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

◆ GaussLegendreQuadrature()

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

explicit

Constructor.

Parameters

numPoints The 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

◆ evaluate()

template<typename Func >

double sgpp::combigrid::GaussLegendreQuadrature::evaluate	(	Func const &	func,
		double	a = `0.0`,
		double	b = `1.0`
	)

inline

References chess::b, sgpp::base::DataVector::getSize(), and python.statsfileInfo::i.

Referenced by sgpp::combigrid::FirstMomentNormStrategy::~FirstMomentNormStrategy(), and sgpp::combigrid::SecondMomentNormStrategy::~SecondMomentNormStrategy().

◆ evaluate_iteratively()

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

References chess::b, sgpp::base::GaussLegendreQuadRule1D::getInstance(), sgpp::base::DataVector::getSize(), and python.statsfileInfo::i.

Referenced by sgpp::combigrid::PolynomialScalarProductEvaluator::initializeBounds(), sgpp::combigrid::FirstMomentNormStrategy::~FirstMomentNormStrategy(), sgpp::combigrid::PolynomialQuadratureEvaluator::~PolynomialQuadratureEvaluator(), and sgpp::combigrid::SecondMomentNormStrategy::~SecondMomentNormStrategy().

◆ evaluate_logsumexp()

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().

◆ evaluate_logsumexp_iteratively()

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

References chess::b, and evaluate_sumexp_iteratively().

◆ evaluate_sumexp()

template<typename Func >

double sgpp::combigrid::GaussLegendreQuadrature::evaluate_sumexp	(	Func const &	logfunc,
		SingleFunction	weightFunction,
		double	a = `0.0`,
		double	b = `1.0`
	)

inline

References chess::b, sgpp::base::DataVector::getSize(), python.statsfileInfo::i, and python.utils.statsfile2gnuplot::j.

Referenced by evaluate_logsumexp().

◆ evaluate_sumexp_iteratively()

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`
	)