Class GaussLaguerreQuadrature

  • All Implemented Interfaces:
    Integrator

    public class GaussLaguerreQuadrature
    extends GaussianQuadrature
    Gauss-Laguerre quadrature exploits the fact that quadrature approximations are open integration formulas (i.e. the values of the endpoints are not required) to evaluate of integrals in the range \([0, \infty )\).

    The choice of weighting function \(\exp(-x)\) results in the evaluation points being the roots of Laguerre Polynomials, which have to be found numerically.

    Therefore, this method is useful for finding the integral \[ \int_0^\infty f(x) e^{-x} \, dx. \]

    See Also:
    Wikipedia: Gauss-Laguerre quadrature
    • Constructor Detail

      • GaussLaguerreQuadrature

        public GaussLaguerreQuadrature​(int n,
                                       double precision)
        Create an integrator of order n.
        Parameters:
        n - the number of points in the quadrature rule
        precision - the precision of the estimates of the coefficients