPonts ( )

static

The complete set of allowed rules, in the increasing order

getAllAbscissae()

void npstat::SemiInfGaussianQuadrature::getAllAbscissae	(	long double *	abscissae,
		unsigned	len
	)		const

Get the abscissae for the integration points. The buffer length should be at least npoints.

getAllWeights()

void npstat::SemiInfGaussianQuadrature::getAllWeights	(	long double *	weights,
		unsigned	len
	)		const

Get the weights for the integration points. The buffer length should be at least npoints.

integrate()

template<typename FcnResult , typename FcnArg >

long double npstat::SemiInfGaussianQuadrature::integrate

(

const Functor1< FcnResult, FcnArg > &

fcn

)

const

Perform the quadrature

integrateProb()

template<typename FcnResult , typename FcnArg >

long double npstat::SemiInfGaussianQuadrature::integrateProb	(	long double	sigma,
		const Functor1< FcnResult, FcnArg > &	fcn
	)		const

Perform the quadrature f(x) Sqrt[2/Pi]/sigma Exp[-(x/sigma)^2/2] (the weight is normalized to unit integral on [0, Infinity])

isAllowed()

static bool npstat::SemiInfGaussianQuadrature::isAllowed ( unsigned  npoints )

static

Check if the rule with the given number of points is supported

minimalExactRule()

static unsigned npstat::SemiInfGaussianQuadrature::minimalExactRule ( unsigned  polyDegree )

static

Minimum number of points, among the supported rules, which integrates a polynomial with the given degree exactly (with the appropriate weight). Returns 0 if the degree is out of range.

npoints()

unsigned npstat::SemiInfGaussianQuadrature::npoints ( ) const

inline

Return the number of quadrature points

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The documentation for this class was generated from the following file:

• nm/SemiInfGaussianQuadrature.hh