sgpp::base::GaussHermiteQuadRule1D Class Reference

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

#include <GaussHermiteQuadRule1D.hpp>

Inheritance diagram for sgpp::base::GaussHermiteQuadRule1D:

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 GaussHermiteQuadRule1D &	getInstance ()

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

GaussHermiteQuadRule1D() [1/2]

sgpp::base::GaussHermiteQuadRule1D::GaussHermiteQuadRule1D

(

)

References sgpp::base::QuadRule1D::coordinatesWeights.

~GaussHermiteQuadRule1D()

sgpp::base::GaussHermiteQuadRule1D::~GaussHermiteQuadRule1D ( )

override

GaussHermiteQuadRule1D() [2/2]

sgpp::base::GaussHermiteQuadRule1D::GaussHermiteQuadRule1D ( const GaussHermiteQuadRule1D &  that )

delete

Member Function Documentation

getInstance()

GaussHermiteQuadRule1D & sgpp::base::GaussHermiteQuadRule1D::getInstance ( )

static

getLevelPointsAndWeightsNormalized()

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

level	level of quadrature, is equal to the number of quadrature points
coordinates	returns the x-coordinates in [-infty, infty]
weights	returns the corresponding weights (scaled by sqrt(2))
mean	mean of the normal distribution the coordinates should be transformed to
stdd	standard deviation of the normal distribution the coordinates should be transformed to

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

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

• base/src/sgpp/base/tools/GaussHermiteQuadRule1D.hpp
• base/src/sgpp/base/tools/GaussHermiteQuadRule1D.cpp