SG++-Doxygen-Documentation
sgpp::base::GaussHermiteQuadRule1D Class Reference

load gauss quadrature points for standard normal weight function. More...

#include <GaussHermiteQuadRule1D.hpp>

Inheritance diagram for sgpp::base::GaussHermiteQuadRule1D:
sgpp::base::QuadRule1D

Public Member Functions

 GaussHermiteQuadRule1D ()
 
 GaussHermiteQuadRule1D (const GaussHermiteQuadRule1D &that)=delete
 
void getLevelPointsAndWeightsNormalized (size_t level, base::DataVector &coordinates, base::DataVector &weights, double mean=0.0f, double stdd=1.0f)
 the coordinates are scaled by sqrt(2) and then normalized with respect to a given mean and standard deviation. More...
 
 ~GaussHermiteQuadRule1D () override
 
- Public Member Functions inherited from sgpp::base::QuadRule1D
void getLevelPointsAndWeights (size_t level, base::DataVector &coordinates, base::DataVector &weights)
 
size_t getMaxSupportedLevel () const
 
 QuadRule1D ()
 
virtual ~QuadRule1D ()
 

Static Public Member Functions

static GaussHermiteQuadRule1DgetInstance ()
 

Additional Inherited Members

- Public Attributes inherited from sgpp::base::QuadRule1D
std::vector< double > coordinatesWeights
 

Detailed Description

load gauss quadrature points for standard normal weight function.

The points and the weights are generated with numpy.polynomial.hermite.hermgauss, the coordinates are scaled by sqrt(2), the weights are normalized to 1.

Constructor & Destructor Documentation

sgpp::base::GaussHermiteQuadRule1D::GaussHermiteQuadRule1D ( )
sgpp::base::GaussHermiteQuadRule1D::~GaussHermiteQuadRule1D ( )
override
sgpp::base::GaussHermiteQuadRule1D::GaussHermiteQuadRule1D ( const GaussHermiteQuadRule1D that)
delete

Member Function Documentation

GaussHermiteQuadRule1D & sgpp::base::GaussHermiteQuadRule1D::getInstance ( )
static
void sgpp::base::GaussHermiteQuadRule1D::getLevelPointsAndWeightsNormalized ( size_t  level,
base::DataVector coordinates,
base::DataVector weights,
double  mean = 0.0f,
double  stdd = 1.0f 
)

the coordinates are scaled by sqrt(2) and then normalized with respect to a given mean and standard deviation.

The weights are normalized to 1.

Parameters
levellevel of quadrature, is equal to the number of quadrature points
coordinatesreturns the x-coordinates in [-infty, infty]
weightsreturns the corresponding weights (scaled by sqrt(2))
meanmean of the normal distribution the coordinates should be transformed to
stddstandard deviation of the normal distribution the coordinates should be transformed to

References sgpp::base::QuadRule1D::getLevelPointsAndWeights(), python.statsfileInfo::i, level, and python.datasetAnalysis::mean.


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