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sgpp::combigrid::GaussLegendreQuadrature Class Reference

Uses Gauss-Legendre quadrature to approximate the integral of a function on the domain [0, 1]. More...

#include <GaussLegendreQuadrature.hpp>

Public Member Functions

template<typename Func >
double evaluate (Func const &func, double a=0.0, double b=1.0)
 
template<typename Func >
double evaluate_iteratively (Func const &func, double a=0.0, double b=1.0, size_t numGaussPoints=0, size_t incrementQuadraturePoints=1, double tol=1e-14)
 
template<typename Func >
double evaluate_logsumexp (Func const &logfunc, SingleFunction weightFunction, double a=0.0, double b=1.0)
 
template<typename Func >
double evaluate_logsumexp_iteratively (Func const &logfunc, SingleFunction weightFunction, double a=0.0, double b=1.0, size_t numGaussPoints=0, size_t incrementQuadraturePoints=1, double tol=1e-14)
 
template<typename Func >
double evaluate_sumexp (Func const &logfunc, SingleFunction weightFunction, double a=0.0, double b=1.0)
 
template<typename Func >
double evaluate_sumexp_iteratively (Func const &logfunc, SingleFunction weightFunction, double a=0.0, double b=1.0, size_t numGaussPoints=0, size_t incrementQuadraturePoints=1, double tol=1e-14)
 
 GaussLegendreQuadrature (size_t numPoints=0)
 Constructor. More...
 
void initialize (size_t numPoints)
 

Detailed Description

Uses Gauss-Legendre quadrature to approximate the integral of a function on the domain [0, 1].

Constructor & Destructor Documentation

sgpp::combigrid::GaussLegendreQuadrature::GaussLegendreQuadrature ( size_t  numPoints = 0)
explicit

Constructor.

Parameters
numPointsThe number of grid points that should be used. This number should be > 0. If not enough grid points are available, the maximum number of available grid points is taken.

References initialize().

Member Function Documentation

template<typename Func >
double sgpp::combigrid::GaussLegendreQuadrature::evaluate ( Func const &  func,
double  a = 0.0,
double  b = 1.0 
)
inline
template<typename Func >
double sgpp::combigrid::GaussLegendreQuadrature::evaluate_iteratively ( Func const &  func,
double  a = 0.0,
double  b = 1.0,
size_t  numGaussPoints = 0,
size_t  incrementQuadraturePoints = 1,
double  tol = 1e-14 
)
inline
template<typename Func >
double sgpp::combigrid::GaussLegendreQuadrature::evaluate_logsumexp ( Func const &  logfunc,
SingleFunction  weightFunction,
double  a = 0.0,
double  b = 1.0 
)
inline

References chess::b, and evaluate_sumexp().

template<typename Func >
double sgpp::combigrid::GaussLegendreQuadrature::evaluate_logsumexp_iteratively ( Func const &  logfunc,
SingleFunction  weightFunction,
double  a = 0.0,
double  b = 1.0,
size_t  numGaussPoints = 0,
size_t  incrementQuadraturePoints = 1,
double  tol = 1e-14 
)
inline
template<typename Func >
double sgpp::combigrid::GaussLegendreQuadrature::evaluate_sumexp ( Func const &  logfunc,
SingleFunction  weightFunction,
double  a = 0.0,
double  b = 1.0 
)
inline
template<typename Func >
double sgpp::combigrid::GaussLegendreQuadrature::evaluate_sumexp_iteratively ( Func const &  logfunc,
SingleFunction  weightFunction,
double  a = 0.0,
double  b = 1.0,
size_t  numGaussPoints = 0,
size_t  incrementQuadraturePoints = 1,
double  tol = 1e-14 
)
inline

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